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Impact of productivity on current account behavior
Pivoňka, Tomáš ; Pošta, Vít (advisor) ; Pikhart, Zdeněk (referee)
This thesis is considered with impact of productivity on current account of Czech Republic. It is based on model presented by Glicka, R., and K. Rogoffa "Global versus Country-Specific Productivity Shocks and the Current Account". In this model productivity is distinguished on country specific and global productivity in countries of G-7. Other authors followed this model by extension or revision. In my thesis I was working with several series of productivity based on different data from some sectors of economy. To capture productivity is used Solow residuum of Cobb-Doublas production function. Country specific productivity shock worsen current account as initial model says. Analysis of time series revealed the most suitable series for description of current account behaviour as series of total industry with investment based on gross fixed capital formation.
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Invalidity and survivors pensions
Fait, Jiří ; Bílková, Diana (advisor) ; Pešout, Pavel (referee)
Pension Insurance is one of the main pillars of the Czech social security system. A significant part of this system are also invalidity pension and survivor pension, which serve as financial compensation in case of sudden individual's work ability decrease (invalidity pension), or sudden death (survivors pension). This paper deals with legislation concerning invalidity and survivors pensions and the procedure of calculating those benefits in the Czech Republic. The main analytical part introduces the reader to the amount of expenditures of analyzed pensions, their development in the past and expected future development. This work also introduces the reader to the factors that influence the number of pensions. Attached is the invalidity and survivors pension calculator in MS Excel 2007.
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Hurst Exponent and Randomness in Time Series
Zeman, Martin ; Trešl, Jiří (advisor) ; Hušek, Roman (referee)
The main goal of this thesis is to test the ability of the Hurst exponent to recognise some processes with deterministic signal as nonrandom and to test the randomness of daily stock returns of three stocks traded in BCPP. Critical values to determine the critical region of a randomness hypothesis test were set for this purpose. Another goal of the thesis is the description of the Hurst exponent estimation by means of Rescaled Range Analysis and outline some problems accompanying this estimation if the Hurst exponent would be used as a randomness indicator. Within the frame of Rescaled Range Analysis was constructed another method that showed to be successful in recognising some series that contain deterministic signal.
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Financial analysis
Fišerová, Hana ; Randáková, Monika (advisor)
This work deals with the financial analysis of a particular company.The time frame of the analysis of external financial balance sheet spans over four years. This work begins with the theoretical definition of the object, users, resources, techniques and methods of financial analysis. Then the paper deals with the practical financial analysis.
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Economic situation in the Teaching Hospital Královské Vinohrady
Kremová, Alice ; Maaytová, Alena (advisor) ; Hartlová, Alena (referee)
The main aim of this thesis is to analyze and assess the economic situation in the Teaching Hospital Královské Vinohrady, and compare it with the average situation in the Czech Republic. The work uses financial analysis indicators, which are commented according to the non-profit nature of this allowance organization established by the Czech Ministry of Health. The utilization of hospital beds and other indicators of bed occupancy are also taken into account. The work focuses on analyzing the time series for the years 2006 to 2009. A background for the analysis is provided by a discussion of the current trends in the Czech healthcare system.
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Baby Boom in the Czech Republic – Analysis of Fertility and Natality after 2000
Fučíková, Simona ; Miskolczi, Martina (advisor) ; Krebs, Vojtěch (referee)
The objective of the thesis is to analyze development of fertility and natality in the Czech Republic after 2000 and also analyze factors that affect number of births. Using this analysis, the question whether in fact baby boom occurred in the Czech Republic or not, is to be answered. The thesis consists of two main parts. First part deals with theoretical issues of fertility and natality trends in the Czech Republic after 1990 and with current trends of Czech family and natality policy. Analysis of specified indicators was prepared based on data available from the Czech Statistical Office and the European Statistical Office. This is focus of second part. In particular, time series of specified indicators appear here. According to their trends, conclusions are given to conclude the thesis. There was a baby boom after 2000 in the Czech Republic. However, this wave was not as strong as it was in a tight post-war years and in 70th in the 20th century. In the Appendix there are source data for time series graphs of specified indicators.
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Censuses of people, houses and flats in Czech Republic
Antovová, Michaela ; Langhamrová, Jitka (advisor) ; Kozelský, Tomáš (referee)
The thesis is focused on development of censuses on the territory of Czech lands from Middle Ages to present. The definition of census is given. Censuses up to the first half of 18th century are concisely characterized. The most important censuses of that period are the population census concerning belief from 1651, the first register in the country, and the tax register, made mainly for the purpose of the tax collection. Censuses of the period of Marie Therese and Joseph II's rule are introduced too. The year 1869 is supposed to be an important turning point as the first modern census was held. Population censuses in the period from 1880 to 1910 were based on the same principles, there were only slight changes. There was no census during the Great War. The subsequent census was organized in 1921 in the independent republic. The method and the procedure were adapted to the new situation. Established data were important for the future development of the Czechoslovak Republic. Regularity of censuses was interrupted during the World War II. However, it was renewed in 1950. There were no substantial changes in the following years. Data were based on contemporary needs. Technology became more sophisticated and simplified the process of census. There were organized two censuses in the Czech Republic in 2001 and 2011. The last census was held within a European framework, all EU countries are supposed to keep particular standards concerning census sheets and hand in the results by the fixed deadline. There are time sequences of selected indexes representing census results and their analysis in the last part of the thesis. Census historical development review is significant for understanding census as a constantly developed instrument and for its further improvement.
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Analysis of selected commodities from investor's point of view
Škultéty, Daniel ; Trešl, Jiří (advisor) ; Václavík, Tomáš (referee)
The purpose of this thesis is to analyze investment options into wheat, corn and rice futures throughout different time horizons. Mostly we use daily closing prices for the last fifteen years. General knowledge of the field in context of nowadays is required to perform such an analysis. To achieve our goals we use technical analysis, time series analysis and we discuss the fundaments of price movements. Contribution of this thesis can be summed as presenting the basic tools of technical analysis in real world, presenting the fundamentals of price movements in one place and practical application of time series analysis on futures prices. By doing so we can confirm that random walk thesis is not unsubstantial but cannot be generalized for all instruments and periods of capital market.
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USE OF STATISTICAL METHODS IN THE BUSINESS VALUATION
Zelenka, Martin ; Zimmermann, Pavel (advisor) ; Sedakov, Vladimir (referee)
The aim of this paper is to outline the possibility of application of statistical methods for business valuation. This paper provides a basic overview of the subject in particular mathematical statistical point of view. The first chapter contains an introduction to the field of business valuation are presented valuation areas where it is possible to use different statistical methods. In the following parts of my work it is possible to find a description of methods and a brief description of the problem. The work is mainly focused on the analysis of time series. At the end of the theoretical part of the time series analysis problems of application of regression models are mentioned as well as the difficulties of its application practice. Potential solutions of these problems are mentioned. The final chapter is devoted to practical demonstration of application of the proposed methods on real data for a selected company. The work presents unique suitability of statistical methods in business valuation and demonstrates their practical application.
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