National Repository of Grey Literature 4 records found  Search took 0.00 seconds. 
Bayesiánské techniky analýzy ekonomických časových řad
Vaněk, Tomáš
This diploma thesis deals with bayesian techniques of economic time series analysis and contains two parts. In the first part the monetary transmission mechanisms of the Czech Republic, Germany and Cyprus are analysed using the bayesian vector autoregressive model with time-varying parameters and stochastic volatility. The second part evaluates the predictive performance of bayesian vector autoregressive models with different priors when predicting selected macroeconomic variables of the above-mentioned countries. In the second part combinations of predictions and their evaluation are also conducted.
The effects on monetary policy on corporate investment in Finland
Koskenniemi, Niko Henri Joonas
This thesis aims to find out the effectivity of monetary policy on investment activity in Finnish manufacturing firms. Research question is divided into three parts for clarification: 1) what the effect of low interest rates is, 2) what other factors are impacting the investments and 3) what the interaction between monetary policy and these other factors is. To come up with answers to these questions econometric model is built. Interpretation of the results and policy recommendations are presented in the discussion part. Theoretical background for monetary policy and situation of Finnish economy are also presented, as well as literature review of researches of the area.
Bayesiánské techniky analýzy ekonomických časových řad
Vaněk, Tomáš
This diploma thesis deals with bayesian techniques of economic time series analysis and contains two parts. In the first part the monetary transmission mechanisms of the Czech Republic, Germany and Cyprus are analysed using the bayesian vector autoregressive model with time-varying parameters and stochastic volatility. The second part evaluates the predictive performance of bayesian vector autoregressive models with different priors when predicting selected macroeconomic variables of the above-mentioned countries. In the second part combinations of predictions and their evaluation are also conducted.
Měnová politika ČNB od jejího vzniku až po současnost
Hušková, Veronika ; Koderová, Jitka (advisor) ; Žďárek, Václav (referee)
Diplomová práce se snaží o co možná nejobjektivnější ucelený přehled měnové politiky České národní banky v časovém úseku od jejího vzniku po současnost s prognózou dalšího vývoje v případě vstupu do Evropské měnové unie. Mimo jiné se zaměřuje na finanční stabilitu jako na jeden z aktuálních cílů ČNB.

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