Nominal rigidities and wage-price dynamics in estimated DSGE model of open economy: application for the Czech Republic
Cílem práce je prozkoumat význam nominálních rigidit - zejména mezd a cen - v české ekonomice. Jako nástroj je použit DSGE model otevřené ekonomiky s nominálními rigiditami. Model je odvozen z mikrozákladů a zahrnuje čtyři typy nominálních rigidit: ve mzdách, v domácích cenách a v cenách importů a e...
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| Typ dokumentu: | VŠ práce nebo rukopis |
| Jazyk: | Angličtina |
| Vydáno: |
2010
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| Témata: | |
| On-line přístup: | http://is.muni.cz/th/21886/esf_d/ |
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| 100 | 1 | |a Hloušek, Miroslav, |d 1979- |7 mub2013765521 |% UČO 21886 |4 dis | |
| 242 | 1 | 0 | |a Nominal rigidities and wage-price dynamics in estimated DSGE model of open economy: application for the Czech Republic |y eng |
| 245 | 1 | 0 | |a Nominal rigidities and wage-price dynamics in estimated DSGE model of open economy: application for the Czech Republic |h [rukopis] / |c Miroslav Hloušek |
| 260 | |c 2010 | ||
| 300 | |a 113 S. | ||
| 500 | |a Vedoucí práce: Osvald Vašíček | ||
| 502 | |a Dizertace (Ph.D.)--Masarykova univerzita, Ekonomicko-správní fakulta, 2010 | ||
| 520 | 2 | |a Cílem práce je prozkoumat význam nominálních rigidit - zejména mezd a cen - v české ekonomice. Jako nástroj je použit DSGE model otevřené ekonomiky s nominálními rigiditami. Model je odvozen z mikrozákladů a zahrnuje čtyři typy nominálních rigidit: ve mzdách, v domácích cenách a v cenách importů a exportů. Rigidity jsou modelovány jako Calvo kontrakty s indexací. Model je odhadnut na datech české ekonomiky pomocí bayesovských technik. Poté je vyhodnocena vypovídací schopnost modelu a jsou studovány jeho dynamické vlastnosti prostřednictvím impulsních odezev. Důraz je kladen na dynamiku mezd a cen. Alternativní modelové specifikace (s různými předpoklady o nominálních rigiditách) jsou porovnány na základě marginální věrohodnosti dat. Z výsledků vyplývá, že nominální rigidity jako takové jsou důležitou součástí modelové ekonomiky. Specifikace modelu bez nominálních rigidit seděla na datech nejhůře. Další závěr, že mzdy jsou rigidnější než ceny, vyplývá ze dvou výsledků. Zaprvé, odhadnuté |% cze | |
| 520 | 2 | 9 | |a The goal of the thesis is to examine importance of nominal rigidities -- especially of wages and prices -- in the Czech economy. As a tool, DSGE model of open economy with nominal rigidities is used. The model is derived from microfoundations and includes four types of nominal rigidities: for wages, domestic prices, import and export prices. The rigidities are modelled in form of Calvo contracts with indexation. The model is estimated on data of Czech economy using Bayesian techniques. The model is evaluated in terms how it fits the data and the dynamical properties of the model are studied by means of impulse response functions. The emphasis is put on wage-price dynamics. The relative importance of nominal rigidities is examined using sensitivity analysis. Alternative model specifications (with different assumptions about nominal rigidities) were compared based on marginal likelihood of data. The conclusion is that nominal rigidities as such are important feature of model economy. The |9 eng |
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| 856 | 4 | 1 | |u http://is.muni.cz/th/21886/esf_d/ |
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