National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
The Macroeconomic Analysis with DSGE Models
Průchová, Anna ; Zouhar, Jan (advisor) ; Formánek, Tomáš (referee)
Dynamic stochastic general equilibrium models are derived from microeconomic principles and they retain the hypothesis of rational expectations under policy changes. Thus they are resistant to the Lucas critique. The DSGE model has become associated with new Keynesian thinking. The basic New Keynesian model is studied in this thesis. The three equations of this model are dynamic IS curve, Phillips-curve and monetary policy rule. Blanchard and Kahn's approach is introduced as the solution strategy for linearized model. Two methods for evaluating DSGE models are presented -- calibration and Bayesian estimation. Calibrated parametres are used to fit the model to Czech economy. The results of numeric experiments are compared with empricial data from Czech republic. DSGE model's suitability for monetary policy analysis is evaluated.
FDH method and its use by efficiency analysis
Průchová, Anna ; Dlouhý, Martin (advisor) ; Jablonský, Josef (referee)
This bachelor thesis deals with evaluation of efficiency of decision making units using data envelopment analysis. The main purpose is to introduce FDH method (Free disposable hull). For easier understanding there are explained two basic DEA models (CCR and BCC) in the first part of the thesis. Then the description of FDH method follows. It contains the mathematical model and graphic visualization. The thesis also briefly describes the appropriate way of data collecting and their adjustment. In the second part there are evaluated efficiencies of lending libraries in the Czech Republic. The data set is analyzed by FDH method and results gained by CCR and BCC method are shown for comparison.

See also: similar author names
2 PRŮCHOVÁ, Alexandra
2 PRŮCHOVÁ, Alice
1 Průchová, Adéla
2 Průchová, Alena
2 Průchová, Alice
3 Průchová, Andrea
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