ŠIRŮČEK, M. The effect of money supply on stock markets. Mendel university in Brno, 2013, 142 p. Disertation thesis. This disertation thesis "The effect of money supply on stock markets" attend to the impact of money supply changes on stock indexes in years 1967 - 2011. The selected markets are US and Japanese market, which are represented by the Dow Jones Industrial Average index and Nikkei 225 index. Nominal money supply is represented by the broader monetary base M2 and in the case of US analysis extra with the monetary base MZM. The thesis is focused on the impact of money supply on selected stock markets in separate time series with the goal set if exist diferences in the impact and sence of nominal money supply on stock indexes or no. The empirical analysis is further fucused on the existence of price bubbles on stock markets. The main goal in this part is set if the nominal money supply is factor which cause the evolution of stock bubbles. With the help of domestic and foreign literature are provided epirical analysis with standard methodology steps, their results are in the conclusions confront with relevant publication. The results of this thesis enable to discuss if the nominal supply is really important for the stock market investors and their investment decisions. That is meaning if the money supply really detrmine the stock prices. The thesis detect other solution's ways of this problems, whose results can be compare with the results of this thesis.

This diploma thesis focuses on the relationship between stock index and exchange rate in the Czech republic. The theoretical part describes Prague stock index, exchange rate and its regimes, as well as theoretical knowledge and practical studies of this relationship by another authors. In practical part of diploma thesis, relationship between exchange rate and stock index is tested with Granger causality. At the end of this paper, results of this diploma thesis are compared with results of authors, who focused on same topic.

This thesis aims to identify the links between economic developments and move-ments in US stock markets. The period from Q1 2001 to Q3 2016 inclusive was chosen for an analysis of the relationship between trends in GDP time series and the S&P 500 index. A correlation analysis was carried out on the time series ex-amined, while the Granger causality test was used to determine the causal rela-tionship between them.

Diploma thesis studies the relationship between selected commodities and stock indexes. In the theoretical part of the thesis, there are described important stock indexes, their sector structure and the countries represented in each index. There is a detailed description of the analysed commodities, which are gold, crude oil and cocoa. The theoretical part focuses also on the historical development of prices of these commodities, important events with an impact on the development of prices, and factors influencing prices of commodities. There is also characterised the supply and demand for these commodities. Practical part of the thesis analyses the correlation between stock indexes and commodities and furthermore tests the relationship between stock markets and commodities with the statistical method of VAR model and Granger causality.

This diploma thesis evaluates the impact of selected factors on economic growth in Serbia. The existence of the relationship between economic growth and chosen macroeconomic indicators is tested with the use of cointegration test, Vector Error Correction model (VECM) and Granger causality test during the period 2007-2017. When it comes to long-run dynamics, results show positive impact of inflation, while the exports have negative influence. In the short-run, positive effect is observed by inflation and exports and negative by FDI. No effect of government expenditures is revealed in both short-run and long-run.

The aim of this thesis is to verify the predictive ability of selected economic and financial leading indicators of future economic development in the Czech Republic. Economic development is expressed through GDP. The literary part deal with GDP and an alternative indicator of economic development. The literary section also presents a cross-section of empirical studies by various authors dedicated to leading indicators. The empirical part is focused on the relationship between GDP and leading indicators in terms of its existence, strength and direction. Correlation analysis is used to reveal the relationship and strength. Multi-dimensional time series analysis in the form of VAR models is used to reveal the direction, followed by Granger causality.

The output of the National economy of the Czech Republic is conditioned by a sum of important factors. There are sectors, which increased power during the last two decades, mainly due to expansion of modern technologies and knowledge workers. One of this is Construction. Construction is specific to its position in the economy and in particular is characterized by the greatest seasonality ever. However, this is not a problem for statistical analysis, rather a benefit. Modern approaches allow us to analyze seasonal fluctuations. From selected data we are able to construct evolutionary forecasts. The work will be performed for the most important indicators in the Czech Construction. The outcome of the paper will be conditional forecasts of these indicators. It will also make analyze of the relationship between these indicators and other variables that might affected it. The work is practical application of stochastic modeling approach by Box and Jenkins, augmented by more modern approaches, such as verification of Granger causality and co-integration and testing of seasonal unit roots by Hylleberg et al.

The aim of the thesis is to examine the relationship between the course of the business cycle and the cycle of the Hollywood film industry. In the introductory section are raised theoretical approaches to the economic cycle, which seeks to clarify the causes of decline of economic activity, and compares the different recommendations. The next section is devoted to clarify the specifics of the film industry and provides a better understanding of non-transparent processes within the industry. The analytical part tests the causal relationship between the economic situation of the individual and the Hollywood studios, based on a sample of 90 observations using the Granger causality test and VAR model. Prior to empirical testing is provided a comprehensive analysis of the industry cycles from the inception to the present and is compared to the economic activity of the country. Finally, the confirmation or refutation of dependence and the result is compared with economic theory.

This thesis examines the nature of money in the monetary union and the small open economy. The first part describes the different theories that deal nature of money in economy. Thoroughly discussed here post-Keynesian approach from which is the assumption of endogeneity of money primary based. The empirical part of the thesis is based on the individual theoretical approaches, where are defined the default causal relationship between selected variables. These relationships are tested on real quarterly data in Euro area in the period 1998-2013 and in the Czech Republic in the period 2002-2013. Analysis of collected data was performed by using vector autoregression models, namely Granger Causality. Causal relationships are detected between loans, GDP, money supply and monetary base. From obtained results were made recommendations for monetary policy makers in the Czech Republic and Euro area.

The diploma thesis focuses on the relationship between stock market indexes and real gross domestic product (economy output). There is valuated the research question: Are stock market indexes able to predict real gross domestic product development? In this thesis the correlation analysis methods and Granger causality tests are used. The diploma thesis includes literature overview and results of related empirical studies. This empirical study analyses historical data of stock market indixes nad GDP from Czech republic, Germany, Japan, Poland, the United Kingdom, the United States of America, Eurozone and European Union.