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Juraj Szitás

Bachelor's thesis

Fiskální multiplikátor v České republice a na Slovensku

Fiscal Multiplier in the Czech Republic and Slovakia
Abstract:
Cieľom bakalárskej práce "Fiskální multiplikátor v České republice a na Slovensku" je odhadnúť fiškálny multiplikátor pre obe krajiny. Toho je dosiahnuté pomocou Vektorových Autoregresných modelov, pričom budú povolené nelinearity v dátach vďaka použitiu tzv. Threshold Autoregresných Modelov. Kľúčovým cieľom je teda získať funkcie impulzných odoziev z odhadnutých modelov, ktoré popisujú reakcie systému …more
Abstract:
The aim of the bachelor thesis “Fiscal Multiplier in Czech Republic and Slovakia” is to provide estimates of fiscal multipliers for the aforementioned countries. This will be done in the framework of Vector Autoregression models, with allowance for non-linearities in the variables through the usage of Threshold Vector Autoregressive models. The principal goal is the recovery of the Impulse Response …more
 

Keywords

Econometrics Estimation Time-Series Models Switching Regression Models Fiscal Policy Business Fluctuations National Government Expenditures and Related Policies
 
Language used: English
Date on which the thesis was submitted / produced: 5. 12. 2018
Identifier: https://is.muni.cz/th/hdwf6/

Thesis defence

  • Date of defence: 14. 1. 2019
  • Supervisor: Ing. Daniel Němec, Ph.D.
  • Reader: Ing. Hana Lipovská

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta
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Masaryk University

Faculty of Economics and Administration

Bachelor programme / field:
Economic Theory / Economics

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