Ekonomická a finančná matematika
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Seminár centra pre ekonómiu a financie 19.11.2008
http://www.iam.fmph.uniba.sk/studium/efm/forum/viewtopic.php?f=8&t=186
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Autor:  chladna [ Uto Nov 11, 2008 1:31 pm ]
Predmet príspevku:  Seminár centra pre ekonómiu a financie 19.11.2008

Vážení kolegovia,

pozývame Vás na seminár Centra pre ekonómiu a financie Fakulty matematiky,
fyziky a informatiky Univerzity Komenského. Jeho obsahom bude prednáška:

Juraj Zeman a Matúš Senaj (Národná banka Slovenska):
"DSGE model Slovenska"

ktorá sa uskutoční v stredu 19.11.2008 o 15:00 hod.
v posluchárni C na FMFI UK.

Abstrakt prednášky:
DSGE Slovakia is a medium size New Keynesian open economy model designed to simulate dynamic behavior of Slovak economy. It consists of about 50 equations and contains all important macroeconomic variables including real GDP and all its main components - consumption, investment, government expenditures, import and export then factors of production - labor, capital and oil and also consumer, producer, import and export price deflators, nominal interest rate and exchange rate. Most parameters of the model are calibrated and remaining ones are estimated by various estimation technique. Appropriateness of the model is judged by comparing statistics of simulated data with real ones, by analyzing impulse response functions and by reproducing historical time series.

Viac informácií o seminároch nájdete na web-stránke:
http://www.defm.fmph.uniba.sk/
v časti "Aktuality a seminare".

Tešíme sa na Vašu účasť,

CEF

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