Jan Kodera
Biographic Data
| ID | 4125327 |
|---|---|
| NAME | Jan Kodera |
| GIVEN NAMES | Jan |
| FAMILY NAME | Kodera |
| SIGNATURE | KODERA J |
| AFFILIATIONS | Prague University of Economics and Business |
| VERIFIED | No |
| TOTAL WORKS | 7 |
| TOTAL CITATIONS | 8 |
| WORKS AS AUTHOR | 7 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2003 |
| LATEST PUBLICATION YEAR | 2016 |
| H-INDEX | 2 |
An Inflation Analysis Using an Endogenous Business Cycle Model
In this article we analyze the continuous inflation dynamics using a four-equation model. When constructing the model, the traditional Kaldorian two-equation model is extended by adding two other equations. One of them describes an adaptive inflation expectations and the other continuous dynamics of the money market. In this setting, the instability velocity of money circulation is assumed due to the effects of expected inflation on money circula…
Je formalizace projevem krize, nebo rozvoje ekonomické teorie
Martin MachĂĄÄ ek: Soumrak ekonomie? K problĂŠmu formalizace a krize smyslu spoleÄ enskĂŠ vÄ dy; Ostrava: VysokĂĄ ĹĄkola bĂĄĹ skĂĄ – TechnickĂĄ univerzita Ostrava, 2015. 1. vydĂĄnĂ. 1123 stran.ISBN: 9788024837499
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…
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…
Product, capital stock and price dynamics in a simple model of closed economy
A purpose of this paper is to formulate a continuous dynamical model for a small closed economy with a simple structure and with a minimum number of non-linearities. A basis of this model is developed from dynamical Kaldorian model. Variables in the modified dynamical Kaldorian model are in a logarithm scale. A form of the logistic function is used for non-linear connections in this model. The model is formed by four differential equations. First…
Monetary approach to inflation
The paper analyses a relationship between monetary aggregate M2 and inflation in a small open economy. The relationship between monetary expansion and inflation as well as a dynamic of income velocity of money framework in a small open economy are discussed in more details in the paper. Authors have developed a medium-term structural model using for an empirical verification of the relationship between monetary aggregate M2 and price development …
Macroeconomic variables and stock prices
A theoretical model describing a dependence of stock index on relevant macroeconomic variables is derived. Starting by two possible approaches, portfolio theory and heterogeneous agent hypothesis, the same model formulation resulted. An application was performed, using empirical data of the Prague Stock Exchange and of the Czech Republic economy. Working with the whole sample of observations, a significant relation of stock index and explanatory …
Monetary approach to inflation
The paper analyses a relationship between monetary aggregate M2 and inflation in a small open economy. The relationship between monetary expansion and inflation as well as a dynamic of income velocity of money framework in a small open economy are discussed in more details in the paper. Authors have developed a medium-term structural model using for an empirical verification of the relationship between monetary aggregate M2 and price development …
Product, capital stock and price dynamics in a simple model of closed economy
A purpose of this paper is to formulate a continuous dynamical model for a small closed economy with a simple structure and with a minimum number of non-linearities. A basis of this model is developed from dynamical Kaldorian model. Variables in the modified dynamical Kaldorian model are in a logarithm scale. A form of the logistic function is used for non-linear connections in this model. The model is formed by four differential equations. First…
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…
Macroeconomic variables and stock prices
A theoretical model describing a dependence of stock index on relevant macroeconomic variables is derived. Starting by two possible approaches, portfolio theory and heterogeneous agent hypothesis, the same model formulation resulted. An application was performed, using empirical data of the Prague Stock Exchange and of the Czech Republic economy. Working with the whole sample of observations, a significant relation of stock index and explanatory …
Product, capital stock and price dynamics in a simple model of closed economy
A purpose of this paper is to formulate a continuous dynamical model for a small closed economy with a simple structure and with a minimum number of non-linearities. A basis of this model is developed from dynamical Kaldorian model. Variables in the modified dynamical Kaldorian model are in a logarithm scale. A form of the logistic function is used for non-linear connections in this model. The model is formed by four differential equations. First…
Monetary approach to inflation
The paper analyses a relationship between monetary aggregate M2 and inflation in a small open economy. The relationship between monetary expansion and inflation as well as a dynamic of income velocity of money framework in a small open economy are discussed in more details in the paper. Authors have developed a medium-term structural model using for an empirical verification of the relationship between monetary aggregate M2 and price development …
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…
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…
An Inflation Analysis Using an Endogenous Business Cycle Model
In this article we analyze the continuous inflation dynamics using a four-equation model. When constructing the model, the traditional Kaldorian two-equation model is extended by adding two other equations. One of them describes an adaptive inflation expectations and the other continuous dynamics of the money market. In this setting, the instability velocity of money circulation is assumed due to the effects of expected inflation on money circula…
Je formalizace projevem krize, nebo rozvoje ekonomické teorie
Martin MachĂĄÄ ek: Soumrak ekonomie? K problĂŠmu formalizace a krize smyslu spoleÄ enskĂŠ vÄ dy; Ostrava: VysokĂĄ ĹĄkola bĂĄĹ skĂĄ – TechnickĂĄ univerzita Ostrava, 2015. 1. vydĂĄnĂ. 1123 stran.ISBN: 9788024837499
Economics (6 works) · Econometrics (5 works) · Economic theories and models (4 works) · Macroeconomics (4 works) · Monetary Policy and Economic Impact (4 works) · Complex Systems and Time Series Analysis (3 works) · Computer Science (3 works) · Czech (3 works) · Economic Theory and Policy (3 works) · Stock (firearms) (3 works)