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Record W3124599420

The History of Inflation Targeting in the Czech Republic through Optic of a Dynamic General Equilibrium Model

2008· preprint· en· W3124599420 on OpenAlexaboutno aff
J.F. Hurnik, Ondra Kamenik, Jan Vlček

Bibliographic record

VenueRePEc: Research Papers in Economics · 2008
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsQuarter (Canadian coin)Monetary policyInflation (cosmology)EconomicsInflation targetingMacroeconomicsReal interest rateRealization (probability)CzechKeynesian economicsMonetary economicsZero lower boundGeneral equilibrium theoryGeographyMathematics
DOInot available

Abstract

fetched live from OpenAlex

Using a dynamic general equilibrium model calibrated for the Czech Republic and the method of Kalman filtration we first estimate impact of structural shocks on the observed realization of interest rate and inflation, while the main focus is put on the estimation of monetary policy shocks. These occur whenever monetary policy is not set in accordance to the observed state of the economy and inflation target. Our results suggest that monetary policy was more restrictive than implied by the observed state of the economy and inflation target in three periods: from the second quarter of 1998 till the first quarter of 1999, from the third quarter of 2001 till the second quarter of 2003 and finally from the third quarter of 2004 till the end of 2005. In contrary, in period from the third quarter of 2003 till the second quarter of 2004 we identify looser monetary policy. Consequently and based on the assumption that monetary policy does not make mistakes, but focuses on a different inflation target than the officially announced one, we estimate an implicit trajectory of the inflation target. Inflation target that well fits the observed behaviour of the central bank is inflation targets fluctuating between 2 and 3 % since the year 2002.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.005
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.056
Threshold uncertainty score0.111

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0030.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.104
GPT teacher head0.298
Teacher spread0.194 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2008
Admission routes1
Has abstractyes

Explore more

Same venueRePEc: Research Papers in Economics→Same topicMonetary Policy and Economic Impact→French-language works237,207→