Michal Franta - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2008 | 2007

Title Other author(s)

Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic

Czech National Bank Working papers [View] (Paper: 2016/09, 08.12.2016)

JEL: C11, E62, F41, H30

Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations

Czech National Bank Working papers [View] (Paper: 2016/05, 23.06.2016)

JEL: C11, C32, C53

Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence

Czech National Bank Working papers [View] (Paper: 2015/04, 04.06.2015)

JEL: C11, C32, E44

Forecasting Czech GDP Using Mixed-Frequency Data Models

Czech National Bank Working papers [View] (Paper: 08/2014, 12.12.2014)

JEL: C53, C82, E52

The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic

Czech National Bank Research and Policy notes [View] (Paper: 03/2014, 13.10.2014)

JEL: E31, E37, E58, F31

Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests

IJCB International Journal of Central Banking [View] (Paper: 14q1a5, 28.02.2014)

JEL: E52, E58

The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts

Czech National Bank Working papers [View] (Paper: 2013/09, 06.11.2013)

Macroeconomic Effects of Fiscal Policy in the Czech Republic: Evidence Based on Various Identification Approaches in a VAR Framework

Czech National Bank Working papers [View] (Paper: 2012/13, 26.02.2013)

JEL: E62, H30

Tracking Monetary-Fiscal Interactions Across Time and Space

Czech National Bank Working papers [View] (Paper: 2012/06, 14.08.2012)

JEL: C10, E61

Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic

Czech National Bank Working papers [View] (Paper: 2011/13, 05.01.2012)

Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting and Financial Stability Stress Tests

Czech National Bank Working papers [View] (Paper: 2011/10, 20.12.2011)

Time aggregation bias in discrete time models of aggregate duration data

Czech National Bank Working papers [View] (Paper: 2008/10, 07.04.2010)

JEL: C41, E24, J64

Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?

Czech National Bank Working papers [View] (Paper: 2007/10, 02.07.2008)

Inflation persistence: euro area and new EU Member States

European Central Bank Working papers [View] (Paper: 0810, 01.10.2007)

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2008 | 2007