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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 a questionnaire survey of graduates of the master degree at the University of Economics Prague
Barus, Miroslav ; Šulc, Zdeněk (advisor) ; Blatná, Dagmar (referee)
This bachelor thesis deals with the analysis of the data from the questionnaire survey of the graduates of the master degree at the University of Economics in Prague. The data was obtained from the Reflex 2010 research project under the auspices of the Education Policy Center of Charles University in Prague. The aim of the thesis is to compare the performance of graduates according to various indicators. The work is divided into two parts. The first deals with the theoretical definition and description of tests comparing the mean value and the relative frequency of the investigated features used in the analysis. The second part analyzes and compares the application of graduates broken down by faculty, gender and place of employment. The aim of the thesis is also to evaluate the impact of the use of invalid hypothesis tests.
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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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Robust regression - outlier detection
Hradilová, Lenka ; Blatná, Dagmar (advisor) ; Černý, Jindřich (referee)
This master thesis is focused on methods of outlier detection. The aim of this work is to assess the suitability of using robust methods on real data of EKO-KOM, a.s. The first part of the thesis provides an overview and a theoretical treatise on classic and robust methods of outlier detection. These methods are subsequently applied to the obtained data file of EKO-KOM, a.s. in the practical part of the thesis. At the conclusion of the thesis, there are recommendations about suitability of methods, which are based on comparison of classical and robust methods.
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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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Consequences of assumption violations of selected statistical methods
Marcinko, Tomáš ; Blatná, Dagmar (advisor) ; Malá, Ivana (referee) ; Lukáš, Ladislav (referee)
Classical parametric methods of statistical inference and hypothesis testing are derived under fundamental theoretical assumptions, which may or may not be met in real world applications. However, these methods are usually used despite the violation of their underlying assumptions, while it is argued, that these methods are quite insensitive to the violation of relevant assumptions. Moreover, alternative nonparametric or rank tests are often overlooked, mostly because these methods may be deemed to be less powerful then parametric methods. The aim of the dissertation is therefore a description of the consequences of assumption violations concerning classical one-sample and two-sample statistical methods and a consistent and comprehensive comparison of parametric, nonparametric and robust statistical techniques, which is based on extensive simulation study and focused mostly on a normality and heteroscedasticity assumption violation. The results of the simulation study confirmed that the classical parametric methods are relatively robust, with some reservations in case of outlying observations, when traditional methods may fail. On the other hand, the empirical study clearly proved that the classical parametric methods are losing their optimal properties, when the underlying assumptions are violated. For example, in many cases of non-normality the appropriate nonparametric and rank-based methods are more powerful, and therefore a statement, that these methods are unproductive due to their lack of power may be considered a crucial mistake. However, the choice of the most appropriate distribution-free method generally depends on the particular form of the underlying distribution.
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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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Distribution of elderly people's finance into investment instruments
Klhůfková, Barbora ; Malá, Ivana (advisor) ; Blatná, Dagmar (referee)
The target of my bachelor thesis is to introduce the SHARE project, which examines people older than fifty years, to the readers. SHARE project is really extensive and it operates in several countries of the world. Participating respondents answers different kinds of questions. Questions concerns general information, information about marital status, health condition, social, geographic and also economic information. For my thesis I have chosen four economic variables, for which I am going to make basic descriptive statistics and analysis. I am going to deal with current accounts, stocks, bonds and mutual funds. These are financial instruments, where people frequently save up or deposit their money. Because answering the question regarding financial situation is uncomfortable to many respondents, we have only limited number of answers, with which we are going to work. I will define all of these four variables and make basic descriptive statistics for them. Then I will make an analysis of the financial situation of respondents according to the gender for each variable separately. For the next analysis I have chosen a subjective question regarding respondent´s satisfaction with life depending on their financial situation. At the conclusion of this thesis i will try to evaluate each analysis individualy and to summarize the contribution of this thesis.
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Analysis of the Dependence of Population Satisfaction on Social and Economic factors
Zarembová, Petra ; Sobíšek, Lukáš (advisor) ; Blatná, Dagmar (referee)
This Bachelor thesis analyses the satisfaction of the population depending on selected social and economic factors like gender, age, health status, educational attainment level, household income, marital status and number of children. As the main goal was to describe relationship between satisfaction and several socio-economic factors of the country population. For an examination were selected four countries of the European Union, namely Germany, Poland, Spain and Sweden. The second goal was determined to find out whether a life satisfaction is different for populations of chosen countries, or if contrary they are all homogenous. Analysis of contingency tables including calculation of coefficients of dependency for nominal and ordinal variables, such as Cramer's V or Somer's d was used to carry out the analysis. The benefit of this work is a comparison of four selected European countries in terms of satisfaction of their population. Further, the statistical tests verified life satisfaction dependence on several socio-economic factors. All analysis was carried on the social and economic data, which provides online the World Survey Association free of charge.
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Statistical analysis of the index of economic freedom
Sejk, Lukáš ; Vrabec, Michal (advisor) ; Blatná, Dagmar (referee)
The aim of this bachelor thesis is to statistically analyze the relationship between economic freedom index issued by Canadian Fraser Institute and the Index of Economic Freedom published by the Heritage Foundation in conjunction with The Wall Street Journal. Stated goal we try to achieve by means of statistical methods of data analysis. The first part shows the theoretical background of the both indexes of economic freedom and their input parameters. In the second part we try to statistically analyze the relationships between them and interpret their results. Also we look at the evolution of the economic freedom index for the Czech Republic and neighboring countries, Poland, Germany, Austria and Slovakia.This thesis would point on different results in the two indexes above, although both are trying to quantify the same socio-economic phenomenon. In conclusion, we show results, that we achieved and their possible interpretation.
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