Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank
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Cited by:
- Oxana Babecka Kucharcukova & Jan Bruha, 2016. "Nowcasting the Czech Trade Balance," Working Papers 2016/11, Czech National Bank.
- repec:cnb:ocpubc:geo2022/7 is not listed on IDEAS
- Jan Bruha & Jaromir Tonner, 2018. "Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model," Working Papers 2018/19, Czech National Bank.
- Michal Franta & David Havrlant & Marek Rusnák, 2016.
"Forecasting Czech GDP Using Mixed-Frequency Data Models,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 165-185, December.
- Michal Franta & David Havrlant & Marek Rusnak, 2014. "Forecasting Czech GDP Using Mixed-Frequency Data Models," Working Papers 2014/08, Czech National Bank.
- Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014.
"Evaluating a Structural Model Forecast: Decomposition Approach,"
Research and Policy Notes
2014/02, Czech National Bank.
- Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2015. "Evaluating a Structural Model Forecast: Decomposition Approach," Working Papers 2015/12, Czech National Bank.
- Jan Bruha & Jiri Polansky, 2014. "The Housing Sector over Business Cycles: Empirical Analysis and DSGE Modelling," Working Papers 2014/12, Czech National Bank.
- Jan Bruha & Jiri Polansky, 2015. "Empirical Analysis of Labor Markets over Business Cycles: An International Comparison," Working Papers 2015/15, Czech National Bank.
- Jan Babecky & Kamil Galuscak & Diana Zigraiova, 2015. "Labour Market Adjustment since the Global Financial Crisis: Evidence from a Survey of Czech Firms," Research and Policy Notes 2015/01, Czech National Bank.
- Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014. "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes 2014/03, Czech National Bank.
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More about this item
Keywords
DSGE models; forecasting; Kalman filter; monetary policy.;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2013-12-20 (Forecasting)
- NEP-MAC-2013-12-20 (Macroeconomics)
- NEP-ORE-2013-12-20 (Operations Research)
- NEP-TRA-2013-12-20 (Transition Economics)
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