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Simulation and measurement of neutron field by Bonner spheres
Arbeit, Vít ; Šťastný, Ondřej (referee) ; Mičian, Peter (advisor)
The objective of this master’s thesis is introduction, explanation and practical demonstration of simulations conducted in program PHITS. The first part analyses neutrons and related issues regarding their detection as well as neutron sources. Next part is focused on program PHITS, both on it’s basic and advanced functions. Practical part of this thesis deals with the simulations of Bonner spheres and their responses to neutrons of different energies under different conditions. It also compares the results obtained through simulations with measured data.
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Simulation and measurement of neutron field by Bonner spheres
Arbeit, Vít ; Šťastný, Ondřej (referee) ; Mičian, Peter (advisor)
The objective of this master’s thesis is introduction, explanation and practical demonstration of simulations conducted in program PHITS. The first part analyses neutrons and related issues regarding their detection as well as neutron sources. Next part is focused on program PHITS, both on it’s basic and advanced functions. Practical part of this thesis deals with the simulations of Bonner spheres and their responses to neutrons of different energies under different conditions. It also compares the results obtained through simulations with measured data.
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Analýza regionálních cen nemovitostí ve Spojených státech pomocí vysokodimenzionálního VAR modelu
Krčál, Adam ; Čížek, Ondřej (advisor) ; Zouhar, Jan (referee)
In this thesis the heterogeneity of regional real estate prices in United States is investigated. A high dimensional VAR model with additional exogenous predictors, originally introduced by \cite{fan11}, is adopted. In this framework, the common factor in regional house prices dynamics is explained by exogenous predictors and the spatial dependencies are captured by lagged house prices in other regions. For the purpose of estimation and variable selection under high-dimensional setting the concept of Penalized Least Squares (PLS) with different penalty functions (e.g. LASSO penalty) is studied in detail and implemented. Moreover, clustering methods are employed to identify subsets of statistical regions with similar house prices dynamics. It is demonstrated that these clusters are well geographically defined and contribute to a better interpretation of the VAR model. Next, we make use of the LASSO variable selection property in order to construct the impulse response functions and to simulate the prices behavior when a shock occurs. And last but not least, one-period-ahead forecasts from VAR model are compared to those from the Diffusion Index Factor Model by \cite{stock02}, a commonly used model for forecasts.
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The Austrian business cycle theory: empirical evidence
Komrska, Martin ; Potužák, Pavel (advisor) ; Zemplinerová, Alena (referee)
The aim of this diploma thesis is to empirically investigate the explanatory power of Austrian business cycle theory. My dataset consists of US quarterly time series within the period between 1971 and 2009. As regards the NBER classification, this dataset covers six complete business cycles, including the recent global financial crisis. Following Wainhouse (1984), Keeler (2001) and Bjerkenes et al. (2010) I use Granger causality as one of the primary tools of the analysis. Moreover I also add Impulse response functions to discover the direction of observed relationships. As regards my primary group of hypotheses I found significant empirical evidence for the connection between changes in interest rate and structure of production. The secondary group of hypotheses is less successful; however I found the very first empirical illustration of Garrison's version of ABCT.
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VAR Analýza Exchange Rate Pass-Through v České Republice
Borodin, Dmitry ; Chrobok, Viktor (advisor) ; Zouhar, Jan (referee)
The paper will empirically investigate the strength and the speed of the exchange rate pass-through effect in the Czech Republic, i.e. the change in the domestic prices, originally caused by the volatility of the exchange rate. VAR modelling framework has been chosen as a main instrument of analysis. Vector autoregression will also be the subject of the theoretical part of the paper, which aims to provide a clear and at the same time many-sided discussion on the relevant topics. Practical part will be completely devoted to the modelling of the exchange rate pass-through.
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Statistical analysis and verification of selected gold price determinants
Stolbov, Anatoly ; Borovička, Adam (advisor) ; Pelikán, Jan (referee)
As the title diligent, the aim of this paper is empirical analysis of the relationship between gold price and factors that may affect it. Analysis has included next expected determinants: inflation, inflation volatility, credit risk and the gold's beta coefficient. The study was based on monthly observations. As main instrument, the vector autoregressive models were chosen. Main points of analysis have been found out by Granger causality tests and impulse-response function. Dependence of the gold prices on inflation was proved at 1% significance level. Despite the theoretical expectations dependence is negative in short-run. Dependence of gold prices on USD exchange rate was proved at 10% significance level. Also, the positive dependence of gold price on USD depreciation was confirmed. The significance of other determinants hasn't been proven.
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