在固定匯率與浮動匯率的傳統理論之下，財政政策與貨幣政策的總體經濟效果已得到 定論。但是傳統理論並沒有加入貨幣可以替代的假設，陳昭南教授首先設立嚴謹的模 型，探討兩國模型下浮動匯率加入通貨可以替代的假設（陳將之命名為自由匯率制度 ）後，其政策效果與傳統理論的差異。但是其缺點為假設貨幣需要函數為Cobb-Dougl as函數型式，通貨之間的替代彈性固定為一，Miles 批評此假設不切實際，替代彈性 不應固定為一，因此本文結合了陳與Miles 的模型，研究自聿匯率制制下，貨幣需要 函數為Ｃ．Ｅ．Ｓ型式的財金政策效果，語明陳的結論，祇是本文的一個特例。 此外，本文亦研究充分就業之下，僅物價可變時的政策效果，最後再研究物價與所得 皆可變時的政策效果。在本文中不論是貨幣的替代關係或物價價之間的替代關係，皆 以Ｃ．Ｅ．Ｓ函數型式貫貫穿全文。

Considerando as micorregiões do Censo Agropecuário de 1995-1996 e dos Censos Demográficos de 1991 e 2000, este trabalho estima, primeiramente, uma função de produção Cobb-Douglas. Para tal, controla-se o efeito dos preços regionais sobre o valor da produção. São levados em conta fatores tradicionais (mão-de-obra, terra, insumos químicos e capital) e o capital humano (nível de escolaridade formal e conhecimento de mercado). A estimativa foi obtida através do método de mínimos quadrados em três estágios – MQ3E. O método se justifica pelo modelo econômico proposto ser um sistema de equações (estima-se também a demanda por capital e o custo relativo da utilização deste fator) e pela forte presença de heteroscedasticia na estimação em mínimos quadrados ordinários – MQO. Em seguida, estima-se a Produtividade Total dos Fatores – PTF por estado, verificando-se a contribuição relativa do capital humano. / Using data from the Agricultural Census of 1995-96 and the Demographic Censuses of 1991 and 2000, this dissertation first estimate a Cobb-Douglas production function. The value of production is calculated in order to control the effect of regional prices. Traditional factors (labor, land, fertilizers and capital) and human capital (years of schooling and market knowledge) are used as explanatory variables in the production function. The economic model is a simultaneous equations system that considers both decisions to produce and maximize profits. Results of the proposed economic model are obtained by using the three-stage least squares (3-SLS) method due to presence of heteroskedasticity. Afterwards, total productivity factor (TFP) is estimated to each of the Brazilian states and the relative contribution of human capital is analyzed.

Diploma thesis acquants reader about decision problems at Střední odborné škola informatika a spojů a Střední odborné učiliště Kolín. Chosen problem are desribed and analysed, but also variants of solution are created, so tehy can be used as an support to decision making for school manager. These problems are about getting new students, usage of unused rooms of dorm and school cafeteria. For creating variant of solutions Cobb-Douglas utility function is used, moreover the thesis teaches reader how to work with it, so a manager of school can use it for his own decision making proces. Diploma thesis was created by request of a principal Ing. Miloš Hölzl as he is awaiting the results.

The purpose of this thesis is to describe selected methods for estimating potential output. In the first part, methods used for the estimation of potential output are described including the discussion of advantages and disadvantages of their application. Subsequently, the potential output from 1996 to 2016 is estimated based on three selected methods using the data of gross domestic product in the Czech Republic. The methods used are Hodrick-Prescott filter, Kalman filter and Cobb-Douglas production function. In the conclusion, results of those three methods are compared with each other and furthermore compared with results published by the Czech National Bank and the Mistry of Finance.

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.

Made available in DSpace on 2016-03-15T19:31:14Z (GMT). No. of bitstreams: 1 Paulo Dutra Costantin.pdf: 1161497 bytes, checksum: 80c40c8fcef9308bff7d9389b7a7a3f0 (MD5) Previous issue date: 2007-11-09 / Instituto Presbiteriano Mackenzie / The current work aims to provide an inquiry into the causes of productivity increase observed in the Brazilian agricultural sector from the 1970s till the early years of the 2000s. Its working hypothesis is that gains in productivity are explained by factors like increased rural credit, research (technology), tractors, fertilizers and pesticides. More specifically, it analyses and estimates the impact of each of the foregoing variables on the trajectory of agriculture productivity increase in the period under study. In order to accomplish these tasks, we built up a database that gathered the relevant information for subsequent parametric (as well as non-parametric) estimation of the above specified explanatory variables. The first stage of the research consists of developing a conceptual analysis of the term productivity that fits well with neoclassical microeconomic theory and allows for a systematic explanation based on items like production function, cost function and technical progress. The second stage scrutinizes the properties of parametric and non-parametric research methods underlying the overall study. The third part specifies the selected techniques in tune with the available information. They refer to Data Envelopment Analysis (DEA), Cobb-Douglas Production Function, Translog Production Function and Model of Error Correction Vector. The DEA model suggests that there has been an improvement of technical efficiency as well as room for technological progress throughout the last three decades. Based on the Cobb Douglas model, we found out that the three main factors explaining productivity gains in the sector are harvest area, credit and investment. The Translog production function suggests neutrality of technical progress relative of factor employment over time and a positive effect on production. Additionally, it suggests that reduction of cultivated area,rural credit, pesticide and increase of employment of limestone (calcario)contributes to technical progress. Finally, the model of vector error correction identified that rural credit and R&D yield positive effects on agricultural productivity. / Esta tese constata que a agricultura brasileira apresentou ganhos de produtividade ao longo das décadas de 1970, 1980, 1990 e nos primeiros anos da década de 2000 em decorrência da utilização de fatores como crédito agrícola, pesquisa, maior número de tratores, fertilizantes, corretivos e defensivos agrícolas. Desse modo, procura-se analisar e mensurar a influência dessas variáveis sobre a produtividade agrícola. Para tanto, foi elaborado um banco de dados contendo as informações que serviram de base para a realização de estimativas paramétricas e não-paramétricas para buscar as evidências do impacto desses fatores sobre o aumento da produtividade agrícola. A primeira etapa do trabalho consistiu em definir o conceito de produtividade, em conformidade com a teoria microeconômica neoclássica, para instrumentalizar a explicação este fenômeno, a partir dos conceitos de função de produção, função custo e progresso técnico. A segunda etapa consistiu na avaliação das propriedades dos métodos paramétricos e não paramétricos a serem utilizados. A etapa seguinte implicou a definição das técnicas a serem empregadas, em função da disponibilidade de informações. Assim, foram selecionadas as seguintes técnicas: o Data Envelopment Analysis (DEA), a Função de Produção Cobb-Douglas, a Função de Produção Translog e o Modelo de Vetor de Correção de Erros. O modelo DEA indicou a existência, ao longo de um período de trinta anos, de melhora tanto da eficiência técnica quanto do progresso tecnológico. O modelo de Cobb-Douglas identificou como principais fatores que contribuíram para o aumento da produtividade neste período a área colhida e os créditos de custeio e investimento. A função de produção Translog identificou que o progresso técnico permaneceu neutro, no tempo, em relação ao emprego de fatores, tendo apresentado efeito positivo sobre a produção. Verificou, ainda, que as reduções da área colhida, do crédito agrícola e do uso de defensivos, assim como o aumento da quantidade empregada de calcário, contribuíram positivamente para o progresso técnico. Por fim, o Modelo de Vetor de Correção de Erros identificou nas variáveis crédito agrícola e pesquisa e desenvolvimento efeitos positivos para o aumento da produtividade agrícola.

The thesis deals with the mathematical modelling of economic processes, particulary production. Basic approach, models and methods of modelling concerning the mentioned area are described. Further, specific characterizations are investigated. Application of selected methods to typical examples is presented. In the final part models on concrete data are constructed.