No (400)
Number of found documents:
400
Published from
to
Modeling Tanzania
Auda, O.; Bečičková, H.; Cincibuch, M.; Čižmár, P.; Hřebíček, H.; Janjgava, Batlome; Kameník, O.; Katreniaková, D.; Kejak, Michal; Lamazoshvili, Beka; Lukáč, J.; Machala, J.; Menkyna, Robert; Musil, K.; Rasulova, Khanifakhon; Remo, A.; Vávra, D.; Vlček, J.; Zemčík, Petr
2011 - English
The report has three chapters. Chapter 1 summarizes the main features of the Tanzanian economy relevant for building the FPAS. Chapter 2 presents the structural macroeconomic model and its properties captured by the decompositions of variances of the model’s variables in terms of the model shocks and by its impulse-response functions. This chapter also describes Bayesian vector autoregressions used for the near-term forecasting. Chapter 3 evaluates how the models perform empirically. The forecasting power is assessed both in the sample and by using an out-of-the-sample comparison with the standard random-walk benchmark. We conclude that the FPAS performs satisfactorily in this comparison.
Keywords:
Tanzania; forecasting and policy analysis system
Available at various institutes of the ASCR
Modeling Tanzania
The report has three chapters. Chapter 1 summarizes the main features of the Tanzanian economy relevant for building the FPAS. Chapter 2 presents the structural macroeconomic model and its properties ...
Modeling Ethiopia
Auda, O.; Bečičková, H.; Cincibuch, M.; Čižmár, P.; Hřebíček, H.; Janjgava, Batlome; Kameník, O.; Katreniaková, D.; Kejak, Michal; Lamazoshvili, Beka; Lukáč, J.; Machala, J.; Menkyna, Robert; Musil, K.; Rasulova, Khanifakhon; Remo, A.; Vávra, D.; Vlček, J.; Zemčík, Petr
2011 - English
The report has three chapters. Chapter 1 summarizes the main features of the Ethiopian economy relevant for building the forecasting and policy analysis system (FPAS). Chapter 2 presents the structural model, and near-term forecast models. Chapter 3 evaluates how the models perform empirically.
Keywords:
Ethiopia; forecasting and policy analysis system
Available at various institutes of the ASCR
Modeling Ethiopia
The report has three chapters. Chapter 1 summarizes the main features of the Ethiopian economy relevant for building the forecasting and policy analysis system (FPAS). Chapter 2 presents the ...
Panic at the gates: the effect of the collapse of Lehman Brothers at the Prague Stock Exchange
Novotný, Jan
2011 - English
Keywords:
price jump behavior; Lehman Brothers' collapse; Prague Stock Exchange
Available at various institutes of the ASCR
Panic at the gates: the effect of the collapse of Lehman Brothers at the Prague Stock Exchange
Modeling Kenya
Auda, O.; Bečičková, H.; Cincibuch, M.; Čižmár, P.; Hřebíček, H.; Janjgava, Batlome; Kameník, O.; Katreniaková, D.; Kejak, Michal; Lamazoshvili, Beka; Lukáč, J.; Machala, J.; Menkyna, Robert; Musil, K.; Rasulova, Khanifakhon; Remo, A.; Vávra, D.; Vlček, J.; Zemčík, Petr
2011 - English
The report has three chapters. Chapter 1 summarizes the main features of the Kenyan economy relevant for building the FPAS. Chapter 2 presents the structural macroeconomic model and its properties captured by the decompositions of variances of the model’s variables in terms of the model shocks and by its impulse-response functions. This chapter also describes Bayesian vector autoregressions used for the near-term forecasting. Chapter 3 evaluates how the models perform empirically. The forecasting power is assessed both in the sample and by using an out-of-the-sample comparison with the standard random-walk benchmark. We conclude that the FPAS performs satisfactorily in this comparison.
Keywords:
Kenya; forecasting and policy analysis system
Available at various institutes of the ASCR
Modeling Kenya
The report has three chapters. Chapter 1 summarizes the main features of the Kenyan economy relevant for building the FPAS. Chapter 2 presents the structural macroeconomic model and its properties ...
Modeling Rwanda
Auda, O.; Bečičková, H.; Cincibuch, M.; Čižmár, P.; Hřebíček, H.; Janjgava, Batlome; Kameník, O.; Katreniaková, D.; Kejak, Michal; Lamazoshvili, Beka; Lukáč, J.; Machala, J.; Menkyna, Robert; Musil, K.; Rasulova, Khanifakhon; Remo, A.; Vávra, D.; Vlček, J.; Zemčík, Petr
2011 - English
The report consists of four chapters. Chapter 1 assesses the historical performance of forecasts for Rwanda. Historical forecasts since January 2010 are compared with the actual data as well as with projections of other institutions. Chapter 2 presents the structural macroeconomic model, its changes compared to the December 2009 version, and its properties captured by impulse-response functions and by variance decompositions of model’s variables in terms of the model shocks. Important is the part on the model-consistent interpretation of the recent economic Rwanda history. The section describing Bayesian vector autoregressions used for the near-term forecasting concludes. Chapter 3 evaluates how the models perform empirically. On the contrary to Chapter 1, the forecasting power is assessed both in the sample as well as by using an out-of-thesample comparison with the standard random-walk benchmark. We conclude that the FPAS performs satisfactorily in this comparison. The last chapter gives an overview of the considerable country database that has been compiled.
Keywords:
Rwanda; forecasting and policy analysis system
Available at various institutes of the ASCR
Modeling Rwanda
The report consists of four chapters. Chapter 1 assesses the historical performance of forecasts for Rwanda. Historical forecasts since January 2010 are compared with the actual data as well as with ...
Effects of predictable tax liability variation on household labor income
Feldman, N. E.; Katuščák, Peter
2011 - English
Keywords:
tax salience; permanent income hypothesis; labor income
Available at various institutes of the ASCR
Effects of predictable tax liability variation on household labor income
The impact of FDI on the host economy
Nikolovová, Pavla
2011 - English
The volume of foreign direct investment (FDI) in CEE countries has been in- creasing in the past twenty years. It has generally been encouraged by domestic governments because the presence of a foreign rm is considered to have a strong potential to improve domestic economic conditions, among other the performance of domestic rms. Empirical studies of the actual impact of FDI on domestic rms, however, present rather ambiguous results. I argue that this is due to some limi- tations of prevalently used methodology, which does not separate the FDI spillover eects from the changes in competitive environment faced by domestic rms. In my research, I propose a novel estimation strategy that allows me to disentangle FDI spillovers from the eects of competition changing in response to the entry of a foreign rm. I consider this issue on the industry level and I compare the eects of FDI to the impact of international trade on the domestic economy. My identication strategy leads me to conrm the presence of positive spillovers stemming from FDI.
Keywords:
CEE countries; foreign direct investment
Available at various institutes of the ASCR
The impact of FDI on the host economy
The volume of foreign direct investment (FDI) in CEE countries has been in- creasing in the past twenty years. It has generally been encouraged by domestic governments because the presence of a ...
Modeling Haiti
Auda, O.; Bečičková, H.; Cincibuch, M.; Čižmár, P.; Hřebíček, H.; Janjgava, Batlome; Kameník, O.; Katreniaková, D.; Kejak, Michal; Lamazoshvili, Beka; Lukáč, J.; Machala, J.; Menkyna, Robert; Musil, K.; Rasulova, Khanifakhon; Remo, A.; Vávra, D.; Vlček, J.; Zemčík, Petr
2011 - English
The report has four chapters. Chapter 2 summarizes the main features of the Haitian economy relevant for building the forecasting and policy analysis system (FPAS). Chapter 3 presents the structural macroeconomic model and its properties captured by the decompositions of variances of the model’s variables in terms of the model shocks and by its impulse-response functions. This chapter also describes Bayesian vector autoregressions used for the near-term forecasting. Chapter 4 evaluates how the models perform empirically. The forecasting power is assessed both in the sample and by using an out-of-the-sample comparison with the standard random-walk benchmark. We conclude that the FPAS performs satisfactorily in this comparison.
Keywords:
Haiti; forecasting and policy analysis system
Available at various institutes of the ASCR
Modeling Haiti
The report has four chapters. Chapter 2 summarizes the main features of the Haitian economy relevant for building the forecasting and policy analysis system (FPAS). Chapter 3 presents the structural ...
Modeling the environmental and socio-economic impacts of biofuels
Janda, Karel; Krištoufek, L.; Zilberman, D.
2011 - English
Keywords:
biofuels; ethanol; biodiesel
Available at various institutes of the ASCR
Modeling the environmental and socio-economic impacts of biofuels
Investment recommendations and stock prices movements
Hanousek, Jan; Kopřiva, František
2009 - English
Keywords:
dealers’ market; emerging markets; informed trading; investment recommendations
Available at various institutes of the ASCR
Investment recommendations and stock prices movements
NRGL provides central access to information on grey literature produced in the Czech Republic in the fields of science, research and education. You can find more information about grey literature and NRGL at service web
Send your suggestions and comments to nusl@techlib.cz
Provider
Other bases