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).
Related projects:	Monetary politics and macroeconomic stabilization: idenfication and application of general equilibrium models Research Centre for the Competitiveness of the Czech Economy