Bayesian approach to estimation of time - variable parameters

• Authors: TONNER Jaromír
• Year of publication: 2007
• Type: Appeared in Conference without Proceedings
• MU Faculty or unit: Faculty of Economics and Administration
• Description: The aim of this paper is to identify essential changes in monetary policy by time - variable parameters estimation of Galí - Monacelli model of real economy via modified Extended Bootstrap Filter Smoother (EBSFS).

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