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National Repository of Grey Literature

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Analýza zahraničního obchodu ČR se zbožím v letech 1999 až 2012 Kučera, Lukáš ; Český statistický úřad Studie se zabývá analýzou dlouhodobého vývoje zahraničního obchodu se zbožím České republiky v letech 1999 až 2012. Zaměřuje se na makroekonomické vlivy, které se podílely na formování vývozu, dovozu a celkové bilance. Diskutuje dlouhodobé trendy a zlomy, které byly pozorovány ve struktuře zahraničního obchodu, a hledá skutečnosti, které za nimi stály. Fulltext: PDF Detailed record

Forecasting Czech GDP Using Mixed-Frequency Data Models Franta, Michal ; Havrlant, David ; Rusnák, Marek In this paper we use a battery of various mixed-frequency data models to forecast Czech GDP. The models employed are mixed-frequency vector autoregressions, mixed-data sampling models, and the dynamic factor model. Using a dataset of historical vintages of unrevised macroeconomic and financial data, we evaluate the performance of these models over the 2005–2012 period and compare them with the Czech National Bank’s macroeconomic forecasts. The results suggest that for shorter forecasting horizons the accuracy of the dynamic factor model is comparable to the CNB forecasts. At longer horizons, mixed-frequency vector autoregressions are able to perform similarly or slightly better than the CNB forecasts. Furthermore, moving away from point forecasts, we also explore the potential of density forecasts from Bayesian mixed-frequency vector autoregressions. Fulltext: PDF Detailed record

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