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Mathematical Methods in Economics
Molnárová, Dominika ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
This Bachelor Thesis concentrates on evaluation and comparison of the situation on individual labour markets in European union using mathematical and statistical models. The thesis primarily focuses on the analysis and development of significant economical indexes, such as unemployment rate, GDP and average income. The thesis also targets on providing the relationship between the selected indexes with correlation analysis and finally sorts the mentioned EU countries into similarity ground using the cluster analysis.
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Statistical analysis and modeling of inflation
Baniar, Matúš ; Zichová, Jitka (advisor) ; Hurt, Jan (referee)
Title: Inflation modeling Author: Matúš Baniar Department: Department of probability and mathematical statistics Supervisor: RNDr. Jitka Zichová Dr., Department of probability and mathematical statistics Abstract: Inflation, the growth of the general price level, is a common economic phenomenon, which is a macroeconomic problem. The thesis deals with the me- thods by which it is possible to model inflation and therefore to understand its de- velopment. In the first case, the correlation and regression analysis, which deal with the relationship of two or more variables and the following selection of the appro- priate mathematical model. The model of linear regression is described also with methods by which we analyze its adequacy. Another described method is the analy- sis of one-dimensional time series, which we apply so called Box-Jenkins methodol- ogy. Both approaches are illustrated on real financial data using the software Wol- fram Mathematica 8. Keywords: inflation, correlation analysis, regression analysis, time series
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Mathematical Methods in Economics
Molnárová, Dominika ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
This Bachelor Thesis concentrates on evaluation and comparison of the situation on individual labour markets in European union using mathematical and statistical models. The thesis primarily focuses on the analysis and development of significant economical indexes, such as unemployment rate, GDP and average income. The thesis also targets on providing the relationship between the selected indexes with correlation analysis and finally sorts the mentioned EU countries into similarity ground using the cluster analysis.
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Statistical analysis and modeling of inflation
Baniar, Matúš ; Zichová, Jitka (advisor) ; Hurt, Jan (referee)
Title: Inflation modeling Author: Matúš Baniar Department: Department of probability and mathematical statistics Supervisor: RNDr. Jitka Zichová Dr., Department of probability and mathematical statistics Abstract: Inflation, the growth of the general price level, is a common economic phenomenon, which is a macroeconomic problem. The thesis deals with the me- thods by which it is possible to model inflation and therefore to understand its de- velopment. In the first case, the correlation and regression analysis, which deal with the relationship of two or more variables and the following selection of the appro- priate mathematical model. The model of linear regression is described also with methods by which we analyze its adequacy. Another described method is the analy- sis of one-dimensional time series, which we apply so called Box-Jenkins methodol- ogy. Both approaches are illustrated on real financial data using the software Wol- fram Mathematica 8. Keywords: inflation, correlation analysis, regression analysis, time series
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Analýza korelácií kurzov národných mien: Sú korelácie v čase stabilné?
Šimonová, Silvia ; Mandel, Martin (advisor) ; Šíma, Ondřej (referee)
This bachelor thesis analyzes correlations of exchange-rates. Its aim of this thesis is to establish and verify the causes of exchange-rate correlations using correlation analysis. The first chapter examines the impact of funadamentals on currency correlation. The second chapter is devoted to the theory of correlation analysis as a statistical method, which detects linear dependencies. The third chapter is devoted to empirical verification of the currency correlations of EUR/CHF, AUD/CAD, NOK/ SEK and BRL/CLP and certain fundamentals. The key finding of this work is that correlation of the exchange rates may reflect the convergence of fundamental values, if taking into account the economic characteristics of the countries and the characteristics of used statistical files.
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