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National Repository of Grey Literature 33 records found  beginprevious32 - 33  jump to record: Search took 0.00 seconds. 
Filtration of time series
 Pinkava, Jan ; Poměnková, Jitka (referee) ; Maršálek, Roman (advisor)
Thesis is aimed at describing the concepts and basic principles in the economy in gross domestic product. Furthermore it deals with the description of time series, their types, characteristics and the basic classification. A decomposition of time series into thein components is indicated. Another part is a basic description of the most commonly used economic filters - Hodrick-Prescott and Baxter-King. The Christiano-Fitzgerald and frequency-selective filter for short length time series have been practically implemented in MATLAB. The rest of the thesis deals with the application of above mentioned filters to data of Czech Republic, European Union, USA and selected EU countries. Moreover, the correlation between spectral components of the data for selected countries is investigated. KEYWORDS
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Time-frequency analysis of Czech republic gross domestic product
 Tráge, David ; Poměnková, Jitka (referee) ; Maršálek, Roman (advisor)
The aim of this master's thesis is to get familier with problematic and concepts of econometrics (GDP, investment, usage and others). We see into used data mainly their characters and expectations and we discuss possibilities of frequention and time-frequention analysis of these data by Fourier and Wavelet transform. Data of quarter development of gross domestic product in Czech Republic, EU and USA will be analysed by the help of programm MATLAB. Data will be filtered by three ekonomic filters: Hodrick-Prescott, Baxter-King and Christiano-Fitzgerald filters. The aim is to find cyclic elements in developments of GDPs and to suggest an optimal type of analysis.
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National Repository of Grey Literature : 33 records found   beginprevious32 - 33  jump to record:
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