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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Evaluation of interest rates predictions: The case of Czech National Bank
 Boček, Josef ; Horváth, Roman (advisor) ; Serdarevič, Goran (referee)
This research focuses mainly on the evaluation of interest rates predictions (predictions of 3M PRIBOR rate) published by Czech national bank. In the first part of the thesis reasons and potential central bank's benefits of the publishing of interest rate predictions are presented, based on the current academic literature. In the next chapters econometric and non-econometric evaluation of Czech national bank forecasts is provided. Furthermore, predictions from Czech Treasury, random walk process and my own autoregressive and vector autoregressive predictions were evaluated as well. It has been concluded that Czech national bank produces and publishes the most accurate based on non-econometric and econometric evaluation of all examined predictions. Moreover during the F-test evaluation procedure, the forecasts of Czech national bank proved themselves to be unbiased for the longest time horizon of all examined predictions. Powered by TCPDF (www.tcpdf.org)
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Are the prices higher today than they were before 1989? If not, why do people think they are?
 Boček, Josef ; Schwarz, Jiří (advisor) ; Havránková, Zuzana (referee)
In my thesis, I have focused on a comparison of consumer prices from 1989 and 2009. As in the Czech society are emerging ideas about lower prices before 1989, I decided to test the hypothesis of lower prices before the year 1989 compared to 2009 using data from the Czech Statistical Office. Methodology of this study includes sophisticated statistical tests (Student Two-sample tests), conversion of prices to the adjusted average wage and the construction of consumption baskets from 1989 and 2009. Based on my tests and performed recalculations I have found out that the prices before 1989 were on average 2 times higher than in 2009.
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See also: similar author names
11 BOČEK, Jan
11 Bocek, Jan
1 Boček, J.
2 Boček, Jakub
11 Boček, Jan
4 Boček, Jaromír
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