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Časově-frekvenční analýza hrubého domácího produktu ČR / Time-frequency analysis of Czech republic gross domestic product

The aim of this master's thesis is to get familier with problematic and concepts of econometrics (GDP, investment, usage and others). We see into used data mainly their characters and expectations and we discuss possibilities of frequention and time-frequention analysis of these data by Fourier and Wavelet transform. Data of quarter development of gross domestic product in Czech Republic, EU and USA will be analysed by the help of programm MATLAB. Data will be filtered by three ekonomic filters: Hodrick-Prescott, Baxter-King and Christiano-Fitzgerald filters. The aim is to find cyclic elements in developments of GDPs and to suggest an optimal type of analysis.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:219095
Date January 2011
CreatorsTráge, David
ContributorsPoměnková, Jitka, Maršálek, Roman
PublisherVysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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