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Bc. Roman Nahálka

Master's thesis

Strukturální odlišnosti mezi ČR a eurozónou optikou DSGE modelu - analýza pomocí posteriorních hustot

Structural heterogenity between CR and EA through the lens of a DSGE model – analysis using posterior densities
Abstract:
In this diploma thesis I examine structural heterogeneity between the Czech Republic and Euro Area. For this purpose I use New Keynesian DSGE model, which is estimated using Bayesian techiques and subsequently analyzed by comparing posterior distributions.
Abstract:
V tejto diplomovej práci sa venujem skúmaniu štrukturálnych odlišností medzi Českou republikou a eurozónou. Pre tento účel využívam novokeynesiánsky DSGE model, ktorý je odhadnutý pomocou Bayesiánskych metód a následne analyzovaný porovnávaním posteriórnych rozdelení.
 

Keywords

DSGE model štrukturálne odlišnosti Dynare bayesiánsky odhad posteriórne rozdelenia structural heterogeneity Bayesian estimation posterior distributions
 
Language used: Slovak
Date on which the thesis was submitted / produced: 5. 1. 2018
Identifier: https://is.muni.cz/th/qufse/

Thesis defence

  • Date of defence: 29. 1. 2018
  • Supervisor: Mgr. Martin Slanicay, Ph.D.
  • Reader: Mgr. Zlatica Konôpková

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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

Master programme / field:
Economic Policy and Administration / Economic Policy

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