Detail práce

Relationship between consumption of cigarettes and alcohol in the Czech Republic

Autor: c. Vojtěch Kania
Rok: 2018 - letní
Vedoucí: PhDr. Jana Votápková Ph.D.
Konzultant:
Typ práce: Bakalářská
Jazyk: Anglicky
Stránky: 65
Ocenění:
Odkaz: https://is.cuni.cz/webapps/zzp/detail/191096/
Abstrakt: This thesis investigates the relationship between the consumption of cigarettes
and pure alcohol in the Czech Republic during 1955-2016. It tests for a unit root
in both series using ADF test and KPSS test. Next, Engle-Granger procedure
and Johansen trace test are used to test for a cointegration relation between the
two time-series. Both the ADF and the KPSS test found a presence of a unit
root when controlled for a shift in a mean in 1989. However, Engle-Granger
procedure did not find enough evidence for a cointegration relation, which was
confirmed by Johansen trace test. The same results were obtained when only
a subsample 1955-1989 was considered.

Partneři

Deloitte
Česká Spořitelna

Sponzoři

CRIF
McKinsey
Patria Finance
EY