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Rapid changes in relative helium abundance in solar wind are often attributed to the flux tube crossings - thus between solar wind streams coming from different parts of the solar corona. Recent studies however show, that the changes in relative helium abundance are not always correlated with changes in other parameters and therefore the relative helium abundance could be changed even during the propagation of solar wind inside a flux tube. The topic of this thesis is an analysis of rapid changes of solar wind parameters and their mutual connection. Using a multipoint (we use data from the SPEKTR-R, WIND and the THEMIS spacecraft) case study of interplanetary shocks, we show that a possible explanation of those changes could be a magnetosonic instability excited by the differential flow between helium and proton populations.

Title: Effect of core training on anterior shoulder instability on semiprofessional rugby players. The concept of the problem: With Rugby Union football being a contact-collision sport there is a high risk of injury incidence, especially for the upper extremities. The anterior shoulder dislocation carries the highest incidence and severity and may frequently lead to an anterior shoulder instability and is therefore a risk factor for decreasing sporting performance. Working with anterior shoulder instability on a complex basis, there are many possibilities to influence this problem and on of them is incorporating a "core-training" program into functional training patterns. In sports, the core provides a foundation upon which muscles of the extremties and their coordination rely. Objectives: To evaluate the incidence of anterior shoulder instability on semiprofessional rugby players and, subsequently, to attest the effectivity of the "core-training" exercise program on anterior shoulder instability of these athletes, on explosive power of the upper extremities and the performance of "medvěd"- an examination of the "Integrated Stabilizing System of the Spine" (HSSP) from Kolář. Methods: The theoretical part follows up the given issue as a research and theoretical overview of the current findings based...

This dissertation thesis is focused on the empirical analysis of monetary and fiscal policy using nonlinear models. In the first part, I examine the evolution of monetary policy rules in a group of inflation targeting countries. I apply a moment-based estimator in a time-varying parameter model with endogenous regressors. The main findings are twofold. First, with adoption of inflation targeting, coefficients in the monetary policy rules changed rather gradually. Second, the response of interest rates to inflation is particularly strong during periods when central bankers want to break a record of high inflation. Contrary to common view, the response of interest rates to inflation becomes less aggressive after the adoption of inflation targeting, suggesting a positive anchoring effect of this regime on inflation expectations. The second part discusses whether and how the selected central banks responded to episodes of financial stress over the last three decades. The time-varying monetary policy rule is extended for an indicator of financial stress, in order to show the departures of policy rules under financial instability. The findings suggest that central banks often decrease policy rates in the face of high financial stress. However, the size of the policy response varies substantially over time as well...

The purpose of this thesis is to construct an endogenous macroeconomic model explaining the cause of financial cycles and systemic instability based on the financial instability hypothesis (FIH) published by Hyman Minsky (1982). FIH maintains that capitalist financial systems have an inherent disposition to fi- nancial instability because periods of economic prosperity encourage borrowers and lenders to be increasingly reckless which in turn lead to the formation of financial bubbles. The problem is approached by employing an adaptive ex- pectations model based on stylized facts from Kaldor's and Kalecki's models with addition of behavioral equations implemented in an attempt to simulate market expectations. JEL Classification E02, E11, E32 Keywords Instability, Macromodel, Cycles Author's e-mail ales.z@hotmail.com Supervisor's e-mail jaromir.baxa@fsv.cuni.cz

This work deals with experimental analysis of fluid film instability in rotor bearing systems stored in hydrodynamic plain bearings with focus on bearing surface modification. The experiments were performed on a journal bearing dynamics simulator. The aim was to determine the influence of individual operating parameters on the occurrence and course of turbulence instability. The emphasis here was on the effect of surface micro textures. The work also included the preparation of textured samples. Experiments were divided into experiments monitoring the influence of temperature, pressure, bearing geometry and surface modification. The output of the individual experiments were the values of the threshold speed of formation and termination of instability or the magnitude of the amplitude depending on the above described parameters. These values were plotted in graphs. This data was then confronted with previously published articles. The results showed that instabilityin rotor systems is very sensitive to temperature, pressure and bearing geometry changes. The fundamental influence on the unstable behavior of the rotor system has been demonstrated by the use of textured surfaces, where the threshold speed was significantly shifted to a higher speed range compared to the non-textured bearing.

The influence of the strain rate and heat treatment on the occurrence of plastic instabilities in extruded AlSi1MgMn (6082) and cold rolled AlMg4.5Mn0.4 (5182) alloys was studied. The samples were uniaxially loaded at various strain rates and at room temperature (RT). The results are discussed using concurrent acoustic emission (AE) monitoring during mechanical testing and the AE parameters are correlated to the microstructure and to the stress-time curves. All samples exhibited the Portevin-Le Châtelier (PLC) effect of different types, dependently on the heat treatment and the applied strain rate. The occurrence of the PLC effect is manifested by burst AE signals with high amplitudes. Statistical analysis of the AE signals has shown the power-law probability distribution.

The diploma thesis analyses the influence of money on the economic instability by the view of Post Keynesian economic theory. The paper answers the question, what creates the economic instability and if it's possible to eliminate or least reduce the instability. The money is here always seen as credit, which is made by institutions on the financial market. We need trust to create money. However the confidence is based on long-term expectations, which are not rational. The result of the analysis is that the trust growth in economy leads to growth of creation of money, whereby more money based on irrational, by psychology influenced expectations, is made. The economy becomes less stable, because there is more money in it, than people will have in the future to pay for its extinction. As the irrational expectation is an exogenous variable, which basically cannot be influenced, the economic instability is ineliminable and therefore allied to economy. We can only reduce instability by focusing on limiting factors in the creation of money, or on areas, where the irrational action can vent itself. Into consideration comes regulation of the financial institutions size, or regulation of international capital flow.

The diploma thesis deals with financial stability and its indications. In the theoretical part is firstly described the evolution of theory of money in order to clarify the role of money in financial stability. After that the financial instability is defined according to the authors Borio and Lowe (2002) as a rapid credit expansion combined with strong growth in asset prices. The mutual relationship of credit and asset prices is examined, especially how the credit creation of money can contribute to the creation of asset price bubbles. Empirical part analyses the possibility to use volumes of credit and asset prices to indicate financial instability. The empirical analysis is performed on the time series of the volume of credit, residential property prices and stock indices for the USA and the Eurozone. At first the tightness of relationship of credit and asset prices is examined by the rolling correlations and it is followed by testing Granger exogeneity to reveal causal links. Based on the results of the empirical analysis the recommendation for monetary authorities is made regarding the indication of financial instability.

In the thesis we focus on involving Agent-based models in modeling financial markets. In Agent-based models of economical systems, often called Agent-based computational economics (ACE), market price is established by actions and interactions of autonomous agents using heuristics or simple decision-making rules. This approach to modeling of financial markets provide us with better understanding of establishing market price then aggregate economical models which focuses exclusively on societally "optimal" equilibria assuming that they are achieved by informed and rational behavior of people. The thesis consists of two main parts. The first one, theoretical, is an introduction to agent based modeling, bounded rationality and social network Our concern in the second part of the thesis is a model of volatility on financial markets. This model is interesting example of agent based approach to creating economical models. However it contains some non-realistic assumption from which the most controversial is the space where agents interacts -- two dimensional lattice. In this part of the work the model is converted from two dimensional lattice to the networks which better corresponds to real social networks but we also experiment with another extension of the agent's decision-making function. The intended outcome of the work is verifying the quality of the model, to learn the effect of our model extensions on price volatility, overview of attributes of the particular networks and discussion whether such models could provide some valuable information to the economist which are interested in financial markets.