Zahraniční kurzové intervence centrální banky: DSGE přístup – Mgr. Tomáš Oravec
Mgr. Tomáš Oravec
Master's thesis
Zahraniční kurzové intervence centrální banky: DSGE přístup
Foreign Exchange Interventions of the Central Bank: A DSGE Approach
Abstract:
V predloženej práci sa zaoberáme kurzovými intervenciami centrálnej banky ako nekonvenčného nástroja monetárnej politiky. Práca bola rozdelená do troch kapitol. V prvej kapitole je odvodený DSGE model a jeho log-lineárna aproximácia. V druhej kapitole je predstavená matematická metodológia odhadu a analýzy modelu. Predmetom skúmania poslednej kapitoly je identifikácia a analýza základného modelu a …moreAbstract:
In the submitted thesis we deal with foreign exchange interventions from the central bank as an unconventional monetary policy instrument. The thesis has been divided into three chapters. In the first chapter, DSGE model and its log-linear approximation is derived. In the second chapter, mathematical methodology of model estimation and analysis is introduced. The object of the research of the final …more
Language used: English
Date on which the thesis was submitted / produced: 4. 1. 2019
Identifier:
https://is.muni.cz/th/ni40z/
Thesis defence
- Date of defence: 28. 1. 2019
- Supervisor: prof. Ing. Osvald Vašíček, CSc.
- Reader: Ing. Daniel Němec, Ph.D.
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Quantitative Methods in Economy / Mathematical and Statistical Methods in Economics
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