5
H index
3
i10 index
106
Citations
Jiri Kukacka : Citation Profile
Univerzita Karlova v Praze | RESEARCH PRODUCTION: 6 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2013 - 2021). 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 Dynamics and Control | 2 |
Recent works citing Jiri Kukacka (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Black-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. 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 |
| 2022 | Price Level Targeting with Imperfect Rationality: A Heuristic Approach. (2022). Molnar, Vojtech. In: Working Papers. RePEc:cnb:wpaper:2022/1. Full description at Econpapers || Download paper |
| 2022 | Automated 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. Full description at Econpapers || Download paper |
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2022 | Public 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. 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 |
| 2022 | Heterogeneity 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. Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2022 | Financial 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. 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 |
| 2022 | Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf. Full description at Econpapers || Download paper |
| 2022 | A 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. 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 |
| 2022 | Bayesian 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. Full description at Econpapers || Download paper |
| 2022 | Calibration 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. 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 |
| 2022 | Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904. Full description at Econpapers || Download paper |
| 2023 | Fundamental 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. 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 |
| 2022 | Calibration 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. Full description at Econpapers || Download paper |
| 2022 | Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates. (2022). Barde, Sylvain. In: Studies in Economics. RePEc:ukc:ukcedp:2203. 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 | 10 |
| 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 another version. Agregated cites: 10 | article | |
| 2013 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 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 another version. Agregated cites: 8 | 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 another version. Agregated cites: 8 | 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 | 15 |
| 2017 | Estimation of financial agent-based models with simulated maximum likelihood In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 51 |
| 2016 | Estimation of financial agent-based models with simulated maximum likelihood.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 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 | 4 |
| 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 another version. Agregated cites: 4 | 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 | 5 |
| 2019 | Prospect Theory in the Heterogeneous Agent Model.(2019) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2020 | Credit Rating Downgrade Risk on Equity Returns In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2018 | On the estimation of behavioral macroeconomic models via simulated maximum likelihood In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2021 | Estimation of Heuristic Switching in Behavioral Macroeconomic Models In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team