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The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)

Kodera, Jan - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 3-4, pp. 171-173

Persistent link: https://www.econbiz.de/10008549904

Poptávka po penìzích v Èeské republice (M1)

Melecký, Mrtin - In: Czech Journal of Economics and Finance (Finance a uver) 52 (2002) 3, pp. 76-89

Cílem práce je odhadnout a vyšetøit dlouhodobý vztah mezi penìžní zásobou M1, cenovou hladinou, výstupem a alternativními náklady držby penìz a to, zda lze tento vztah - v pøípadì, že existuje - interpretovat ve smyslu dlouhodobé poptávky po penìzích. Práce využívá pøi...

Persistent link: https://www.econbiz.de/10008495683

The relationship of budget deficit and current account balance - panel data analysis

Arlt, Josef; Arltová, Markéta - In: Politická ekonomie 2005 (2005) 6, pp. 747-764

Granger causality test the panel cointegration analysis is needed. The panel cointegration relationships were not found in any …

Persistent link: https://www.econbiz.de/10005036639

Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic

Podpiera, Richard - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 3, pp. 166-181

. The models used include Granger causality, cointegration, and error-correction models. The results demonstrate that the … deviations from the parity. As this error-correction mechanism appears to be rather symmetric, and as the Granger causality tests … suggest different causality patterns for individual stocks, none of the two markets emerges as the dominant one. A variety of …

Persistent link: https://www.econbiz.de/10008495740

Vplyv nemeckého akciového trhu na akciové trhy krajín V4

Árendáša, Peter; Chovancováa, Božena; Pavelka, L'uboš - In: Politická ekonomie : teorie, modelování, aplikace 68 (2020) 5, pp. 554-568

Persistent link: https://www.econbiz.de/10012491637

Financial Crisis Prediction: Specification of Pre-crisis Periods in Turkey, Argentina and Thailand

Hájek, Petr - In: Acta Oeconomica Pragensia 2005 (2005) 1, pp. 57-69

In this article is studied hypothesis, that every period (time interval) before financial crisis is distinguished by co-movement of several variables. The study is based on monthly data (that means no quarterly data, like portfolio investment, were used). This hypothesis, tested with vector...

Persistent link: https://www.econbiz.de/10005036383

Effect of Intraday Information Flow on the Emerging European Stock Markets

Hanousek, Jan; Kočenda, Evžen - In: Politická ekonomie 2010 (2010) 4, pp. 435-457

We analyze effect of intraday information flow in three emerging EU stock markets-the Czech Republic, Hungary, and Poland. We use five-minute intraday data on stock market index returns and 15 types of EU and U.S. macroeconomic announcements during 2004-2007. We measure each announcement as its...

Persistent link: https://www.econbiz.de/10008564638

Identifikace, měření a analýza poruch E-Commerce systémů

Suchánek, Petr; Vymětal, Dominik - 2009

Contemporary economic development in following global markets advancement evokes needs to look for new methods supporting all processes enabling domestic and foreign business activities. Internet and e-commerce systems exploitation is considered to be a standard here. Various modeling techniques...

Persistent link: https://www.econbiz.de/10015218986

Regression Analysis of Foreign Trade in the CR in 1993-1998

Tomšík, Vladimír - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 1, pp. 46-58

This paper presents regression analyses of import and export functions in the Czech Republic from 1993 to 1998. The first part of the article summarizes the standard Keynesian income approach to the balance of payments. This traditional theory is considered alongside the theory of the monetary...

Persistent link: https://www.econbiz.de/10008549835

Odhad parametrù modelù ve stavovém tvaru

Vlèek, Jan - In: Czech Journal of Economics and Finance (Finance a uver) 52 (2002) 5, pp. 275-286

Èlánek struènì shrnuje dosavadní pøístupy k odhadu parametrù a poèáteèních podmínek pro modely ve stavovém tvaru. Ukazuje možnosti využití jednotlivých metod, stejnì jako jejich výhody a nevýhody. Podrobnìji je zde zmiòována metoda maximální vìrohodnosti pro modely ve...

Persistent link: https://www.econbiz.de/10008495697