Thesis is aimed at describing the concepts and basic principles in the economy in gross domestic product. Furthermore it deals with the description of time series, their types, characteristics and the basic classification. A decomposition of time series into thein components is indicated. Another part is a basic description of the most commonly used economic filters - Hodrick-Prescott and Baxter-King. The Christiano-Fitzgerald and frequency-selective filter for short length time series have been practically implemented in MATLAB. The rest of the thesis deals with the application of above mentioned filters to data of Czech Republic, European Union, USA and selected EU countries. Moreover, the correlation between spectral components of the data for selected countries is investigated. KEYWORDS
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:219145 |
| Date | January 2011 |
| Creators | Pinkava, Jan |
| Contributors | Poměnková, Jitka, Maršálek, Roman |
| Publisher | Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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