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Phillips curve verification by time series analysis of Czech republic and Germany
Král, Ondřej ; Arltová, Markéta (advisor) ; Blatná, Dagmar (referee)
Government fiscal and monetary policy has long been based on the theory that was neither proven nor refuted since its origination. The original form of the Phillips curve has undergone significant modifications but its relevance remains questionable. This thesis examines the correlation between inflation and unemployment observed in the Czech Republic and Germany over the last twenty years. The validity of the theory is tested by advanced methods of time series analysis in the R environment. All the variables are gradually tested which results in the assessment of the correlation between the time series. The outcome of the testing is presented for both countries and a comparison at international level is drawn. Is is discovered that both of the countries have dependencies in their data. Czech republic has significant dependency in both ways, for Germany is the dependency significantly weaker and only in one way.
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Analysis of weather effect on TV audience
Leová, Monika ; Arltová, Markéta (advisor) ; Hanzák, Tomáš (referee)
Diploma thesis analyzes the influence of weather on TV audience in the Czech Republic in 2012 to 2016 by using data of the Association of Television Organizations and meteorological data of the Czech Hydrometeorological Institute. The first part of the thesis deals with the phenomenon of TV ratings, discusses its importance for contemporary society and puts it in the frame of other leisure activities. Additionally, it introduces the current Czech TV market, electronic measurement of TV ratings, its main institutions and complementary research. The empirical part of the diploma thesis focuses on realization of the statistical analysis. Weather components (temperature, rain falls and cloudiness) that affect TV viewing have been identified by using a suitable regression model and their weight in the aggregate meteo factor have been determined. The final model, in addition to weather elements, takes into account calendar effects (day of the week, holidays, season) as well as interaction between weather and calendar effects. The model was applied to total TV audience as well as to selected groups of TV channels, to individual age categories, whole day, prime time and off time and also separately to so called guests TV audience.
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Time series annalyze by neural networks models
Jiráň, Robin ; Arltová, Markéta (advisor) ; Žižka, David (referee)
This thesis deals about using models of neural networks like alternative of time series model based on Box-Jenkins methodology. The work is divided into two parts according to the model construction method. Each of the parts contains a theory that explains the individual processes and the progress of the model construction. This is followed by two experiments demonstrating the difference in approach to the design of a given model and creating a forecast by estimated values. for the following year. The last part expertly evaluates the quality of the predictions and considers the use of neural networks against prediction models as an alternative to Box-Jenkins methodology based models
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Changes in development of fertility and birth rates depending on the economic conditions in the Czech Republic
Sudová, Petra ; Arltová, Markéta (advisor) ; Šimpach, Ondřej (referee)
This diploma thesis deals with the analysis of the birth rate and fertility rate in dependence on the economic conditions of the Czech Republic. The aim of this thesis is to analyze relations between selected socio-economic indicators and total fertility rate on the basis of available data and to evaluate changes related to birth and fertility in the Czech Republic, which occurred in the period 1993-2015. The thesis is divided into two main parts - theoretical and analytical. In the theoretical part are described the basic methods of calculating the characteristics for the analysis of the level of birthrate and fertility, as well as the development of selected socio-economic indicators. An important part of the first part of the diploma thesis is specification of used methods within time series. The second part is practically focused on cointegration analysis and subsequent assembly of single-row models from which error correction models were obtained by transformation. These can be used to describe short and long term relationships between time series. Explained variables are aggregate fertility in all assembled models, the explanatory variables are GDP, average gross monthly wage, final consumption expenditure for households, child allowances, parental allowance and household loans per capita.
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Statistical analysis of the dependency time series of the natality and nuptiality in the Czech Republic
Opluštilová, Jolana ; Arltová, Markéta (advisor) ; Blatná, Dagmar (referee)
This diploma thesis is dealing with the study of dependence between birth and marriage in the Czech Republic in 1973-2016, this period is divided into two time point, due to the demographic transition and the new political regime, before 1989 (state regulated economy) and after 1989 (the changeover to a market economy). The basis for multidimensional analysis of time series is the starting point for finding the relationship or dependency between the monitored characteristics. The demographic indicator of birth rate (natality) is characterized by the number of live births and the marriage rate (nuptiality) by the number of marriages in the Czech Republic, available at monthly frequency. In the introduction of this thesis, the hypothesis of the absence of dependence (relationship) between the observed time series is determined, which will be analysed at the end of the analysis for both time series. The results of this thesis can be helpful not only to experts who were engaged with this issue in detail, but also to those interested in demographics or time series, because the prediction of these indicators will be simulated in the end of this paper.
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Analysis of time series of production of municipal waste in EU
Lupačová, Klára ; Helman, Karel (advisor) ; Arltová, Markéta (referee)
The bachelor thesis is focused on analyzing time series of production of municipal waste in EU during the period from 1995 to 2014. Data are from public databases Eurostat. The objective of thesis is to examine development of time series of production of municipal waste in EU. Another aim of thesis is to determine whether it will be recycled by 2020 at least 50 % of municipal waste. This thesis consist of two pars. The (theoretical).first part is devoted to the description of the statisticla methods and second (practical) part is dedicated to the analysis of time series.
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Analysis of the development of the prices of real estate
Hamouzová, Michaela ; Arltová, Markéta (advisor) ; Blatná, Dagmar (referee)
The aim of this diploma thesis is to analyze the development of the prices of real estate in the Czech Republic. The thesis is divided into three main parts. The first one deals with the theoretical introduction to valuation of the real estate. Moreover, the thesis presents the current development of the prices of real estate on the Czech market. The last part focuses on co-integration analysis, within which an ADL model is created. This model serves as a base for an error correction model, which describes short-term as well as long-term relations within the time series. The explanatory variables are gross domestic product, consumer price index, the amount of finished apartments, interest rate of mortgage loans, common rate of unemployment, and average gross monthly income. It is the one-equation model which describes the relation among the already mentioned explanatory variables and the HPI index. analysis of the development of the prices of real estate
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Women on labor market
Nová, Lucie ; Nývlt, Ondřej (advisor) ; Arltová, Markéta (referee)
The objective of this thesis is to analyze and verify the existence of causality between employment rate, unemployment rate as independent variable and fertility rate as dependent variable. Two stated hypotheses are being verified within this thesis. First of them says that by decreasing employment rate also the fertility rate decreases. Second says that decreasing unemployment rate has an impact on growth of fertility rate. The final part of essay deals with today´s often discussed concept of work life balance which in many countries supports high economical activity of women and higher fertility simultaneously. It draws attention on positives of alternative work arrangements as well as on negatives and deficits which goes together with its practicing. In the end of the thesis different possibilities of effective work life balance management are suggested.
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The development of unemployment in the Czech Republic
Dolejška, Petr ; Arltová, Markéta (advisor) ; Blatná, Dagmar (referee)
Unemployment is an economical phenomenom resulting in possible socio-economical consequences within given area. This bachelor thesis follows progression of unemployment in Czech Republic, between 1993 and 2014. This thesis is divided into theoretical and analytical section. Theoretical section specifies characterization of Czech Republic and its segmentation. Also this part defines classification and rates of unemployment. Analytical part is concerned around progression of unemployment in Czech Republic from different approaches using data from Czech Statistical Office. Goal of this thesis is to describe and evaluate unemployment in given period, mostly from perspective of gender, education, age and geographical area. Analysis is using appropriate statistic methods.
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Analysis of marriage rate, divorce rate and live births outside marriage
Birčáková, Barbora ; Arltová, Markéta (advisor) ; Löster, Tomáš (referee)
The main goal of the thesis is to analyze the basic indicators of marriage rate, divorce rate and the proportion of live births outside marriage. The first part is focused on the evaluation of the past and present development of the selected indicators. The thesis also includes a prediction of the future development of these indicators by using the Box-Jenkins methodology. The last part is dedicated to an international comparison of marriage, divorce and non-marital fertility indicators in the selected countries of the European Union. Moreover, the last part also includes a cluster analysis, where countries are divided into homogeneous groups according to the selected indicators.
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