LONG-RUN STRUCTURAL MACROECONOMETRIC MODELS OF THE SLOVAK AND CZECH ECONOMIES

被引：0

作者：

Lukacik, Martin ^{[1
,2
]}

Szomolanyi, Karol ^{[1
,2
]}

Lukacikova, Adriana ^{[1
,2
]}

Hanclova, Jana ^{[2
]}

机构：

[1] Univ Econ, Fac Econ Informat, Dept Operat Res & Econometr, Bratislava 82235, Slovakia

[2] Tech Univ Ostrava, Univ Econ Bratislava, Ostrava, Czech Republic

来源：

QUANTITATIVE METHODS IN ECONOMICS [MULTIPLE CRITERIA DECISION MAKING XV] | 2010年

关键词：

long-run structural model; purchasing power parity; interest rate parity; output relationship; money market; Fisher inflation parity; Harrod-Balassa-Samuelson effect;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The paper applies the modelling strategy developed in Garratt, Lee, Pesaran and Shin (2006) to estimate long-run structure macroeconometric models. The strategy provides a practical approach to incorporating theoretic long-run relationships in a structural vector error correction model. We apply this modelling approach to the similar transformed economies - Slovak and Czech. The model originated by Garratt et al for the UK is modified therefore. Our results confirm the similarity of both economies with expected differences caused by a long time conjoint economic progress.

引用

页码：107 / 116

页数：10

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