Relationships between insurance variables representing the cash flows of the Czech insurance market can be effectively modeled using a dynamic system of linear simultaneous equations. The source of the underlying data to build such a model can be publicly available annual reports of the Czech Insurance Association. The resulting model can find its use mainly to predict the future development of financial flows based on historical observations and analysis of possible scenarios. It is this analysis of potential projections and their consequences which provides insight into how e.g. a future decrease of new insurance policies would affect the expected amount of claims costs and the volume of written premiums.

Tato diplomová práce zkoumá možnost zajištění pohledávek nejisté velikosti jedné české strojírenské firmy proti kurzovému riziku pomocí finančních derivátů. K odhadu hodnoty nejistých pohledávek jsou použity ekonometrické techniky, jejichž postupy jsou v práci popsány, stejně tak jako základní vlastnosti finančních derivátů.

Práce je rozdělena na 2 části, kde první část se zabývá popisem metodických postupů při sestavování ekonometrických modelů. V této části je také charakterizována daná komoditní vertikála. V druhé části jsou použity zvolené statistické a ekonometrické metody, které jsou pak následně vyhodnoceny. Pomocí těchto metod je určena síla vztahů mezi vybranými ekonomickými ukazateli v komoditní vertikále. Poté jsou jednotlivé modely zhodnoceny k prognóze budoucího vývoje.

No description available.

No description available.

The thesis deals with identifying and quantifying the factors affecting the export of agricultural commodities to the neighboring states of the Czech Republic from 1993 to 2013. The theoretical part is described in detail international trade theory and econometric analysis. In the practical part they are declared elected variables and with the help of the econometric analysis using software Gretl are assessed different models for neighboring States, the Czech Republic and subsequently economic, statistical and econometric verified. Subsequently, these models are evaluated in terms of usability and the individual variables is described by their strength influence on exports of agricultural commodities to neighboring countries.

Monetary and fiscally policy together form the main pillar of state policy, which allows responsible institutions to stimulate or damp the development of national economy. Crucial role of these operations should be research of impacts on the sectors of industry, the business entities, respectively. We can expect that stimulation, e.g. in the form of increased government spending or lower interest rate of the central bank, will have different responses across a range of branches. If mathematical model of alternative historical development of the economy is composed with simulations for selected industries, we can analyze how each branch is affected. If significant differences in response of macroeconomic stimulations are found, it is necessary to proceed to an analytical examination of the causal factors that could stand in the background probably. It appears appropriate to apply financial analysis and on its basis it is possible to evaluate the structure of assets, financing, attainment of profits and other factors, whose characteristics is a strong explanatory power of the composition and function of the analyzed branch in the economy as a whole.

This thesis deals with a real application of econometric methods to the analysis of electric energy consumption in a significant Czech brewery. The main objective is to construct a model predicting the electric energy consumption in the production process in the next week based on various data measured in the last 2 years. Results will be used in the costs management of the company.

The main goal this master thesis is the identification of key factors influencing the performance and production of Czech agriculture. The work contains into three parts. First part summarizes theoretically background concepts for construction models with looking historical contexts. The second part builds a data base for another work. The third part of the thesis is computational, formulates specific numerical models of possible answer. This part contains a discussion of the results and definitions of possible limits.

The goal of the thesis „Econometric model of flat prices in Brno“ is to create econometric model based on data from housing market. The theoretical part of the thesis defines variables, and use descriptive statistics. The practical part of the thesis deals with creation econometric model and interactive calculator.