Dvě eseje o modelování transmisního mechanismu měnové politiky
In first essay, we investigate the evolution of monetary policy transmission mechanism in the Czech Republic over 1993:1 - 2009:9 period by employing time varying parameters Bayesian vector autoregression model with stochastic volatility. We document relative stability of monetary policy transmissio...
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| Format: | Dissertation |
| Language: | English |
| Published: |
2010
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| Online Access: | http://www.nusl.cz/ntk/nusl-295350 |