PhDr. František Čech Ph.D.
Applied Financial Econometrics - multivariate volatility modelling Applied Financial Econometrics - volatility modelling Currently supervising 2 master thesis: Šimon Procházka: Application of the Realized Semivariances within Realized GARCH framework Zhang Haiying: The empirical research of cross listed stocks: The case of AH shares
PhDr. Kamila Fialová
Viz bakalářská témata + vyšší nároky na zpracování.
PhDr. Ondřej Filip
Selected topics in modeling of biofuel markets
PhDr. Tereza Fišerová
Bank performance Foreign ownership of banks Impact of regulatory measures on banks
doc. Ing. Vladislav Flek CSc.
Aktivní politika zaměstnanosti (Active Labour Market Policy) Dlouhodobá nezaměstnanost v ČR a mezinárodní srovnání (Long-term Unemployment in the Czech Republic and International Comparison) Mzdová diferenciace v ČR (Wage Differentiation in the Czech Republic) Systém kolektivního vyjenávání o mzdách v ČR (Wage Bargaining System in the Czech Republic)
Mgr. Václav Franče M.A.
Forecasting, monetary and fiscal policy, and related topics.
Mgr. Milan Frydrych
Topics related to economic growth, especially empirical applications are welcome.
PhDr. Petr Gapko Ph.D.
- Risk Measurement Methodologies - Stock processes and applications - Option Valuation - Bank Performance - Distribution Analysis
Mgr. Barbara Pertold-Gebická M.A., Ph.D.
Students interested in writing an empirical thesis are invited to contact me by e-mail in order to discuss specific topics. Below I present some general inspirations: (1) Applied topics using econometric analysis - analysis of crime level/ happiness/ public spendings (e.g. measuring the local effects of amnesty) etc. - estimation of demand elasticity - influence of institutions on country performance - etc. (2) Labor economics -Measuring and explaining the extent of occupation gender segregation -Experimental investigation of discrimination of mothers in the labor market - studies using the European Union Labour Force Survey microdata or the Structure of Earnings and Living Conditions microdata (analyzing unemployment duration, occupational sorting, marriage patterns, fertility, happiness, political preferences etc.) - discrimination in the labor market (gender/racial) - regional differences in employment structure (are there typically "female" regions? are there typically "uneducated" regions?) - influence of labor market institutions (e.g. minimum wage settings, employment protection legislation) on unemployment - etc. (4) Economics of education - modeling educational choices of Czech youth - analyzing cross-country differences in educational attainment - etc. (3) Family economics - Estimation of the optimal length of maternity leave - Experimental investigation of discrimination of mothers in the labor market - female employment across European countries - does institutional setup matter? - division of work within families - etc.
doc. PhDr. Adam Geršl Ph.D.
Explaining credit developments in emerging markets Sustainable credit levels in emerging markets FX lending and credit cycle Cross-border bank lending to emerging markets: do banks arbitrage away national prudential policies? Has banking supervision and regulation become better after the global financial crisis? Assessing the soundness of banking systems Macroprudential policy, its instruments and their calibration Communication of stress test results by central banks Communication of macroprudential policy Macroprudential policymaking: an institutional view Optimal macroprudential policy in a currency union Exploring the link between credit risk and loan-to-value/debt-service-to-income ratios Early warning systems for emerging markets
Mgr. Dritan Gjika
Volatility modeling and forecasting
PhDr. Ondřej Glazar
Economy of migration, Future EU enlargement Migration and the Global Recession Managing Temporary Migration
Mgr. Jakub Gleta
Topics in regulatory issues, RIA, banking.
doc. PhDr. Martin Gregor Ph.D.
The details are available in the Study Information System (SIS).
PhDr. Lenka Šťastná Ph.D.
Topics from following fields are welcome: Efficiency analysis (DEA, SFA, FDH) Local public finance Spatial economics
Mgr. Ladislav Habiňák
Any topics related to Data Science are welcome.
PhDr. Jan Hájek Ph.D.
Topics in Monetary Economics and Financial Stability (subject to agreement), here are some examples: 1) What is driving the real exchange rate? 2) What is driving the credit cycle? 3) Financial vs business cycles across EU
Mgr. Petr Hanzlík
I welcome any topic regarding banking, role of the financial system in the economy, banking and financial regulation, central banks and their policies, monetary policy or financial stability.
Mgr. Václav Hausenblas
Risks stemming from financial interconnectedness - measurement and assesment Instruments of macroprudential policy - an impact assesment analysis Student is supposed to select one or multiple instruments with a specific objective, describe the reasoning behind the tool and its trasnmission mechanism, discuss and/or estimate its impact and side effects. Liquidity of the Czech government bond market
doc. PhDr. Tomáš Havránek Ph.D.
Please write your thesis in English and use LaTeX. For current topics see the Student Information System, but I also welcome your own topics in meta-analysis (especially publication bias), international economics (trade and FDI), monetary economics (transmission of monetary policy shocks), and energy economics (demand for energy and issues related to social cost of carbon). Send me your grade point average from bachelor and master studies.
If you are interested in meta-analysis, please first look at my papers on the topic:
- Havranek Tomas & Zuzana Irsova (2017), "Do Borders Really Slash Trade? A Meta-Analysis." IMF Economic Review 65(2), 365-396.
- Havranek Tomas & Anna Sokolova (2019), "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 144 Studies Say 'Probably Not'." Review of Economic Dynamics, forthcoming.
- Havranek Tomas, Marek Rusnak, & Anna Sokolova (2017), "Habit Formation in Consumption: A Meta-Analysis." European Economic Review 95(1), 142-167.
PhDr. Arshad Hayat MA. MSc.
– Topics on FDI, Economic Growth, Natural resources and economic growth; Endogenous growth model; Gravity model of international trade
PhDr. Hana Hejlová
Topics on determinants and dynamics of house prices
prof. RNDr. Jiří Hlaváček CSc.
Mikroekonomie altruismu Ekonomická racionalita donátora Morální hazard a nepříznivý výběr
PhDr. Michal Hlaváček Ph.D.
Determinanty růstu cen rezidenčních nemovitostí v zemích CEEC; ekonometrické modelování (více možných sub témat- role deregulace, income effect, provázanost s růstem úvěrů na bydlení....) Vyhodnocení úspěšnosti inflačního cílení v ČR Inflační cílení coby nástroj disinflace (mezinárodní studie) Dopady vývoje kurzu do hospodářských výsledků nefinančích podniků Odhady fiskálních multiplikátorů +jakékoli téma po domluvě
Ing. Monika Hollmannová
Právní úprava a metodika účtování cenných papírů ECONOMIC COMMUNITIES Equal Opportunities for Men ned Women (Equal pay for equal work of the same effort)
doc. Mgr. Tomáš Holub Ph.D.
prof. Roman Horváth Ph.D.
Empirical investigations in the following broadly defined areas are welcomed. 1) Central banking 2) Financial stability 3) Financial development 4) Natural resource curse 5) Wealth inequality More specific suggestions I am willing to supervise are listed below: What determines financial inclusion around the globe? Does financial development promote growth only in countries with high quality institutions? Can macroprudential policies curb house price booms? International evidence Financial development and wealth inequality: Panel data evidence Natural catastrophes and access to finance
Mgr. Martin Hrdý
Early Warning Systems in the Insurance industry
Mgr. Martin Hronec
I welcome any topic related to the field of asset pricing or portfolio selection. Only theses written in English and LaTeX are to be supervised.
Mgr. Kateřina Chadimová
Topics related to behavioral and experimental economics. Students are welcome to specify the topic on their own.
Radovan Chalupka Ph.D.
company valuation / health economics: - return on invested capital analysis and the impact on economic value of an enterprise - valuation in life sciences - economic evaluation of health technologies - other topics possible
PhDr. Mgr. Jana Gutiérrez Chvalkovská
1) Regulatory Impact Assessment in the Czech Republic and in the EU 2) Public Procurement in the Czech Republic – critical analysis of the tendering mechanisms 3) Economic evaluation of regulatory acts (e.g. Insolvency Act, Public Procurement Act, etc.)
doc. PhDr. Julie Chytilová Ph.D.
Topics in applied microeconomics (for guidelines and suggested topics see the file attached at the bottom of this webpage)
1-Inflation Targeting 2-Monetary Transmission Mechanisms 3-Central Bank Independence 4-FX rate policies
doc. PhDr. Zuzana Havránková Ph.D.
Frontier Efficiency Measurement Energy Economics Meta-Analysis and Publication Bias
Ilgar Ismayilov M.A.
Macroeconomics, Fiscal policy, Time Series Econometrics
Mgr. Kristýna Ivanková
Topics from macroeconomics and econometrics with focus on the underlying mathematical and statistical theories (subject to agreement)
doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
New challenges to financial regulation and supervision Stress testing of financial sector Macroprudential supervision and regulation Macro-prudential quantitative framework in inusrance Macro-prudential instruments and policy Macro-prudential elements of Solvency II
Mgr. Jan Čech
The Centrally Administered Economy in Germany (1936-1947) Ludwig Erhard and the Wirtschaftswunder Alfred Mueller Armack and the Social Market Economy
prof. Ing. Karel Janda M.A., Dr., Ph.D.
(I supervise only theses written in English) Optimal Debt Contracts Asymmetric Information Approach to Credit Derivatives Game Theory Analysis of Options Bankruptcy Soft budget constraint. Consumer demand systems: microeconomic theory and empirical econometric application. Beer - a production analysis of production and profitability of beverage industry with emphasize on beer: microeconomic theory and econometric application. Intra-industry trade: theory and empirical econometric applications. The economic analysis of Czech Fund PGRLF (=Podpůrný a garanční rolnický a lesnický fond). Signalling by capacity: microeconomic theory, case study, applied econometrics. Auctions - microeconomics theory and empirical econometric estimations. Signalling and underutilization of import quotas: microeconomic theory and case studies. Goverment supported institutions providing credit guarantees and supports (for example Czech EGAP, CMZRB, CEB, PGRLF) Microcredit and microfinance(Microcredit is the extension of small loans to entrepreneurs too poor to qualify for traditional bank loans.) Economics of biofuels. Economics of solar energy and other topics related to energy security.