Details about Michal Franta
Access statistics for papers by Michal Franta.
Last updated 2024-04-06. Update your information in the RePEc Author Service.
Short-id: pfr245
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Working Papers
2024
- Wage-Price Spirals: A Risk-Based Approach
Working Papers, Czech National Bank, Research and Statistics Department
2023
- The Application of Multiple-Output Quantile Regression on the US Financial Cycle
Working Papers, Czech National Bank, Research and Statistics Department
2021
- Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks
Working Papers, Czech National Bank, Research and Statistics Department 
See also Journal Article Holding the economy by the tail: analysis of short- and long-run macroeconomic risks, Empirical Economics, Springer (2024) (2024)
2020
- Dynamics of Czech Inflation: The Role of the Trend and the Cycle
Working Papers, Czech National Bank, Research and Statistics Department
2018
- Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment
Working Papers, Czech National Bank, Research and Statistics Department View citations (5)
- The Likelihood of Effective Lower Bound Events
Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
Also in BIS Working Papers, Bank for International Settlements (2018) View citations (1)
See also Journal Article THE LIKELIHOOD OF EFFECTIVE LOWER BOUND EVENTS, Macroeconomic Dynamics, Cambridge University Press (2021) View citations (1) (2021)
2017
- A BVAR Model for Forecasting of Czech Inflation
Working Papers, Czech National Bank, Research and Statistics Department View citations (4)
2016
- Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic
Working Papers, Czech National Bank, Research and Statistics Department View citations (3)
- Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations
Working Papers, Czech National Bank, Research and Statistics Department
2015
- Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence
Working Papers, Czech National Bank, Research and Statistics Department View citations (5)
See also Journal Article Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (6) (2017)
2014
- Forecasting Czech GDP Using Mixed-Frequency Data Models
Working Papers, Czech National Bank, Research and Statistics Department View citations (7)
See also Journal Article Forecasting Czech GDP Using Mixed-Frequency Data Models, Journal of Business Cycle Research, Springer (2016) View citations (8) (2016)
- The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic
Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (18)
2013
- The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts
Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
See also Journal Article The Effect of Nonlinearity between Credit Conditions and Economic Activity on Density Forecasts, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (9) (2016)
- What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results
Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (18)
2012
- Macroeconomic Effects of Fiscal Policy in the Czech Republic: Evidence Based on Various Identification Approaches in a VAR Framework
Working Papers, Czech National Bank, Research and Statistics Department View citations (16)
- Tracking Monetary-Fiscal Interactions Across Time and Space
Working Papers, Czech National Bank, Research and Statistics Department View citations (8)
See also Journal Article Tracking Monetary-Fiscal Interactions across Time and Space, International Journal of Central Banking, International Journal of Central Banking (2018) View citations (8) (2018)
- Unequal Access to Higher Education in the Czech Republic: The Role of Spatial Distribution of Universities
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2008) View citations (1)
2011
- Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests
Working Papers, Czech National Bank, Research and Statistics Department View citations (5)
- Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic
Working Papers, Czech National Bank, Research and Statistics Department View citations (24)
See also Journal Article Evaluating changes in the monetary transmission mechanism in the Czech Republic, Empirical Economics, Springer (2014) View citations (31) (2014)
- Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (15)
2008
- Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
- Time Aggregation Bias in Discrete Time Models of Aggregate Duration Data
Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
2007
- Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?
Working Papers, Czech National Bank, Research and Statistics Department View citations (4)
- Inflation persistence: euro area and new EU Member States
Working Paper Series, European Central Bank View citations (44)
Journal Articles
2024
- Holding the economy by the tail: analysis of short- and long-run macroeconomic risks
Empirical Economics, 2024, 66, (4), 1443-1489 
See also Working Paper Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks, Working Papers (2021) (2021)
2022
- Exiting from an Exchange Rate Floor in a Small Open Economy: Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment
International Journal of Central Banking, 2022, 18, (2), 51-105
2021
- THE LIKELIHOOD OF EFFECTIVE LOWER BOUND EVENTS
Macroeconomic Dynamics, 2021, 25, (8), 2058-2079 View citations (1)
See also Working Paper The Likelihood of Effective Lower Bound Events, Working Papers (2018) View citations (1) (2018)
2020
- On the effects of macroprudential policies on Growth-at-Risk
Economics Letters, 2020, 196, (C) View citations (19)
2018
- Fiscal policy within the DSGE-VAR framework
Economic Modelling, 2018, 75, (C), 23-37 View citations (2)
- Tracking Monetary-Fiscal Interactions across Time and Space
International Journal of Central Banking, 2018, 14, (3), 167-227 View citations (8)
See also Working Paper Tracking Monetary-Fiscal Interactions Across Time and Space, Working Papers (2012) View citations (8) (2012)
2017
- Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence
Journal of Economic Dynamics and Control, 2017, 75, (C), 136-157 View citations (6)
See also Working Paper Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence, Working Papers (2015) View citations (5) (2015)
2016
- Forecasting Czech GDP Using Mixed-Frequency Data Models
Journal of Business Cycle Research, 2016, 12, (2), 165-185 View citations (8)
See also Working Paper Forecasting Czech GDP Using Mixed-Frequency Data Models, Working Papers (2014) View citations (7) (2014)
- The Effect of Nonlinearity between Credit Conditions and Economic Activity on Density Forecasts
Journal of Forecasting, 2016, 35, (2), 147-166 View citations (9)
See also Working Paper The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts, Working Papers (2013) View citations (1) (2013)
2014
- Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests
International Journal of Central Banking, 2014, 10, (1), 159-188 View citations (26)
- Evaluating changes in the monetary transmission mechanism in the Czech Republic
Empirical Economics, 2014, 46, (3), 827-842 View citations (31)
See also Working Paper Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic, Working Papers (2011) View citations (24) (2011)
2011
- The Big Picture of Monetary–Fiscal Interactions
Economic Papers, 2011, 30, (1), 6-14 View citations (12)
2010
- The Role of Inflation Persistence in the Inflation Process in the New EU Member States
Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (6), 480-500 View citations (16)
2009
- The effects of monetary policy in the Czech Republic: an empirical study
Empirica, 2009, 36, (4), 419-443 View citations (40)
2007
- Occupational Gender Segregation in the Czech Republic (in English)
Czech Journal of Economics and Finance (Finance a uver), 2007, 57, (5-6), 255-271 View citations (2)
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