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A Note on the role of the natural condition of control in the estimation of DSGE models

  1. Title A Note on the role of the natural condition of control in the estimation of DSGE models
    Author infoMartin Fukač, Vladimír Havlena
    Author Fukač Martin
    Co-authors Havlena Vladimír
    Source document Finance a úvěr : Czech journal of economics and finance. Roč. 61, č. 5 (2011), s. 453-466. - Praha : UK Praha, Fakulta sociálních věd, 2011. ISSN 0015-1920
    Document kindschedule of articles from periodics
    LanguageEnglish
    Country of EditionCzech Republic
    systematics 519.86 - Teória ekonomicko-matematických modelov
    Keywords modely dynamické * modely stochastické * modely rovnováhy * odhady * metóda Monte Carlo
    AnnotationProblematika optimálneho využitia informácií pri odhade modelov. Bayesovský odhad, Kalmanov filter, model DSGE, metóda Monte Carlo.
    DatabaseARTICLES
    ReferencesPERIODIKÁ-Súborný záznam periodika
    Numbers2011: 1-6

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