Jiri Kukacka : Citation Profile


Are you Jiri Kukacka?

Univerzita Karlova v Praze

5

H index

3

i10 index

109

Citations

RESEARCH PRODUCTION:

6

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 13
   Journals where Jiri Kukacka has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 6 (5.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku316
   Updated: 2024-01-16    RAS profile: 2021-04-09    
   Missing citations? Add them    Incorrect content? Let us know

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:

Roventini, Andrea (11)

Krištoufek, Ladislav (8)

Gusella, Filippo (6)

Moneta, Alessio (4)

Lamperti, Francesco (4)

Guerini, Mattia (3)

Tedeschi, Gabriele (3)

Grazzini, Jakob (3)

De Grauwe, Paul (3)

Sacht, Stephen (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)

Lux, Thomas (9)

Brock, William (9)

Moneta, Alessio (8)

Gilli, Manfred (7)

Fagiolo, Giorgio (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
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2
Papers / arXiv.org2
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics2

Recent works citing Jiri Kukacka (2024 and 2023)


YearTitle of citing document
2023Automated 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

2023Complexity 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

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.

Full description at Econpapers || Download paper

2023Sequential 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

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.

Full description at Econpapers || Download paper

2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Complexity 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

2023On 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
This paper has nother 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2014Realizing 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: 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]
article16
2017Estimation of financial agent-based models with simulated maximum likelihood In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article52
2016Estimation 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: 52
paper
2015The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market In: Working Papers IES.
[Full Text][Citation analysis]
paper4
2018The 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: 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2020Credit Rating Downgrade Risk on Equity Returns In: Working Papers IES.
[Full Text][Citation analysis]
paper0
2018On the estimation of behavioral macroeconomic models via simulated maximum likelihood In: Economics Working Papers.
[Full Text][Citation analysis]
paper8
2021Estimation of Heuristic Switching in Behavioral Macroeconomic Models In: Economics Working Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team