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Assessing Selected Indicators Using Statistical Methods
Bednářová, Veronika ; Michalíková, Eva (referee) ; Doubravský, Karel (advisor)
The diploma thesis is focused on the assessment of selected indicators using statistical methods. The first part is devoted to theoretical background, which describes financial indicators, time series analysis and regression and correlation analysis. The second part deals with the analysis of selected indicators and statistical analysis, which predicts the values of indicators for the next two years. Then correlation analysis is created, which determines the dependence between selected financial indicators. The last part is devoted to proposals leading to the improvement of the current situation of the company.
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Is hype really that powerful? The correlation between mass and social media and cryptocurrency rates fluctuations
Ilina, Viktoriia ; Král, Michal (advisor) ; Kukačka, Jiří (referee)
Twelve years after Satoshi Nakamoto published the paper describing the functioning mechanism and principals of cryptocurrency that maintains secure and anonymous digital transactions beyond any banks, cryptocurrencies have become a multi-billion-dollar industry comprising millions of investors, miners, developers and profiteers. However, the actual price determinants and ways to forecast future price changes remain an open question yet to discover the answer for. This study attempts to figure out whether media hype exerts that much influence upon cryptocurrencies price movements and whether it can be used as the basis for future movements prediction. Two cryptocurrencies, Bitcoin and Tezos, and 7 mass and social media factors for each of them were considered on daily basis from 08-01-2018 to 10-31-2020. To explore the interdependence between media drivers and cryptocurrencies' prices in short, medium and long timespan, this study deploys wavelet coherence approach. There was found, that price changes turn to be the supreme prior to hype, even though the growing ado may push the prices even higher. Thus, hype is failing to prove itself as a reliable cryptocurrency price predictor. Crypto investors, though, should anyways take the news background into account while building trading strategies,...
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Determinants of residential real estate prices in the Baltic States
Rákosníková, Andrea ; Hlaváček, Michal (advisor) ; Hanzlík, Petr (referee)
The burst of the housing bubble on the US market, that contributed to the start of the Great Recession, was a warning sign to many economists. Consequently, the last decade birthed important studies analysing the real estate market in the search for the driving determinants of the housing prices. This thesis continues these efforts by time series analysis of the determinants of residential real estate prices in Estonia, Latvia, and Lithuania. The VECM analysis showed that the importance of classic housing determinants differs from country to country. The price persistence is a crucial determinant of the Baltics' housing prices in the short run, but only Estonia and Lithuania showed the persistence in the long run. Latvian house price index seems to be very affected by the construction cost index, and therefore supply side of the housing market. The model also suggested an unexpected negative relationship between house and rent prices. The analysis was however done on relatively short time series and that could cause some discrepancies in the results as well. The author also used the P/I and P/R ratios and the Hodrick-Prescott filter to analyse the housing prices in the search of possible overvaluation, and concluded that these measures do not seem to indicate the existence of the housing bubble in...
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Faktory ovlivňující nezaměstnanost ve Zlínském kraji
Škodáková, Miroslava
This bachelor thesis is dealing with problems of unemployment and identification of main and side factors which affect the unemployment in Zlín Region. Negative economic and demographic factors of unemployment presented in this thesis are based on the literature. These factors are identified by studies, articles and situation analysis. The econometric methods are described in the Methods chapter. These methods were used in constructing of multidimensional regressive model and in analysis of time series for the unemployment prediction. Conclusions are summarized and compared with results of professional articles, studies and literature.
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Ekonomické aspekty odpadového hospodářství v ČR
Srbová, Věra
Srbová, V. The Economical Aspects of Waste Management in the Czech Republic. Diploma Thesis. Brno: Mendel University in Brno,2017. This diploma thesis desribes the trends in waste management in the Czech Republic and the implementation of waste management in the regions and their development in time. Further, it concerns in the economics of waste management in the Czech Republic, that is above all in the production of waste based on regions, its subsequent processing, municipal waste. An econometric model is created based on the data available. This model meets the requirements of a classical regression model. An analysis of waste production in the Czech Republic in period between 2002 - 2015 is carried out via time series analysis. Graphical and numerical outputs suitable for the illustration of the particular problem are created. The data used were comming from the databases of the Czech Statistical Office, the Czech Ministries and their organizational bodies, organizations dealing with waste.
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Zhodnocení finanční výkonnosti podniku KOVO Koukola, s.r.o.
Koukalová, Pavla
The aim of this bachelor thesis is to assess the financial performance of the KOVO Koukola, s.r.o. company by means of time series and ratios comparison. Among the core ratios are selected return on sales, asset turnover, current liquidity, and total debt. In the literary review terms and methods related to financial analysis and financial performance are explained. The next section describes the methodology related to the time series analysis. Then it is used in the practical part, which deals with the creation of econometric models and makes the predictions of future development ratios. The conclusion summarizes the main results of the assignment and expresses appropriate recommendations for improving the current situation of the company. The KOVO Koukola, s.r.o. company was based on the results affected very much by the global economic crisis in 2007. Currently it has a good position in the market.
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Ruský turismus v České republice
Chipileva, Alena
Bachelor thesis is focused on the characteristics of development and structure of the Russian outbound tourism, with an emphasis on tourism in the Czech Republic. Based on regression analysis there are identified main factors, which have an influence on the demand of Russian tourists for the Czech Republic. Time series analysis describes the development of arrivals to Czech Republic from Russia.
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Analýza socio-demografických ukazovateľov v kontexte starnutia populácie v Českej republike a vo Francúzsku
Matlová, Lucia
The aim of the masters thesis is comparison of selected demographic indicators that affect ageing population in Czech republic and France. The demographic development is focusing on the period from 2005 to 2015. The theoretical part is focused on literature search. It is devoted to analysis of causes of ageing population on the present and description of demographic statics and dynamics and structure of education. As part of the fulfillment of the objectives of the work will be used in the method of comparison, time series analysis and regression. For 2005-2015 is typical rising average population, ageing of population and higher life expectancy. Despite declining fertility in both countries, France still ranks among the countries with the highest birth rate in the EU
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Ukazatele trhu práce ČR v období devizových intervencí ČNB
Nováková, Michaela
The diploma thesis focuses on the development of the Czech labour market in the period of the CNB monetary interventions that took place in 2013-2017. Within the VAR models, the causal relationship between the labour market indicators and the GDP growth is verified. The delayed effect of the change in GDP on the labour market indicators was found. The thesis also pays attention to the trend models of the selected time series. Within them the presence of the structural break indicating the start of using CNB foreign exchange interventions was detected. In conclusion the possible solutions of the long-term unemployment of disadvantaged groups in the labour market are presented.
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Struktura zahraničního obchodu Ruska se státy CEEC a CIS
Vlasova, Evelina
The theoretical and practical issues of the foreign trade of the Russian federation will be considered in the thesis. In the theoretical part, the most important terms related to the Russian foreign trade and its evolution in time will be described. In this part, I will provide all the sources of information about foreign trade as well. The practical part will be focused on analysis of the time series. The method of decomposition will be used, trend set and via QLR test the significance of the structural breakdown will be tested. The correctness of the model will be verified by the tests of assumptions. In conclusion, the forecast will be made for period: 2017.
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