Java applets are developed to assist in the learning of basic structural analysis concepts. In order for these programs to be easily available over the Internet, they are written in the object-oriented Java programming language. The Java programs known as applets are embedded in HTML documents. The HTML documents, part of a series of instructional units, present the topics demonstrated by the applets. The applets include truss and frame determinacy applets; a three-hinged arch bridge applet; determinate and indeterminate truss analysis applets; determinate and indeterminate frame analysis applets and an influence line analysis applet. These programs are available to any student or instructor with Internet access. The applets provide good examples of the application of object-oriented programming and the development of software for a graphical user interface. They also serve as excellent tools that facilitate the understanding of structural engineering concepts utilizing a medium that allows independent learning at an individual pace. / Master of Science

Econometric Analysis of Financial Data Author: Matúš Baniar Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Jitka Zichová, Dr. Abstract: In some occasions, financial data can be represented as a combination of cross-sectional and time-series information. Hence it could be convenient to consider a system of econometric equations for modeling such data sets. At the beginning of this thesis, we describe general definitions and we talk about different types of variables from the perspective of exogeneity. Later, we describe some specific cases of these equations: SUR system, simultaneous equation models and the model of vector autoregression. For selected models, we also discuss estimation methods and their properties. In the final section, the described approach is applied to real financial data making use of appropriate software. Keywords: exogeneity, SUR system, simultaneous equations, VAR

Title: Numerical study on simultanious equations Author: Vojtěch Šaroch Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Petr Lachout, CSc. Abstract: In this thesis we deal with the simultaneous equation model. In the first chapter we introduce theoretical aspect of this problem, especially estimation procedures and their properties. We mention issues of an identification and an inconsistency of OLS-estimates for simultaneous modeling. In th second chapter we introduce theory of estimation, especially we will focus on the interval estimation and precision. We mention empirical approach too. In the third chapter we perform a numerical study on the simple macroeconomic model of generated dates. We are interested in properties of interval estimations of parameters, the convergence rate, difference between the empirical and theoretical extimation etc. Keywords: simultaneous equations model, interval estimation, empirical estimation 1

Title: Numerical study on simultanious equations Author: Vojtěch Šaroch Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Petr Lachout, CSc. Abstract: In this thesis we deal with simultaneous equation model. In first chapter we introduce to theoretical aspect of this problem, especially estimation procedures and their properties. We mention issues of identification and an inconsistency of OLS-estimates for the simultaneous modeling. In second chapter we introduce theory of estimation, especially we will focus on interval estimation and precision. We mention empirical approach too. In the third chapter we perform a numerical study on simple macroeconomic model on generated dates. We are interested in properties interval estimations of parameters, the convergence rate, difference between empirical and theoretical extimation etc. Keywords: simultaneous equations model, interval estimation, empirical estimation 1

Despite the lack of robust empirical evidence, a growing number of media reports attempt to link climate change to the ongoing violent conflicts in Syria and other parts of the world, as well as to the migration crisis in Europe. Exploiting bilateral data on asylum seeking applications for 157 countries over the period 2006-2015, we assess the determinants of refugee flows using a gravity model which accounts for endogenous selection in order to examine the causal link between climate, conflict and forced migration. Our results indicate that climatic conditions, by affecting drought severity and the likelihood of armed conflict, played a significant role as an explanatory factor for asylum seeking in the period 2011-2015. The effect of climate on conflict occurrence is particularly relevant for countries in Western Asia in the period 2010-2012 during when many countries were undergoing political transformation. This finding suggests that the impact of climate on conflict and asylum seeking flows is limited to specific time period and contexts.

This thesis investigates the relationship between mode choice and the complexity of trip chaining patterns. An understanding of the causality between these two choice behaviors may aid in the development of tour-based travel demand modeling systems that attempt to incorporate models of trip chaining and mode choice. The relationship between these two aspects of travel behavior is represented in this thesis by considering three different causal structures: one structure in which the trip chaining pattern is determined first and influences mode choice, another structure in which mode choice is determined first and influences the complexity of the trip chaining pattern, and a third structure in which neither is predetermined but both are determined simultaneously. The first two structures are estimated within a recursive bivariate probit modeling framework that accommodates error covariance. The simultaneous logit model is estimated for the third structure that allows a bidirectional simultaneous causality. The analysis and model estimation are performed separately for work tour and non-work tour samples drawn from the 2000 Swiss Microcensus travel survey. Model estimation results show that the causal structure in which trip chaining precedes mode choice performs best for the non-work tour sample. For the work-tour sample, the findings were less conclusive because two causal structures, one in which trip chaining affects mode choice and the other in which both are determined simultaneously, gave virtually identical goodness-of-fit measures. But the structure in which mode choice precedes trip chaining pattern choice gave significantly inferior goodness-of-fit measures for the work tour sample. These findings should be reflected in the development of activity-based and tour-based modeling systems.

The significant restructuring of international capital flows to developing countries – in particular to Latin American countries – observed in the last quarter century has generated significant research in the area to examine its potential impact on development efforts. The resurgence of foreign direct investment (FDI) and the increasing significance of remittances, both as shares of gross domestic product (GDP), have made these types of capital flows the most analyzed. Despite the large fraction of empirical studies that find a positive and significant relationship between FDI and economic growth, an important fact that has been so far overlooked in the literature is its impact on standards of living in host countries. This dissertation first establishes the strong complementary connection between FDI and economic growth in Latin America, measured by increases in GDP per capita growth rates, to then examine additional channels through which it could affect the welfare of the region. I first show that FDI has a positive effect on central government tax revenues, which is mainly channeled through its effect on taxes on goods and services. I then show that FDI has a positive and significant effect on the employment rates in these host countries, with female employment rate getting the largest impact – relative to males. Remittances are another capital flow that plays a large and important role in certain economies, exceeding 10% of GDP in some countries. The impact of remittances on the main macroeconomic measures of a small open economy is analyzed in the last section using a stochastic limited participation model with cash in advance constraints and costly adjustment of cash holdings. After verifying that the model responds adequately to standard shocks, a remittances shock is introduced to examine the dynamic response of the representative economy. The results show that a positive remittances shock forces the exchange rate to depreciate and lowers both output and consumption in the period of the shock. The positive shock lowers utility during the shock but raises it from the following period onwards, improving discounted utility after 10 years when remittances are 10% of GDP and there are no adjustment costs.

The final implementation of Mandatory Country-of-Origin Labeling has caused some U.S. packing plants and finishing operations to discontinue using Canadian live hogs and feeder pigs in their operations thereby reducing trade. Using a system of simultaneous equations representing U.S. import demand and U.S. price, this thesis estimates the reduction in trade and any possible price effects in both live hogs and feeder pigs associated with the implementation of the final rule of Mandatory Country of Origin Labeling in the United States. It was found that the implementation of Mandatory Country of Origin Labeling reduced the trade of live hogs between the United States and Canada by 37.8 percent. The reduction in feeder pigs was 24.1 percent. It was also found that the implementation of Mandatory Country of Origin Labeling had no effect on the price of both live hogs and feeder pigs in the U.S. market.

A simultaneous demand and supply model for the U.S. ski/wakeboard boat market is estimated by three-stage least squares and iterated three-stage least squares methods using publicly available data. The model is used to test if, and to what extent, certain factors impact the annual quantity of new ski/wakeboard boats demanded and supplied. Statistical analysis suggests that the model does a good job of explaining the annual quantity of new ski/wakeboard boats demanded and supplied. The findings are most immediately beneficial to manufacturers and dealers. Dealers can use the results to better forecast demand which in turn will lead to more efficient production planning for manufacturers.

The thesis is composed of three main parts. The first part is theoretical and I deal here with economic relationships between macroeconomic magnitudes. Second part dedicated to the econometric theory of prognosis follows, in which I deal with different types of prognoses and prediction methods used at present. In the third, practical, part my intended aim is to create the best possible models of relations between fundamental macroeconomic magnitudes, using real Czech economy data, and to make simulation predictions of these magnitudes based on acquired models while utilising scenario analysis. First, I deal with choice of MSE and VAR models. Then follows the estimate of particular models and validation of prognostic capabilities of particular models for static and dynamic simulation. I conclude with elaboration of macroeconomic magnitudes prognosis while using scenario analysis.