Zpět na vyhledávání

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 …more
Abstract:
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
 

Keywords

predikcie AR model VAR model BVAR model rekurzívny odhad viacrozmerné predikčné kritéria predicition recursive estimation multidimensional prediction criterions
 
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

Cite this text

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 fakulta
Složka Reference to the local database directory of the institution

Masaryk University

Faculty of Economics and Administration

Master programme / field:
Quantitative Methods in Economy / Mathematical and Statistical Methods in Economics

Theses on a related topic

List of theses with an identical keyword.