Bc. Peter Poliak
Master's thesis
Modely a metody ekonomického prognózování
Models and methods of economic forecasting
Abstract:
The proposed thesis deals with the issue of economic predictions in terms of time series. It refers to examination of AR,VAR and BVAR models in the first place. The minor part is dedicated to sample of working with time series and application of procedures used during work with such type of data as well. The essence of the thesis lies in issue of recursive predictions and assessment of models on the …moreAbstract:
Predkladaná práca sa zaoberá problematikou ekonomických predikcií a to z pohľadu časových radov. Venuje sa skúmaniu prevažne AR, VAR a BVAR modelov. Menšia časť je venovaná aj ukážke práce s časovými radami a aplikácii postupov používanych pri práci s takýmto typom dát. Ťažisko práce spočíva v problematike rekurzívnych predikcií a hodnoteniu modelov na základe viacrozmerných predikčných kritérii. V …more
Language used: Slovak
Date on which the thesis was submitted / produced: 11. 7. 2011
Identifier:
https://is.muni.cz/th/jhnuy/
Thesis defence
- Date of defence: 23. 1. 2012
- Supervisor: Ing. Daniel Němec, Ph.D.
- Reader: Ing. Jan Čapek, Ph.D.
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Quantitative Methods in Economy / Mathematical and Statistical Methods in Economics
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