Jiri Kukacka : Citation Profile


Are you Jiri Kukacka?

Univerzita Karlova v Praze

4

H index

1

i10 index

52

Citations

RESEARCH PRODUCTION:

6

Articles

9

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 7
   Journals where Jiri Kukacka has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 5 (8.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku316
   Updated: 2020-10-17    RAS profile: 2020-05-04    
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Relations with other researchers


Works with:

Baruník, Jozef (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jiri Kukacka.

Is cited by:

Roventini, Andrea (10)

Lamperti, Francesco (4)

Guerini, Mattia (3)

Moneta, Alessio (3)

Tedeschi, Gabriele (2)

Grazzini, Jakob (2)

Westerhoff, Frank (2)

Fagiolo, Giorgio (2)

Sacht, Stephen (1)

Biondi, Yuri (1)

Recchioni, Maria (1)

Cites to:

Baruník, Jozef (16)

Hommes, Cars (15)

Zwinkels, Remco (14)

Lux, Thomas (9)

Westerhoff, Frank (9)

Winker, Peter (7)

Gilli, Manfred (7)

Lebaron, Blake (7)

Demertzis, Maria (6)

Tesfatsion, Leigh (6)

Vošvrda, Miloslav (6)

Main data


Where Jiri Kukacka has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies4
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2
Papers / arXiv.org2

Recent works citing Jiri Kukacka (2020 and 2019)


YearTitle of citing document
2019A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan. In: Papers. RePEc:arx:papers:1902.05938.

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2019Singularities and Catastrophes in Economics: Historical Perspectives and Future Directions. (2019). McCallum, Scott ; Harris, Adam . In: Papers. RePEc:arx:papers:1907.05582.

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2020Public Health Interventions in the Face of Pandemics: Network Structure, Social Distancing, and Heterogeneity. (2020). Ghaderi, Mohammad. In: Working Papers. RePEc:bge:wpaper:1193.

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2019Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models. (2019). Grazzini, Jakob ; Delli Gatti, Domenico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7894.

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2020Overconfidence and the 2D:4D ratio. (2020). Tabak, Benjamin ; Silva, Thiago ; Amancio, Diego Raphael ; Constantino, Michel ; da Silva, Eduardo Borges. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019302953.

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2020Dynamical analysis of a financial market with fundamentalists, chartists, and imitators. (2020). Campisi, Giovanni ; Brianzoni, Serena. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303807.

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2020Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927.

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2020A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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2020Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks. (2020). Grilli, Ruggero ; Gallegati, Mauro ; Tedeschi, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918303476.

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2020Structural reforms, animal spirits, and monetary policies. (2020). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300271.

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2019An approach to identifying micro behavior: How banks’ strategies influence financial cycles. (2019). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Berardi, Simone. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:329-346.

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2019Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics. (2019). Jia, Linlu ; Wang, Jun ; Ke, Jinchuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:370-383.

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2019Carry trades, agent heterogeneity and the exchange rate. (2019). Tong, Bin ; Zhou, Chun-Yang ; Li, Xiao-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:343-358.

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2020Structural reforms, animal spirits and monetary policies. (2020). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103502.

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2019Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach.. (2019). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2019_24.rdf.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2019Validation of Agent-Based Models in Economics and Finance. (2019). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Lamperti, Francesco ; Fagiolo, Giorgio. In: Post-Print. RePEc:hal:journl:halshs-02375423.

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2019Mining the Hidden Link Structure from Distribution Flows for a Spatial Social Network. (2019). Zheng, Yanqiao ; Zhang, Xiaoqi ; Dai, Qiwen ; Zhao, Xiaobing ; Ye, Xinyue. In: Complexity. RePEc:hin:complx:6902027.

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2020Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo. In: Working Papers. RePEc:pke:wpaper:pkwp2009.

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2020Public health interventions in the face of pandemics: network structure, social distancing, and heterogeneity. (2020). Ghaderi, Mohammad. In: Economics Working Papers. RePEc:upf:upfgen:1732.

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2020Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schwartz, Ivonne ; Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:160.

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2019Can a cusp catastrophe model describe the effect of sanctions on exchange rates?. (2019). Bolgorian, Meysam. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20192.

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Works by Jiri Kukacka:


YearTitleTypeCited
2013Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment In: Papers.
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paper8
2013Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment.(2013) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 8
article
2013Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility In: Papers.
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paper5
2015Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2015) In: Quantitative Finance.
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This paper has another version. Agregated cites: 5
article
2014Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2014) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 5
paper
2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control.
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article1
2017Estimation of financial agent-based models with simulated maximum likelihood In: Journal of Economic Dynamics and Control.
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article26
2016Estimation of financial agent-based models with simulated maximum likelihood.(2016) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 26
paper
2015The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market In: Working Papers IES.
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paper3
2018The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market.(2018) In: Computational Economics.
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This paper has another version. Agregated cites: 3
article
2016Simulated ML Estimation of Financial Agent-Based Models In: Working Papers IES.
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paper5
2016Prospect Theory in the Heterogeneous Agent Model In: Working Papers IES.
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paper1
2019Prospect Theory in the Heterogeneous Agent Model.(2019) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 1
article
2020Credit Rating Downgrade Risk on Equity Returns In: Working Papers IES.
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paper0
2018On the estimation of behavioral macroeconomic models via simulated maximum likelihood In: Economics Working Papers.
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paper3

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