Tran Van Quang
Biographic Data
| ID | 4125210 |
|---|---|
| NAME | Tran Van Quang |
| GIVEN NAMES | Tran |
| FAMILY NAME | Van Quang |
| SIGNATURE | VAN QUANG T |
| AFFILIATIONS | Prague University of Economics and Business |
| VERIFIED | No |
| TOTAL WORKS | 6 |
| TOTAL CITATIONS | 5 |
| WORKS AS AUTHOR | 6 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2007 |
| LATEST PUBLICATION YEAR | 2015 |
| H-INDEX | 1 |
The Factors Influencing the Participation of Women in Microfinance
This paper investigates the possible reasons why many microfi nance institutions (MFIs) have gradually experienced a decrease in the share of female borrowers in their portfolios over the last few years. We confi rm that the share of women may be decreasing due to the growing proportion of low-income inhabitants in the area and unpaid family workers. Our results further show that the share of women is also strongly dependent on employment policy …
Estimating a GARCH-M Model by a Non-Parametric Heuristic Method and Its Advantages
The models from the GARCH family are often estimated by maximum likelihood method, either parametrically or non-parametrically. Since the parametric estimation procedure is based on an a priori distribution, its misspecification can lead to the inconsistency of the estimators. Therefore non-parametric approach, in which both model's parameters and the distribution of error terms are estimated from the data, seems to be a better alternative. In ou…
The New Keynesian Economics Models
Though DSGE models have provided very modest macroeconomic modeling results, they have enjoyed some massive support both from theorists and practitioners. To find an explanation for this state, this paper reviews the reasons why DSGE models fail to perform. For this purpose, first we present the opinions of leading American economists on DSGE models before the Committee on Science and Technology, U.S. House of Representatives in 2010. According t…
Modeling the CNB's Monetary Policy Interest Rate by Artificial Neural Networks
Knowledgeability about interest rates set by a central bank is very important for all participants in an economy. In this paper we have used publicly available data to model how Czech National Bank manipulates its 2W repo rate when conducts its monetary policy. For this purpose, eight indicators are chosen. They are the Consumer Price Index (CPI), GDP growth rate (HDP), the monthly exchange rate EURCZK (KURZ), the monthly growth rate of monetary …
Visual Recurrence Analysis and its Application
The aim of the article is to answer the question if the Czech stock market price dynamics is generated by non-linear deterministic dynamic process. To solve this complex problem requires using sophisticated computational operations to analyze huge amount of data input. To overcome this obstacle the visual recurrence analysis is applied in this article. This method enables visualization of the state space reconstructed from a time series in the so…
Testing the weak form of efficient market hypothesis for the czech stock market
Efficient Market Hypothesis has dominated the field of research on capital market theory. It postulates that asset prices are rationally connected to economic realities and always incorporate all the information available to the market. A huge quantity of theoretical works around the world have been devoted to testing this hypothesis. In this paper, the weak form of the Efficient Market Hypothesis is tested on data from the Czech stock market of …
Modeling the CNB's Monetary Policy Interest Rate by Artificial Neural Networks
Knowledgeability about interest rates set by a central bank is very important for all participants in an economy. In this paper we have used publicly available data to model how Czech National Bank manipulates its 2W repo rate when conducts its monetary policy. For this purpose, eight indicators are chosen. They are the Consumer Price Index (CPI), GDP growth rate (HDP), the monthly exchange rate EURCZK (KURZ), the monthly growth rate of monetary …
Estimating a GARCH-M Model by a Non-Parametric Heuristic Method and Its Advantages
The models from the GARCH family are often estimated by maximum likelihood method, either parametrically or non-parametrically. Since the parametric estimation procedure is based on an a priori distribution, its misspecification can lead to the inconsistency of the estimators. Therefore non-parametric approach, in which both model's parameters and the distribution of error terms are estimated from the data, seems to be a better alternative. In ou…
The New Keynesian Economics Models
Though DSGE models have provided very modest macroeconomic modeling results, they have enjoyed some massive support both from theorists and practitioners. To find an explanation for this state, this paper reviews the reasons why DSGE models fail to perform. For this purpose, first we present the opinions of leading American economists on DSGE models before the Committee on Science and Technology, U.S. House of Representatives in 2010. According t…
Testing the weak form of efficient market hypothesis for the czech stock market
Efficient Market Hypothesis has dominated the field of research on capital market theory. It postulates that asset prices are rationally connected to economic realities and always incorporate all the information available to the market. A huge quantity of theoretical works around the world have been devoted to testing this hypothesis. In this paper, the weak form of the Efficient Market Hypothesis is tested on data from the Czech stock market of …
Testing the weak form of efficient market hypothesis for the czech stock market
Efficient Market Hypothesis has dominated the field of research on capital market theory. It postulates that asset prices are rationally connected to economic realities and always incorporate all the information available to the market. A huge quantity of theoretical works around the world have been devoted to testing this hypothesis. In this paper, the weak form of the Efficient Market Hypothesis is tested on data from the Czech stock market of …
Visual Recurrence Analysis and its Application
The aim of the article is to answer the question if the Czech stock market price dynamics is generated by non-linear deterministic dynamic process. To solve this complex problem requires using sophisticated computational operations to analyze huge amount of data input. To overcome this obstacle the visual recurrence analysis is applied in this article. This method enables visualization of the state space reconstructed from a time series in the so…
Modeling the CNB's Monetary Policy Interest Rate by Artificial Neural Networks
Knowledgeability about interest rates set by a central bank is very important for all participants in an economy. In this paper we have used publicly available data to model how Czech National Bank manipulates its 2W repo rate when conducts its monetary policy. For this purpose, eight indicators are chosen. They are the Consumer Price Index (CPI), GDP growth rate (HDP), the monthly exchange rate EURCZK (KURZ), the monthly growth rate of monetary …
The New Keynesian Economics Models
Though DSGE models have provided very modest macroeconomic modeling results, they have enjoyed some massive support both from theorists and practitioners. To find an explanation for this state, this paper reviews the reasons why DSGE models fail to perform. For this purpose, first we present the opinions of leading American economists on DSGE models before the Committee on Science and Technology, U.S. House of Representatives in 2010. According t…
Estimating a GARCH-M Model by a Non-Parametric Heuristic Method and Its Advantages
The models from the GARCH family are often estimated by maximum likelihood method, either parametrically or non-parametrically. Since the parametric estimation procedure is based on an a priori distribution, its misspecification can lead to the inconsistency of the estimators. Therefore non-parametric approach, in which both model's parameters and the distribution of error terms are estimated from the data, seems to be a better alternative. In ou…
The Factors Influencing the Participation of Women in Microfinance
This paper investigates the possible reasons why many microfi nance institutions (MFIs) have gradually experienced a decrease in the share of female borrowers in their portfolios over the last few years. We confi rm that the share of women may be decreasing due to the growing proportion of low-income inhabitants in the area and unpaid family workers. Our results further show that the share of women is also strongly dependent on employment policy …
Econometrics (5 works) · Economics (5 works) · Mathematics (3 works) · Monetary Policy and Economic Impact (3 works) · Statistics (3 works) · Artificial Intelligence (2 works) · Artificial Intelligence (2 works) · Complex Systems and Time Series Analysis (2 works) · Computer Science (2 works) · Czech (2 works)