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VAR model
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publication
Robust estimation of the VAR model
+1
2009 |
Faculty of Mathematics and Physics
publication
On Testing Changes in Autoregressive Parameters of a VAR Model
2013 |
Faculty of Mathematics and Physics
publication
Darling-Erdos-type-test for change detection in parameters and variance for stationary VAR models
2017 |
Faculty of Mathematics and Physics
publication
On the appropriateness of inappropriate VaR models
2006 |
Faculty of Mathematics and Physics
publication
Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model
Publication without faculty affiliation
publication
Causes of deviations of inflation from CNB targets : an empirical analysis
+1
2008 |
Faculty of Social Sciences
publication
Causes of deviations from the CNB's inflation targets: an empirical analysis
2008 |
Faculty of Social Sciences
publication
A comparison of selected value-at-risk models using risk management techniques for determinig model accuracy
2010 |
Faculty of Social Sciences
publication
Transmission of monetary policy shocks in small open emerging market economies
2021 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech Republic
Publication without faculty affiliation
publication
Monetary Policy and Macroprudential Policy: Rivals or Teammates?
Publication without faculty affiliation
publication
Monetary policy and macroprudential policy: Rivals or teammates?
2017 |
Faculty of Social Sciences
publication
The effects of monetary policy in the Czech Republic: an empirical study
Publication without faculty affiliation
publication
What the Data Say about the Effects of Fiscal Policy in the Czech Republic?
2010 |
Publication without faculty affiliation
publication
Financial Econometrics
2008 |
Faculty of Mathematics and Physics
publication
Trading volume and stock returns: A meta-analysis
2021 |
Faculty of Social Sciences
publication
What Drives the Strength of Monetary Policy Transmission?
2019 |
Faculty of Social Sciences
publication
Undershooting the inflation target in the Czech Republic : the role of inflation expectations
2008 |
Faculty of Social Sciences
publication
Trading Volume and Stock Returns: A Meta-Analysis
Publication without faculty affiliation
publication
Monetary policy and exchange rate dynamics: the exchange rate as a shock absorber
2015 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
Fertility in the transition economy: Evidence from the Czech Republic
2011 |
Faculty of Science
publication
Learning in an estimated medium-scale DSGE model
+1
2012 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries
2018 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
The Czech Exchange Rate Floor: Depreciation without Inflation?
Publication without faculty affiliation
publication
Renewable Energy Financial Modelling: A China Case Study
Publication without faculty affiliation
publication
Renewable Energy Financial Modelling: The Chinese Stock Price Case
2021 |
Faculty of Social Sciences
publication
Financial stress and its non-linear impact on CEE exchange rates
2018 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education