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Analysis and Modeling of Macroeconomic in the Czech Republic
Novotný, Dalibor ; Bartošová, Jitka (advisor) ; Voráček, Jan (referee)
Main goal of my dissertation was take a close look at progress of several economics indicators from 1993. I also decided to analyse key factors wich mainly influence these ecnomics indicators. This work is based on classical model IS-LM-BP which is most suitable because of its logic and siplicity. This work is constituted by three parts: first describer theoretical base, second part is dedicate to analysis economy from 1993 and third part is focused on macroeconomical model of Czech economy. Theoretical part presents main parts of national economy (e.g. Gross domestic product, Unemployment, Inflation, Balance of Payment, etc.) including detailed structure of these key indicators. Such a detailed description was importent because of recent modelling and was signiicant for better choice of variable. In second part of this work we analyse economic development from 1993 and we focused on main causes of change. Main goal of this part was exploring of global progress and better understanding to all indicators in the small-open-economy. In final part of dissertation are created several models which are based on historical data and predict progress for nearest future. Because fact that source data are mainly till 2010 we were able to test our models on real data of year 2011. In spite of economical progres in last few years we can say that large majority of results from our models are in compliance with our expectation. However in some cases ware results diferent, we identifed key resons for these results.
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Funding of basic transport services
Šperňák, Filip ; Zelený, Lubomír (advisor) ; Bačák, Otakar (referee)
The aim of this thesis is to analyze the funding of basic transport services, which will be analyzed through the real business DPMO, a.s.. The report is divided into a theoretical and a practical part. The theoretical part explains the issue of providing public transport services and its compensation from the customer. It also includes a methodology for assessing the financial situation, with horizontal and vertical analysis ratios and an analysis of net working capital. To create comprehensive conclusions that are credible, the bankruptcy and creditworthy models are utilized. The practical part includes the the meticulous results from the DPMO analysis in the years 2006 to 2010, and the conclusion consists of a prepared summary. The last chapter includes a prediction for the next period using a model that predictss the time span durinch which the analyzed company is thriving if the previous trends are maintained, and if the compensation costs are not altered.
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Modelling of foreign trade of Czech Republic
Chocholáček, Ján ; Školuda, Václav (advisor) ; Fíglová, Zuzana (referee)
The object of the bachelor thesis is creating econometric models of foreign trade of Czech Republic to selected countries and on the basis of these models to make an ex post prediction of Czech export to these countries. The theoretical part will describe behaviours and relationships in the foreign trade. The main task of the theoretical part will be description of econometric theory, which will be used in the practical part. The practical part is focused on the estimation of an econometric model of the Czech Republic export to selected countries and consequent verification and testing of the results. In conclusion will be made ex post prediction of the Czech export to selected countries based on the results of the models.
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Revenue forecast of municipal budgets
Radilová, Marcela ; Sedmihradská, Lucie (advisor) ; Bayer, Ondřej (referee)
The subject of my thesis is to analyze the predictions of tax revenues in ten municipalities of comparable size. The main aim of my thesis is to evaluate the accuracy of predictions for selected municipal tax revenues and see if you can not refine their expert estimation using appropriate statistical methods. A sub-goal is to characterize in detail the various components of the budget revenues, and analyze their size and structure in selected municipalities. Another important sub-goal is to compare the communities to highlight their differences and common elements of municipal budget process. These information are based on interviews at municipalities. The result of the analysis is that the optimal use of prediction methods differ not only income from income, but from city to city. For income tax paid by employees appeared in some cases, reliable prediction of the city, in other cities it was exponential smoothing. For the tax on personal income from independent activities is clearly the most accurate regression analysis, which refines the prognosis of this tax by up to several tens of percent. Although the error of prediction of the city in property taxes was none too small, this approach has remained the most accurate. Only three cities have been more accurate by using exponential smoothing.
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Bankruptcy prediction models
Šustr, Jan ; Synek, Miloslav (advisor) ; Špička, Jindřich (referee)
The aim of this thesis is to describe some of the well-known, as well as several less-known, prediction models, and to verify their ability of predicting bankruptcy in the conditions of the Czech Republic. The theoretical part of the thesis contains descriptions of these models, equations to calculate them and ways of results evaluation. Models by both Czech and foreign authors are presented. The practical part of the thesis verifies the ability of these models to predict bankruptcy on a sample of eight randomly selected companies which suffered serious financial problems. At the end of this thesis, the results from evaluating of these companies by prediction models are summarized.
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Aplikace neuronových sítí a metody ROC v klasifikačních úlohách
Pokorný, Martin
The disseratation theses deals with the problem of cost-sensitive binary classification by means of neural networks applied in economical prediction tasks, especially in the field of financial distress prediction. The first part contains the review of existing research in this area and the challenging key points related to cost-sensitive classification are set there. After that, the application of existing Receiver Operating Characteristics (ROC) method, which is able to solve mentioned problems, is discussed and the possibility of its wider use in economical prediction is proposed. The methodology of ROC analysis application is shown in medical and economical experiment of classification with neural networks.
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Revenue Forecasting in Municipal Budgets
Talíř, Jan ; Sedmihradská, Lucie (advisor) ; Kostohryz, Jiří (referee)
The diploma thesis is focused on the analysis of prediction of tax revenues in conditions of cities Polička, Svitavy and Litomyšl. The main objective was to determine how surveyed municipalities predict their tax revenues, how accurate their estimates are and, in particular, whether it is possible to achieve more accurate results based on basic statistical methods. Minor objectives of this work were the description of how the individual municipalities forecast tax revenues, how the forecasts are integrated into the budget process and how this issue is dealt with in the United States. The results of the analysis showed that it is not possible to get more accurate predictions using basic quantitative models. It turned out that the quality of predictions of the statistical models was similar to the quality of the municipal estimates, even at forecasts of those tax revenues, where the deviation from the real revenue is quite high.
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Revenue forecasts of municipal budgets
Marek, Petr ; Klazar, Stanislav (advisor) ; Sedmihradská, Lucie (referee)
The main theme of this bachelor thesis is to analyze the revenue forecasts of the municipal budgets and compare them to other techniques of prediction. Among these forecasting tools belongs simple moving average, exponential smoothing, transformation moving average and regression against time. One part of this thesis is dedicated to the description how the chosen town Písek prepares its budget. The result of this thesis is that we cannot use only one technique to forecast all the revenues. The forecasts of the town Písek are the best only for individual income tax and corporate income tax not paid by municipalities. For the other taxes it is better to use other methods. The best possible prediction is achievable by combination of all these techniques.
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Predictors of current economic issues
Mlýnek, Jonáš ; Sirůček, Pavel (advisor) ; Nečadová, Marta (referee)
In 2007, the U.S. economy plunged into the deepest recession since 1930's. Later on problems poured into the rest of the world, which just as the U.S. lived in illusion that any slowdown is impossible. Despite widespread optimism, a few harbingers drew attention to unhealthy fundamentals. This thesis deals with the phenomenon of economic crises forecasting, focusing on the aforementioned recession. It aims at analyzing of the most discussed predictions and introducing their authors who were not only highly respected figures, but also less well-known economists. Nouriel Roubini, who became a symbol of economic forecasting, is discussed in closer detail. The analysis of his work focuses on the development, consistency and verification of his views. It also draws general conclusions on Roubini's predicting.
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