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Details about Michal Franta

Workplace:Česká Národní Banka (Czech National Bank), (more information at EDIRC)

Access statistics for papers by Michal Franta.

Last updated 2019-12-06. Update your information in the RePEc Author Service.

Short-id: pfr245


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Working Papers

2018

  1. Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment
    Working Papers, Czech National Bank Downloads View citations (2)
  2. The Likelihood of Effective Lower Bound Events
    Working Papers, Czech National Bank Downloads View citations (1)
    Also in BIS Working Papers, Bank for International Settlements (2018) Downloads View citations (1)

2017

  1. A BVAR Model for Forecasting of Czech Inflation
    Working Papers, Czech National Bank Downloads View citations (2)

2016

  1. Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic
    Working Papers, Czech National Bank Downloads
  2. Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations
    Working Papers, Czech National Bank Downloads

2015

  1. Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence
    Working Papers, Czech National Bank Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)

2014

  1. Forecasting Czech GDP Using Mixed-Frequency Data Models
    Working Papers, Czech National Bank Downloads View citations (7)
    See also Journal Article in Journal of Business Cycle Research (2016)
  2. The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic
    Research and Policy Notes, Czech National Bank Downloads View citations (8)

2013

  1. The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts
    Working Papers, Czech National Bank Downloads
    See also Journal Article in Journal of Forecasting (2016)
  2. What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results
    Research and Policy Notes, Czech National Bank Downloads View citations (18)

2012

  1. Macroeconomic Effects of Fiscal Policy in the Czech Republic: Evidence Based on Various Identification Approaches in a VAR Framework
    Working Papers, Czech National Bank Downloads View citations (8)
  2. Tracking Monetary-Fiscal Interactions Across Time and Space
    Working Papers, Czech National Bank Downloads View citations (8)
    See also Journal Article in International Journal of Central Banking (2018)
  3. Unequal Access to Higher Education in the Czech Republic: The Role of Spatial Distribution of Universities
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (1)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2008) Downloads View citations (1)

2011

  1. Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests
    Working Papers, Czech National Bank Downloads View citations (4)
  2. Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic
    Working Papers, Czech National Bank Downloads View citations (20)
    See also Journal Article in Empirical Economics (2014)
  3. 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 Downloads View citations (12)

2008

  1. 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 Downloads View citations (1)
  2. Time Aggregation Bias in Discrete Time Models of Aggregate Duration Data
    Working Papers, Czech National Bank Downloads View citations (1)

2007

  1. Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?
    Working Papers, Czech National Bank Downloads View citations (3)
  2. Inflation persistence: euro area and new EU Member States
    Working Paper Series, European Central Bank Downloads View citations (36)

Journal Articles

2018

  1. Fiscal policy within the DSGE-VAR framework
    Economic Modelling, 2018, 75, (C), 23-37 Downloads View citations (1)
  2. Tracking Monetary-Fiscal Interactions across Time and Space
    International Journal of Central Banking, 2018, 14, (3), 167-227 Downloads View citations (1)
    See also Working Paper (2012)

2017

  1. 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 Downloads View citations (2)
    See also Working Paper (2015)

2016

  1. Forecasting Czech GDP Using Mixed-Frequency Data Models
    Journal of Business Cycle Research, 2016, 12, (2), 165-185 Downloads View citations (5)
    See also Working Paper (2014)
  2. The Effect of Nonlinearity between Credit Conditions and Economic Activity on Density Forecasts
    Journal of Forecasting, 2016, 35, (2), 147-166 Downloads View citations (7)
    See also Working Paper (2013)

2014

  1. 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 Downloads View citations (18)
  2. Evaluating changes in the monetary transmission mechanism in the Czech Republic
    Empirical Economics, 2014, 46, (3), 827-842 Downloads View citations (18)
    See also Working Paper (2011)

2011

  1. The Big Picture of Monetary–Fiscal Interactions
    Economic Papers, 2011, 30, (1), 6-14 View citations (9)

2010

  1. 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 Downloads View citations (13)

2009

  1. The effects of monetary policy in the Czech Republic: an empirical study
    Empirica, 2009, 36, (4), 419-443 Downloads View citations (31)

2007

  1. Occupational Gender Segregation in the Czech Republic (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2007, 57, (5-6), 255-271 Downloads View citations (1)
 
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