Jiri Kukacka : Citation Profile

Are you Jiri Kukacka?

Univerzita Karlova v Praze

5

H index

3

i10 index

103

Citations

RESEARCH PRODUCTION:

6

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 12
   Journals where Jiri Kukacka has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 6 (5.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku316
   Updated: 2023-08-19    RAS profile: 2021-04-09    
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Relations with other researchers

Works with:

Sacht, Stephen (2)

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 (11)

Krištoufek, Ladislav (7)

Gusella, Filippo (6)

Moneta, Alessio (4)

Lamperti, Francesco (4)

De Grauwe, Paul (3)

Guerini, Mattia (3)

Tedeschi, Gabriele (3)

Sacht, Stephen (3)

Grazzini, Jakob (3)

Fagiolo, Giorgio (3)

Cites to:

Hommes, Cars (28)

Baruník, Jozef (17)

Zwinkels, Remco (16)

Barde, Sylvain (12)

Westerhoff, Frank (11)

De Grauwe, Paul (11)

Brock, William (9)

Lux, Thomas (9)

Moneta, Alessio (8)

Gilli, Manfred (7)

Sacht, Stephen (7)

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
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics2
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 (2022 and 2021)

YearTitle of citing document
2022.

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2021Automated 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.

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2021A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon. (2021). Bornholdt, Stefan. In: Papers. RePEc:arx:papers:2112.06290.

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2022Black-box Bayesian inference for economic agent-based models. (2022). Farmer, Doyne J ; Cannon, Patrick ; Dyer, Joel ; Schmon, Sebastian. In: Papers. RePEc:arx:papers:2202.00625.

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2023Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2305.13123.

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2021Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

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2021On the Use of Current or Forward-Looking Data in Monetary Policy: A Behavioural Macroeconomic Approach. (2021). De Grauwe, Paul ; Ji, Yuemei ; DeGrauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8853.

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2022Price Level Targeting with Imperfect Rationality: A Heuristic Approach. (2022). Molnar, Vojtech. In: Working Papers. RePEc:cnb:wpaper:2022/1.

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2021Estimation of agent-based models using Bayesian deep learning approach of BayesFlow. (2021). Shiono, Takashi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000178.

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2021Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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2022Automated and distributed statistical analysis of economic agent-based models. (2022). Lamperti, Francesco ; Giachini, Daniele ; Vandin, Andrea ; Chiaromonte, Francesca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001634.

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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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2021Model calibration and validation via confidence sets. (2021). Centorrino, Samuele ; Secchi, Davide ; Martinoli, Mario ; Seri, Raffaello. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:62-86.

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2022Public health interventions in the face of pandemics: Network structure, social distancing, and heterogeneity. (2022). Ghaderi, Mohammad. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1016-1031.

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2021A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Deng, Yunke ; Huang, Chuangxia ; Yang, Xin ; Cao, Jinde. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001125.

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2021One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles. (2021). Fernandez Bariviera, Aurelio. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303925.

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2023Forecasting 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.

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2021Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race. (2021). Sacht, Stephen ; Jang, Tae-Seok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:493-511.

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2021Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression. (2022). TILFANI, Oussama ; Krištoufek, Ladislav ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008037.

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2022A q-spin Potts model of markets: Gain–loss asymmetry in stock indices as an emergent phenomenon. (2022). Bornholdt, Stefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008384.

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2022Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568.

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2023On 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.

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2021State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2022A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf.

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2023.

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2021.

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2022Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

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2022Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression. (2022). Chen, Siyan ; Desiderio, Saul. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10188-5.

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2022Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904.

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2023Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7.

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2021Bayesian estimation and likelihood-based comparison of agent-based volatility models. (2021). Mozzhorin, Iurii ; Bertschinger, Nils. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00289-z.

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2021Market sentiment and heterogeneous agents in an evolutive financial model. (2021). Naimzada, Ahmad ; Pecora, N ; Cavalli, F ; Pireddu, M. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00737-4.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2023Minskyan 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.

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2022Calibration and Validation of Macroeconomic Simulation Models: A General Protocol by Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2022/33.

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2022Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates. (2022). Barde, Sylvain. In: Studies in Economics. RePEc:ukc:ukcedp:2203.

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2023How 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.

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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.
[Full Text][Citation analysis]		paper10
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: 10		article
2013Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility In: Papers.
[Full Text][Citation analysis]		paper8
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: 8		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: 8		paper
2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
2017Estimation of financial agent-based models with simulated maximum likelihood In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article51
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: 51		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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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: 4		article
2016Simulated ML Estimation of Financial Agent-Based Models In: Working Papers IES.
[Full Text][Citation analysis]		paper5
2016Prospect Theory in the Heterogeneous Agent Model In: Working Papers IES.
[Full Text][Citation analysis]		paper5
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: 5		article
2020Credit Rating Downgrade Risk on Equity Returns In: Working Papers IES.
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2018On the estimation of behavioral macroeconomic models via simulated maximum likelihood In: Economics Working Papers.
[Full Text][Citation analysis]		paper7
2021Estimation of Heuristic Switching in Behavioral Macroeconomic Models In: Economics Working Papers.
[Full Text][Citation analysis]		paper0

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