Bayesian approach to estimation of time - variable parameters

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Authors

TONNER Jaromír

Year of publication 2007
Type Appeared in Conference without Proceedings
MU Faculty or unit

Faculty of Economics and Administration

Citation
Description The aim of this paper is to identify essential changes in monetary policy by time - variable parameters estimation of Galí - Monacelli model of real economy via modified Extended Bootstrap Filter Smoother (EBSFS).
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