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Do Central Bank FX Reserves Matter for Inflation?
Název práce v češtině: Mají devizové rezervy centrálních bank dopad na inflaci?
Název v anglickém jazyce: Do Central Bank FX Reserves Matter for Inflation?
Klíčová slova: Neurčitost modelu, Bayesovské průměrování modelů, Stabilita cen, Devizové rezervy, Inflace, Centrální banky
Klíčová slova anglicky: Model Uncertainty, Bayesian Model Averaging, Price Stability, FX reserves, Inflation rate, Central Banks
Akademický rok vypsání: 2018/2019
Typ práce: diplomová práce
Jazyk práce: angličtina
Ústav: Institut ekonomických studií (23-IES)
Vedoucí / školitel: prof. doc. PhDr. Tomáš Havránek, Ph.D.
Řešitel: skrytý - zadáno vedoucím/školitelem
Datum přihlášení: 16.05.2019
Datum zadání: 16.05.2019
Datum a čas obhajoby: 15.09.2020 09:00
Místo konání obhajoby: Opletalova - Opletalova 26, O314, Opletalova - místn. č. 314
Datum odevzdání elektronické podoby:31.07.2020
Datum proběhlé obhajoby: 15.09.2020
Oponenti: doc. Mgr. Tomáš Holub, Ph.D.
 
 
 
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Seznam odborné literatury
Adler, G., Castro, P., & Tovar, C. E. (2012). Does Central Bank Capital Matter for Monetary Policy? International Monetary Fund.
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Al-Marhubi, F. (2000). Corruption and inflation. Economic Letters, 199-202.
Arnone, M., Laurens, B. J., Segalotto, J.-F., & Sommer, M. (2007). Central Bank Autonomy: Lessons from Global Trends. International Monetary Fund.
Benecká, S., & Komárek, L. (2014). Working Paper Series 3: International Reserves: Facing Model Uncertainty. Czech National Bank.
Benecká, S., Holub, T., Kadláčková, N. L., & Kubicová, I. (2012). Does Central Bank Financial Strength Matter for Inflation? An Empirical Analysis. Czech National Bank.
Dincer, N. N., & Eichengreen, B. (2007). Central bank transparency: Where, why, and with what effects? Cambridge: National Bureau of Economic Research.
Dincer, N. N., & Eichengreen, B. (2014). Central Bank Transparency and Independence: Updates and New Measures. Berkley, Ankara: University of California, TED University.
Disyatat, P., & Galati, G. (2005). The effectiveness of foreign exchange intervention in emerging market countries.
Ferenández, C., Ley, E., & Steel, M. F. (2001). Model Uncertainty in Cross-Country Growth Regressions. Journal of Applied Econometrics, 16, 563-576.
Goncalves, C. E., & Salles, J. M. (2008). Inflation targeting in emerging economies: What do the data say? Journal of Development Economics, 85, 312-318.
Bibliography 39
Goodfriend, M., & King, R. G. (2001). The case for price stability. National Bureau of Economic Research.
Heller, H. R. (2015). Optimal International Reserves. The Economic Journal, Vol. 76, 296-311.
Heller, R. H. (1976). International Reserves and World-Wide Inflation. IMF Staff Papers, 23, 61-87.
Horváth, R., & Matějů, J. (2011). How Are Inflation Targets Set? Prague: Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague.
Cheung, Y.-W., & Ito, H. (2009). A Cross-countr empirical analysis of international reserves. International Economic Journal.
Chinn, M. D., & Ito, H. (2008). A New Measure of Financial Openness. Journal of Comparative Policy Analysis: Research and Practice, 309-322.
IMF. (2013). Assesing reserve adequacy – Further considerations. Washington, D.C.: International Monetery Fund.
IMF. (2015). Assesing reserve adequacy – Specific proposals. Washington, D.C.: International Monetary Fund.
International Monetary Fund. (2013). Assesing Reserve Adequacy - Further Considerations. International Monetary Fund.
International Monetary Fund. (2015). Assesing Reserve Adequacy – Specific Proposals. International Monetary Fund.
Intrenational Monetary Fund. (2011). Assesing Reserve Adequacy. International Monetry Fund.
Lin, M.-Y., & Wang, J.-S. (2009). Foreign Exchange Reserves and Inflation: an Empirical Study of Five East Asian Economies. The Empirical Economics Letters, 8(5).
Martínez, G. O. (2008). Inflation Targeting. Bank of Canada.
Bibliography 40
Nugée, J. (2000). Foreign exchange reserves management. Bank of England. Handbooks in Central Banking.
Rodrik, D. (2006). The social cost of foreigh exchange reserves. National Bureau of Economic Research.
Romer, D. (1993). Openness and Infaltion: Theory and Evidence. The Quarterly Jounral of Economics, 869-903.
Sarwat, J. (n.d.). Inflation Targeting: Holding the Line. Retrieved from International Monetary Fund.
Steiner, A. (2017). Does the accumulation of international reserves spur inflation? The North American Journal of Economics and Finance, 41, 112-132.
Předběžná náplň práce
Užití Bayesovkého průměrování modelů na prozkoumání vztahu mezi inflací a devizovými rezervami
Předběžná náplň práce v anglickém jazyce
Investigation of the relationship between inflation rate and foreign exchange reserves through the usage of Bayesian Model Averaging
 
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