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Èasová struktura úrokových sazeb a mìnová politika v malém makroekonomickém modelu

  • Viktor Kotlán

Cílem èlánku je ukázat interakci mezi indikaèními schopnostmi èasové struktury úrokových sazeb vzhledem k inflaci èi reálné ekonomické aktivitì a reakèní funkcí centrální banky v malém makroekonomickém modelu èeské ekonomiky. Autor nejprve argumentuje, že ohodnocení indikaèních schopností èasové struktury úrokových sazeb, resp. úrokového rozpìtí, pomocí jednorovnicových pøístupù je nedostateèné, a vysvìtluje, proè je nutné vyjít z makroekonomického modelu s endogenní reakcí mìnové autority. Poté je pøedstaven malý makroekonomický model èeské ekonomiky vèetnì kalibrace koeficientù a v jeho rámci je zkoumána indikaèní schopnost úrokového rozpìtí pøi rùzné parametrizaci reakèní funkce centrální banky. Hlavním zjištìním je, že indikaèní schopnost úrokového rozpìtí není strukturální, ale závisí na ekonomickými subjekty vnímané reakèní funkci centrální banky.

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Article provided by Charles University Prague, Faculty of Social Sciences in its journal Finance a uver - Czech Journal of Economics and Finance.

Volume (Year): 52 (2002)
Issue (Month): 4 (April)
Pages: 232-254

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Handle: RePEc:fau:fauart:v:52:y:2002:i:4:p:232-254
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