Masters theses topics

PhDr. Tomáš Adam
Empirical time series analysis: - state space models - VAR / BVAR models

Shahriyar Aliyev MSc.
Unconventional Monetary Policy, Economic Growth, International Trade and Fiscal Policy.

PhDr. Lucie Bryndová
Any topic from the health economics field In cooperation with CZEM members: 1/ Efektivita hospitalizačních případů a strukturální ukazatele / Efficiency of hospital cases and structural indicators 2/ Standardizace hospitalizační péče a její efektivita / Efficiency of hospital care standardisation

Stanislav Astapovich M.A.
Topics related to economic growth or development economics.

Mgr. Krenar Avdulaj Ph.D.
My research interest is in Econometrics of Financial Markets. Prefered (applied) topics are: Topics on Econometrics of financial time series.

Mgr. Josef Bajzík
Monetary policy and its effect on economy. Macroprudential policy and its effect on economy. Interactions of monetary and macroprudential policies. Meta-analysis (any area). Alternatively financial markets and international trade. For more specific topics follow me in SIS.

RNDr. Matúš Baniar
Nonlinear classification as a tool for predicting tennis matches (already taken)

doc. PhDr. Jozef Baruník Ph.D.
My research interest is in the development of mathematical models for understanding financial problems (such as measuring and managing financial risk), statistical methods and analyzis of financial data. Especially, topics in Asset pricing High-Frequency Data in Finance Financial econometrics Time Series Econometrics of Financial Markets Machine learning, Artificial Intelligence, Neural Networks Quantile Models Nonparametric Data Analysis High-dimensional financial data sets (big data) Frequency domain econometrics (cyclical properties and behavior of economic variables).

Mgr. Michaela Vlasáková-Baruníková (Hlínková)
Pricing of offer period options for consumer loans. - offer period option is an option to fix the individual loan interest rate before signature - often consumer pays for the option only when the contract is signed - how to price the option so that bank mitigates its interest rate risk, w.r.t. identification of the process for the market interest rates Early termination of deposits. - early termination of deposits causes financial institutions to face interest rates and hedging risk - how to mitigate these risks - how to embed the price of the risk in the deposit price Ocenění opce za nabídkovou periodupro spotřebitelské úvěry. - opce za nabídkovou periodu je jednostranná opce pro spotřebitele, kdy banka mu zafixuje cenu za úvěr již stanovené období před podpisem - spotřebitel za opci platí pouze v případě, že podepíše kontrakt - jakým způsobem ocenit opci tak, aby banka snížila riziko z pohybu úrokových mír? Předčasný výběr depozit - předčasný výběr depozit vystavuje banku riziku z pohybu tržních úrokových mír a zajištění - jakým způsobem ocenit tyto rizika a zahrnout je do ceny depozita pro klienta? Valuation of long term options in energetic sector. Oceňování dlouhodobých opcí v energetickém sektoru.

PhDr. Jaromír Baxa Ph.D.
If you wish to write a diploma thesis with me, don't hesitate to stop by. Currently, I'm increasingly interested in EU policies, inflation dynamics, fiscal consolidations, fiscal and monetary policies. Some topics I offer can be quite simple but there are some that can be more challenging. More specifically: Explaining asymmetric developments in the euro area How long does it take until the positive effects of structural reforms do materialize? Current account dynamics and euro area differences Bond spreads of the EU member states. Are fundamentals enough to explain their dynamics? New fiscal rules in the EU. Will they work? Bond spreads and nonlinear models. Is there any evidence of switching behavior? Which variables cause switching? Bond spreads and fiscal consolidations: When does the fiscal effort pays off? Event studies: evaluating the effects of announcements of yet another austerity programme during the Great Recession. Fiscal space: Shall we include private debts in calculations? Issues in fiscal rules. What explains different duration of the Great Recession across countries? Reaction functions of various central banks in Great Recession Identification of equilibrium exchange rates Topics in economic growth (inequality, indebtedness, human capital) Topics in economic history (20th century preferably, I'm mostly interested in the interplay between economic theory, economic policy and vice versa) etc.

doc. Ing. Vladimír Benáček CSc.
1. Trade of China with the EU (or Germany, Czechia, etc.). Analysis by the Gravity Model of Trade. 2. FDI of China (incoming vs outgoing flows). Explanation by means of Gravity Model of FDI. 3. Gravitační modely exportu a importu. Ekonometrické odhady koeficientů při různých specifikacích funkcí obchodu a dekompozice obchodu podle odvětvových (výrobkových) tříd. 4. Komparace gravitačních model obchodu dvou a více zemí, včetně alternativních specifikací modelů, rozšířených o institucionální faktory mezinárodních vztahů. 5. Meziodvětvový a vnitroodvětvový obchod. Jejich vývoj a struktura v české ekonomice. Kilogramové ceny jako ukazatel kvality českých exportů a importů a jejich vývoj v čase. 6. Teorie podnikatelství jako korekční doplněk tržních selhání a dosud přehlížený aspekt institucionální ekonomie. 7. Porovnání determinant rozvoje malých a středních podniků v komparaci s velkými podniky.

Levan Bezhanishvili M.A., MSc.
Energy Economics, Environmental Economics, Labor Economics, Mathematical and Quantitative Methods

Mgr. Božena Bobková
Gravity equation, its estimation and application. DSGE models. Moreover, I am open to any interesting application of econometrics (especially for crossectional and panel data).

Mgr. Ing. Kseniya Bortnikova
I welcome any topic related to the field of labor economics, labor market discrimination or economics of beauty. Theses are to be written in English and LaTeX.

Mgr. Pavla Břízová
Topics from following fields are welcome: - Economic policy of the EU - Regional economics - Development economics - Economics of education - Monetary economics Students are more than welcome to specify their own topic.

Mgr. Iuliia Brushko M.A., Ph.D.
Financial markets reaction to news, trading volume and price fluctuation around earnings announcements, analysts’ forecast accuracy, value relevance of accounting information and financial analysis, trading strategies, cross border capital flows and contagion, optimal investments, suboptimal learning and asset prices

PhDr. Vít Bubák, M.A., Ph.D.
I welcome any topic in the field of applied financial economics and/or econometrics. Of particular relevance are topics related to time series analysis of both daily and high-frequency data, market microstructure, stock market volatility and risk management. More specific themes would be: - Information transmission between the financial markets - Information content of intraday data - Volatility modelling: Further results from the CE financial markets

Nino Buliskeria
Macroeconomics; Monetary and fiscal policies; Inequality; DSGE models

doc. Ing. Tomáš Cahlík CSc.
Please look into the SIS

Mgr. Kristýna Čechová
Topics on labor market policies and generally on impact estimation

RNDr. Michal Červinka Ph.D.
I will provide details to available topics during my office hours.

PhDr. Lubomír Cingl Ph.D.
generally topics from behavioral or experimental economics, economics and psychology, economics of religion, game theory

Mgr. Aleš Čornanič
Topics related to financial markets, company valuation, financial accounting. For instance: IPO under-pricing (related to long-term performance, delisting,..) Real Earnings Management Accrual Earnings Management (students are more than welcome to specify its own topic)

Mgr. Martin Čovan
Applied econometrics, Finance - financial markets, financial stability, regulation, prediction models, asset pricing, risk management

prof. Ing. Oldřich Dědek CSc.
Témata související s problematikou eura a evropské integrace

Arun Denduluri M.A.
Topics on development economics, political economy and history of economic thought

RNDr. Alexis Derviz CSc.
- Capital Markets in PR China and Relation to the Development of Asia-Pacific Region - Developments in the Market for Chinese Currency since the Beginning of Globalization - Balance of Payments Structure of the PR China: Trends and Underlying Factors

doc. PhDr. Ing. Antonie Doležalová Ph.D.
History of Economic Thought (Figures and Topics; Economics in Exile) Economic History (Fiscal Policy, Monetary Policy, Film Industry in Czechoslovakia; Taxation, Multinationals, Socialist Economy, Quantitative Approach)

Pavel Doležel
Efektivita volebních systémů, analýza volebních systémů, power indexy Optimalizace v ekonomii, vícerozměrný dopravní problém a jeho použití, kombinatorická optimalizace, Gradient Boosting, Rozhodovací stromy Řízení kreditních rizik (Basel, IFRS9, scoring, ALLL, CCAR)

Mgr. Lenka Dvořáková Švejdová
Behaviorální finance, finanční trhy, IPO

Mgr. Hana Džmuráňová
Net present value of demand deposits to a bank Práce zaměřené na úrokové a likviditní riziko - jak to banka řídí, case studies na tato témata

Ali Elminejad
Monetary economics, macro-finance, and labor markets.

PhDr. František Čech Ph.D.
Applied Financial Econometrics - multivariate volatility modelling Applied Financial Econometrics - volatility modelling Currently supervising: Zhang Haiying: The empirical research of cross listed stocks: The case of AH shares

PhDr. Kamila Fialová
Viz bakalářská témata + vyšší nároky na zpracování.

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. 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-Gebicka 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

doc. PhDr. Martin Gregor Ph.D.
I will happily supervise theses in the following areas: • microeconomic theory: information economics and non-cooperative game theory, especially currently active topics in applied microeconomic theory (evidence, expertise, advisors, persuasion, information design, strategic communication) • corporate finance: corporate governance (boards, executive networks, institutional investors, proxy advisors, shareholder voting, shareholder coalitions, ownership structures, large and minority shareholders), financial contracting, ESG heterogeneity, topics in accounting and economics (interactions between reporting and governance, rating agencies) • management and governance: allocation of decision-making in corporations and organizations (decentralization, delegation, bargaining, communication, voting, committees, performance schemes and internal management practices) • business and politics: corporate lobbying and political connections • microeconomic regulations: product and company disclosures on markets (certifications, voluntary disclosures, CSR, consumer protection) I am working as an applied theorist but I am willing to supervise empirical projects as long as the research design is credible enough.



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