Home > Search Results: Plechatá, Zuzana
Search:
 
Search Tips :: Simple Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Econometric analysis of transmission mechanism in CZ
 Plechatá, Zuzana ; Hušek, Roman (advisor) ; Formánek, Tomáš (referee)
This diploma thesis presents results of analysis of monetary policy transmission mechanism in the Czech Republic employing the vector autoregressive (VAR) models. The responsible authority for monetary policy is Czech National Bank that has been using the inflation targeting regime to conduct its monetary policy since 1998. The inflation rate changes, i.e. the changes in repo rate represent a monetary tool for steering actual inflation rate towards the projected or "target" inflation rate. The linear correlation between 2 weeks repo rate and 1 month PRIBOR rate is confirmed. The transmission mechanism is examined within the VAR framework and the relationships between the 1 month PRIBOR rate, gross domestic product and inflation rate are studied. The VAR model including 1 lag is considered as the best performing model. The relationships among variables are analysed by related approaches -- Granger causality, impulse response functions and cointegration. The ability of model to create forecasts is assessed and the ex ante forecasts are produced for one-year horizon. The effects of alternative monetary policies are the subject of scenario analysis.
Detailed record
Postoptimality changes in the transportation problem
 Plechatá, Zuzana ; Lagová, Milada (advisor) ; Kalčevová, Jana (referee)
The aim of this bachelor thesis is to outline a postoptimality changes in the transportation problem. Postoptimality analysis evaluates how may be the optimal solution affected by an additional changes. I will point out procedures which are using in cases of the postoptimality change in the price coefficients and change in the right-hand-side values for constraints. Described methods will be applied to the practical examples.
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English