On the background of current global mortgage crisis the article discusses the housing market theory and particularly the methods and indicators used for the evaluation of long-term sustainability of house price trends. The authors provide the time series of such indicators for selected OECD...

The interconnections within food, biofuel and fossil fuel markets are first described in the context of biofuels technologies and economic policy framework. Consequently, the econometric analysis consisting of Johansen cointegration, error correction model, vector autoregression and Granger...

In the study submitted, selected methods of financial time-series analysis are applied to daily returns of the most liquid stocks at Czech capital market. In most cases, symmetric GARCH(1,1) models are quite satisfactory. Further, ARFIMA models enabling to catch "long memory" of underlying...