5
H index
2
i10 index
105
Citations
Jiri Kukacka : Citation Profile
Univerzita Karlova v Praze | RESEARCH PRODUCTION: 12 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2013 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Jiri Kukacka. | Is cited by:
| Cites to:
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Main data
Where Jiri Kukacka has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Behavior & Organization | 3 |
| Journal of Economic Dynamics and Control | 3 |
Recent works citing Jiri Kukacka (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405. Full description at Econpapers || Download paper |
| 2023 | Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2305.13123. Full description at Econpapers || Download paper |
| 2023 | Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931. Full description at Econpapers || Download paper |
| 2023 | Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17. Full description at Econpapers || Download paper |
| 2023 | On the use of current and forward-looking data in monetary policy: a behavioural macroeconomic approach. (2022). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115547. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-04102815. Full description at Econpapers || Download paper |
| 2023 | On the use of current and forward-looking data in monetary policy: a behavioural macroeconomic approach. (2023). Ji, Yuemei ; de Grauwe, Paul. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:75:y:2023:i:2:p:526-552.. Full description at Econpapers || Download paper |
| 2023 | Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z. Full description at Econpapers || Download paper |
| 2023 | How to keep it adequate: A protocol for ensuring validity in agent-based simulation. (2023). Sun, Zhanli ; Berger, Thomas ; Troost, Christian ; Huber, Robert ; Bell, Andrew R ; van Delden, Hedwig ; Filatova, Tatiana ; Le, Quang Bao ; Lippe, Melvin ; Niamir, Leila ; Polhill, Gareth J. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:266186. Full description at Econpapers || Download paper |
Works by Jiri Kukacka:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2013 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2014 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
| 2023 | Estimation of heuristic switching in behavioral macroeconomic models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2021 | Estimation of Heuristic Switching in Behavioral Macroeconomic Models.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Estimation of financial agent-based models with simulated maximum likelihood In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 50 |
| 2016 | Estimation of financial agent-based models with simulated maximum likelihood.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2021 | Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
| 2023 | Moment set selection for the SMM using simple machine learning In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2024 | Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market In: Working Papers IES. [Full Text][Citation analysis] | paper | 5 |
| 2018 | The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2016 | Simulated ML Estimation of Financial Agent-Based Models In: Working Papers IES. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Prospect Theory in the Heterogeneous Agent Model In: Working Papers IES. [Full Text][Citation analysis] | paper | 4 |
| 2019 | Prospect Theory in the Heterogeneous Agent Model.(2019) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Credit Rating Downgrade Risk on Equity Returns In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Fundamental and speculative components of the cryptocurrency pricing dynamics In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
| 2018 | On the estimation of behavioral macroeconomic models via simulated maximum likelihood In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
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