Yes (47)
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47
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The role of modeling and forecasting volatility time series for monetary policy of the central bank
Arlt, Josef; Radkovský, Štěpán
1999 - Czech
Work deals with the possibilities of using time-series models of volatility in the creation of central bank monetary policy. It focuses on modeling of time series of interest rates on the interbank market. Práce se zabývá možnostmi využití modelů volatility časových řad při tvorbě měnové politiky centrální banky. Zaměřuje se na otázku modelování časových řad úrokových sazeb na mezibankovním trhu.
Keywords:
Czech national bank; transmission mechanism; analýza časové řady; monetární politika; aktiva
Available in a digital repository NRGL
The role of modeling and forecasting volatility time series for monetary policy of the central bank
Work deals with the possibilities of using time-series models of volatility in the creation of central bank monetary policy. It focuses on modeling of time series of interest rates on the interbank ...
Long-term equilibrium real exchange rate of the crown and its determinants
Frait, Jan; Komárek, Luboš
1999 - Czech
The primary objective of this work is to analyze the long-term determinants of the real exchange rate and the application of econometric methods to find out which ones and to what extent affect the real exchange rate. A secondary goal is to assess the development of the real exchange rate during the economic transformation and discuss to what extent this course could become overvalued in 1997-98. Primárním cílem této práce je analyzovat dlouhodobé determinanty reálného měnového kurzu a aplikací ekonometrických metod zjistit, které z nich a v jakém rozsahu ovlivňují reálný kurz koruny. Sekundárním cílem je pak zhodnotit vývoj reálného kurzu koruny v průběhu ekonomické transformace a diskutovat, do jaké míry se mohl tento kurz stát v letech 1997-98 nadhodnoceným.
Keywords:
Czech national bank; purchasing power parity; parita kupní síly; makroekonomie; měnový kurz
Available in a digital repository NRGL
Long-term equilibrium real exchange rate of the crown and its determinants
The primary objective of this work is to analyze the long-term determinants of the real exchange rate and the application of econometric methods to find out which ones and to what extent affect the ...
Generalized asset return parity and the exchange rate in a financially open economy
Derviz, Alexis
1999 - English
This paper examines the parity conditions between assets denominated in different currencies, traded in a well-integrated segment of the international capital market, and derives the consequences for exchange rate expectations. The main objective is to assess the uncovered asset return parity for the Czech koruna exchange rate. Tento dokument se zabývá paritními podmínkami mezi aktivy denominovaných v různých měnách, obchodovaných v dobře integrovaném segmentu mezinárodního kapitálového trhu a odvozuje důsledky pro očekávání směnných kurzů. Hlavním cílem je zhodnotit nezakrytá aktiva vrácením parity kurzu české koruny.
Keywords:
Czech national bank; uncovered parity; asset prices; portfolio optimization; parita kupní síly; cena; aktiva; portfolio
Available in a digital repository NRGL
Generalized asset return parity and the exchange rate in a financially open economy
This paper examines the parity conditions between assets denominated in different currencies, traded in a well-integrated segment of the international capital market, and derives the consequences for ...
Employment and Wage Structures in the Czech Republic
Flek, Vladislav; Večerník, Jiří
1998 - Czech
The report discusses the problems of unemployment and its consequences and possible solutions. It also analyzes the development of the labor market and wages in the Czech Republic since the nineties of the 20th century. Zpráva pojednává o problémech s nezaměstnaností a o jejich následcích a případních řešeních. Dalé také analyzuje vývoj trhu práce a mezd v České republice od devadesátých let 20. století.
Keywords:
Czech national bank; unemployment; labor market; mzda; zaměstnanost; trh práce
Available in a digital repository NRGL
Employment and Wage Structures in the Czech Republic
The report discusses the problems of unemployment and its consequences and possible solutions. It also analyzes the development of the labor market and wages in the Czech Republic since the nineties ...
Koruna Exchange Rate Turbulence in May 1997
Šmídková, Kateřina; Běhounek, Jiří; Hlédik, Tibor; Jílek, Josef; Koštel, Miroslav; Matalíková, Ivana; Rottová, Dana; Staňková, Jana
1998 - English
The report analyzes the change in exchange rate, which dropped significantly in may 1997. It also deals with the consequences of this change and the status and the position of the Czech economy in the world. Zpráva analyzuje změnu kurzu koruny, který výrazně poklesl v květnu 1997. Dále pojednává o následcích této změny a o stavu a postavení české ekonomiky ve světě.
Keywords:
Czech national bank; exchange rate of crown; měnový kurz; devalvace měny
Available in a digital repository NRGL
Koruna Exchange Rate Turbulence in May 1997
The report analyzes the change in exchange rate, which dropped significantly in may 1997. It also deals with the consequences of this change and the status and the position of the Czech economy in the ...
The Czech Banking System in the Light of Regulation and Supervision
Matoušek, Roman
1998 - Czech
This paper focuses on the current issues linked to the goals of banking regulation and supervision. It deals with areas of central and eastern Europe, and takes into account a range of specific phenomena. A change in legislation mentions of the Czech national bank. Zpráva se zaměřuje na tehdejší otázky ohledně cílů bankovní regulace a dohledu. Zabývá se oblastí střední a východní Evropy a bere v úvahu celou řadu konkrétních jevů. A zmiňuje změnu legislativy ČNB.
Keywords:
Czech national bank; banking regulation; mzda; zaměstnanost; trh práce
Available in a digital repository NRGL
The Czech Banking System in the Light of Regulation and Supervision
This paper focuses on the current issues linked to the goals of banking regulation and supervision. It deals with areas of central and eastern Europe, and takes into account a range of specific ...
European Context disinflationary policy of the Czech National Bank
Janáčková, Stanislava
1998 - Czech
The report discusses the economic readiness of the Czech Republic's entry into the European Union and compares the CNB's monetary policy with EU countries. Zpráva pojednává o ekonomické připravenosti České republiky pro vstup do Evropské unie a srovnává měnovou politiku ČNB se zeměmi EU.
Keywords:
Czech national bank; monetary policy; European Union; monetární politika; Evropská unie; hospodářská politika
Available in a digital repository NRGL
European Context disinflationary policy of the Czech National Bank
The report discusses the economic readiness of the Czech Republic's entry into the European Union and compares the CNB's monetary policy with EU countries.
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