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An influence of offline advertising on website traffic
Solnický, Vojtěch ; Löster, Tomáš (advisor) ; Šimpach, Ondřej (referee)
The time series of sessions on web site is investigated in the paper with using box and line plots. On organic traffic, which is part of the main time serie of sessions, is aplicated F-test of seasinality which proves presence of seasonality. The seasonality is removed from time searie by X-13 ARIMA method. The influence of offline advertising on organic traffic of the website is investigated in the second part of this work by using ADL model, but firstly all time series are tested on stacionarity by Dickey-Fuler test which proves, that they are all stacionary. The final model is tested on heteroscedasticity by ARCH test with no prove of it, on autocorelation by BG test also with no prove of it and by Jarque-Bera test on normal distribution of residuals, which proves that they follow normal distribution. The result from test says, that the time searie of organic traffic of the website is influenced by television advertising and by lagged organic trafic itslef with lag of one month.
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Mortgage market development in the Czech Republic
Polívková, Eva ; Blahová, Naďa (advisor) ; Brada, Jaroslav (referee)
This thesis deals with mortgage market development in the Czech Republic and the factors that affect volume of provided mortgage loans. The main goal of this thesis is to evaluate the influence of each indicator using time series regression analysis during the period between the years 2003-2016. The main data sources used in the analysis are the Czech statistical office, Czech National Bank and the Ministry of Regional Development. This thesis is divided into four chapters. The first chapter defines mortgage loans and mortgage bonds, their characteristics and categories. The second chapter states brief description of current mortgage market development in the Czech Republic, legislative changes and the state mortgage financial assistance. The third chapter discusses the potential macroeconomic indicators that influence the volume of provided mortgage loans and in the last chapter, these indicators are verified by multiple regression models, namely using the Autoregresive distributed lag model.
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Wealth and its measurement
Vrabec, Václav ; Musil, Petr (advisor) ; Ondruš, Vítězslav (referee)
Wealth, well-being and the standard of living of the population are among the most important topics of economic policy and statistics. This diploma thesis deals with statistical concepts of wealth measurement, especially the wealth of households. The aim of the thesis is to introduce various indicators that deal with the mentioned issues. This thesis will describe Gross Domestic Product, Household Consumption, EU-SILC Survey, or Alternative Indicators Assessing the Living Standard of the Population. The most important indicator characterizing the wealth of households will be the net worth of households. On the presented indicators I will describe the development of wealth of households in the Czech Republic since 1993. Another part of the thesis is focused on describing the relationship between net worth and other indicators of wealth through cointegration analysis of time series. In this cointegration analysis, the ADL model and the EC model will be used. The last part of the thesis is aimed at the international comparison of the wealth of households within selected European countries. For this comparison will be use a cluster analysis to build clusters of states with a similar household wealth.
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Changes in development of fertility and birth rates depending on the economic conditions in the Czech Republic
Sudová, Petra ; Arltová, Markéta (advisor) ; Šimpach, Ondřej (referee)
This diploma thesis deals with the analysis of the birth rate and fertility rate in dependence on the economic conditions of the Czech Republic. The aim of this thesis is to analyze relations between selected socio-economic indicators and total fertility rate on the basis of available data and to evaluate changes related to birth and fertility in the Czech Republic, which occurred in the period 1993-2015. The thesis is divided into two main parts - theoretical and analytical. In the theoretical part are described the basic methods of calculating the characteristics for the analysis of the level of birthrate and fertility, as well as the development of selected socio-economic indicators. An important part of the first part of the diploma thesis is specification of used methods within time series. The second part is practically focused on cointegration analysis and subsequent assembly of single-row models from which error correction models were obtained by transformation. These can be used to describe short and long term relationships between time series. Explained variables are aggregate fertility in all assembled models, the explanatory variables are GDP, average gross monthly wage, final consumption expenditure for households, child allowances, parental allowance and household loans per capita.
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Analysis of debt development in the Czech Republic
Krýslová, Petra ; Bašta, Milan (advisor) ; Helman, Karel (referee)
The aim of this diploma thesis is to analyze the development of the total volume of debt in the Czech Republic and the analysis separately for the household sector and non-financial corporations. From economic theoretical assumptions it can be concluded that there is a correlation between the amount of loans and GDP development or between credit and economic cycle. The thesis is divided into three parts. The first part made up of chapters 1 to 4, describes the theory used further in the text. The second part, Chapter 5, describes the specific time series used in the thesis, i.e. The time series of the volume of debt for the Czech Republic, GDP and interest rates. Interest rates and the volume of debt are further broken down by maturity and also by two selected sectors. The last part, Chapter 6, focusing on co-integration analysis, ADL and error correction models, attempts to capture short-term and long-term relationships between the time series.
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Analysis of the development of the prices of real estate
Hamouzová, Michaela ; Arltová, Markéta (advisor) ; Blatná, Dagmar (referee)
The aim of this diploma thesis is to analyze the development of the prices of real estate in the Czech Republic. The thesis is divided into three main parts. The first one deals with the theoretical introduction to valuation of the real estate. Moreover, the thesis presents the current development of the prices of real estate on the Czech market. The last part focuses on co-integration analysis, within which an ADL model is created. This model serves as a base for an error correction model, which describes short-term as well as long-term relations within the time series. The explanatory variables are gross domestic product, consumer price index, the amount of finished apartments, interest rate of mortgage loans, common rate of unemployment, and average gross monthly income. It is the one-equation model which describes the relation among the already mentioned explanatory variables and the HPI index. analysis of the development of the prices of real estate
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