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Analýza vývoje dluhu v České republice / Analysis of debt development in the Czech Republic

The aim of this diploma thesis is to analyze the development of the total volume of debt in the Czech Republic and the analysis separately for the household sector and non-financial corporations. From economic theoretical assumptions it can be concluded that there is a correlation between the amount of loans and GDP development or between credit and economic cycle. The thesis is divided into three parts. The first part made up of chapters 1 to 4, describes the theory used further in the text. The second part, Chapter 5, describes the specific time series used in the thesis, i.e. The time series of the volume of debt for the Czech Republic, GDP and interest rates. Interest rates and the volume of debt are further broken down by maturity and also by two selected sectors. The last part, Chapter 6, focusing on co-integration analysis, ADL and error correction models, attempts to capture short-term and long-term relationships between the time series.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:359247
Date January 2017
CreatorsKrýslová, Petra
ContributorsBašta, Milan, Helman, Karel
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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