International growth rule model : new approach to the foreign sector of the open economy /
Cíl práce je prozkoumat dynamické chování české ekonomiky a provádění měnové politiky s použitím NK DSGE modelu s rozdílným přístupem k zahraničnímu sektoru. Jsou použity tři typy modelu s mikroekonomickými základy a strnulostmi. Jde o model s endogenním, exogenním a bez zahraničního sektoru. Výchoz...
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| Typ dokumentu: | VŠ práce nebo rukopis |
| Jazyk: | Angličtina |
| Vydáno: |
2009.
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| Témata: | |
| On-line přístup: | http://is.muni.cz/th/42159/esf_d/ |
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| 242 | 1 | 0 | |a International growth rule model: new approach to the foreign sector of the open economy |y eng |
| 245 | 1 | 0 | |a International growth rule model : |h [rukopis] |b new approach to the foreign sector of the open economy / |c Karel Musil. |
| 260 | |c 2009. | ||
| 300 | |a 156 l. | ||
| 500 | |a Vedoucí práce: Osvald Vašíček. | ||
| 502 | |a Dizertace (Ph.D.)--Masarykova univerzita, Ekonomicko-správní fakulta, 2009. | ||
| 520 | 2 | |a Cíl práce je prozkoumat dynamické chování české ekonomiky a provádění měnové politiky s použitím NK DSGE modelu s rozdílným přístupem k zahraničnímu sektoru. Jsou použity tři typy modelu s mikroekonomickými základy a strnulostmi. Jde o model s endogenním, exogenním a bez zahraničního sektoru. Výchozím modelem je upravený model dvou ekonomik, který je dodatečnými předpoklady zredukován do podoby modelu malé otevřené ekonomiky a modelu uzavřené ekonomiky. Parametry použitých tří modelů jsou odhadnuty pomocí Bayesiánského přístupu. Podle analýzy parametrů je zřejmé, že některé bloky upraveného modelu dvou ekonomik a modelu malé otevřené ekonomiky jsou podobné. Určité odlišnosti lze najít pro model uzavřené ekonomiky. Ačkoliv odlišnosti odhadnutých parametrů v jednotlivých modelech jsou malé, jejich vliv na modelové chování může být významný. |% cze | |
| 520 | 2 | 9 | |a The aim of the thesis is to explore dynamic behavior of the Czech economy and monetary policy implications with the use of a NK DSGE model with a different approach to the foreign sector. Three types of microeconomically founded models with rigidities are introduced. These are the model with endogenous foreign sector, with exogenous foreign economy, and without foreign sector. The baseline model is the adjusted two-country model and then it is reduced into a form of a small open economy and a closed economy model by additional assumptions. Parameters in all three models are estimated with using a Bayesian technique. According to a parameter analysis it is evident that some parts of the adjusted two-country and small open economy model are similar. Some differences in estimated parameters can be identified for the closed economy model. Although the changes in the estimated parameters in various model structures are small, the effect on behavior can be important. |9 eng |
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