Kurzová politika v ČR
Loading...
Downloads
3
Date issued
Authors
Kubálek, Tomáš
Journal Title
Journal ISSN
Volume Title
Publisher
Vysoká škola báňská - Technická univerzita Ostrava
Location
Signature
Abstract
The subject of this thesis is regression Exchange rate policy in the Czech Republic. In this thesis, the regression analysis investigated the relationship between the change in exchange rate and GDP growth and then between inflation rate for the period of 2000 - 2013 by regression analysis. Except regression analysis the was done a basic econometric verification, investigation of autocorrelation and heteroscedasticity in the model. Autocorrelation and heteroscedasticity of residuals is presented grafically and its mitigation attempt is made by introduction of delayed variables to the model.
Description
Import 05/08/2014
Subject(s)
Regression analysis, Heteroscedasticity, Autocorrelation, Inflation, Gross domestic product, Exchange rates