Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{25528, author = {Čapek, Jan}, address = {Ostrava}, booktitle = {Mathematical Methods in Economics 2007}, keywords = {Data uncertainty;output gap;CNB;estimate;confidence bands}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Ostrava}, isbn = {978-80-248-1457-5}, pages = {175-181}, publisher = {Faculty of Economics, VŠB-Technical University of Ostrava}, title = {Uncertainty of Czech macroeconomic data: advanced analysis: output gap}, year = {2007} }
TY - JOUR ID - 25528 AU - Čapek, Jan PY - 2007 TI - Uncertainty of Czech macroeconomic data: advanced analysis: output gap PB - Faculty of Economics, VŠB-Technical University of Ostrava CY - Ostrava SN - 9788024814575 KW - Data uncertainty;output gap;CNB;estimate;confidence bands N2 - The article analyses output gap values that are published by the Czech National Bank. It shows that output gap estimates are uncertain and substantial revisions occur very often. The revisions are often so radical, that it is not sure, whether the economy is above or below its potential. The contribution also constructs confidence bands for "true" values of output gap. Ascertained data uncertainty is very strong and the quality of output gap estimates is low. ER -
ČAPEK, Jan. Uncertainty of Czech macroeconomic data: advanced analysis: output gap. In \textit{Mathematical Methods in Economics 2007}. Ostrava: Faculty of Economics, VŠB-Technical University of Ostrava, 2007, s.~175-181. ISBN~978-80-248-1457-5.
|