Jiri Kukacka : Citation Profile


Are you Jiri Kukacka?

Univerzita Karlova v Praze

6

H index

2

i10 index

119

Citations

RESEARCH PRODUCTION:

12

Articles

13

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 10
   Journals where Jiri Kukacka has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 11 (8.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku316
   Updated: 2024-11-06    RAS profile: 2024-02-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Krištoufek, Ladislav (4)

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)

Gusella, Filippo (6)

Lamperti, Francesco (4)

Moneta, Alessio (4)

Ricchiuti, Giorgio (4)

Delli Gatti, Domenico (4)

Guerini, Mattia (3)

De Grauwe, Paul (3)

Fagiolo, Giorgio (3)

Tedeschi, Gabriele (3)

Grazzini, Jakob (3)

Cites to:

Hommes, Cars (44)

Baruník, Jozef (25)

Barde, Sylvain (19)

Zwinkels, Remco (16)

Moneta, Alessio (15)

Westerhoff, Frank (15)

Calvet, Laurent (14)

Lux, Thomas (14)

Brock, William (13)

Fagiolo, Giorgio (13)

Winker, Peter (13)

Main data


Where Jiri Kukacka has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control3
Journal of Economic Behavior & Organization3

Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies7
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

2024AGENT‐BASED MACROECONOMICS AND DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS: WHERE DO WE GO FROM HERE?. (2018). Levine, Paul ; Calvert Jump, Robert ; Dilaver, Ozge. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1134-1159.

Full description at Econpapers || Download paper

2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

Full description at Econpapers || Download paper

2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082.

Full description at Econpapers || Download paper

2024Black-box Bayesian inference for agent-based models. (2024). Schmon, Sebastian M ; Farmer, Doyne J ; Cannon, Patrick ; Dyer, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000198.

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

2024Analysts’ recommendations on peer-relative comparable sustainability disclosure. (2024). Poursoleyman, Ehsan ; Nazari, Jamal A. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005166.

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

2024A computational model of bilateral credit limits in payment systems and other financial market infrastructures. (2024). Bewaji, Oluwasegun. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143823000364.

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

2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024The Relationship of Corporate Social Responsibility with Business Performance—A Bibliometric Literature Review. (2024). Szabados, Gyorgy Norbert ; Dzage, Emmanuel Jeffrey. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2637-:d:1362322.

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

2024Dynamic Efficiency and Herd Behavior During Pre- and Post-COVID-19 in the NFT Market: Evidence from Multifractal Analysis. (2024). Kumar, Anoop S ; Ozdemir, Onur. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10522-z.

Full description at Econpapers || Download paper

2024Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Zhou, Chunyang ; Li, Xiaoping. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4.

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

2024The effects of heterogeneous CSR on corporate stock performance: evidence from COVID-19 pandemic in China. (2024). Zhang, Fang ; Shen, Xinyi ; Li, Yunhe. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03001-9.

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]
paper9
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: 9
article
2013Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility In: Papers.
[Full Text][Citation analysis]
paper6
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: 6
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: 6
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]
article15
2023Estimation of heuristic switching in behavioral macroeconomic models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article2
2021Estimation of Heuristic Switching in Behavioral Macroeconomic Models.(2021) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Estimation of financial agent-based models with simulated maximum likelihood In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article56
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: 56
paper
2021Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article2
2023Moment set selection for the SMM using simple machine learning In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article0
2024Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article0
2015The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market In: Working Papers IES.
[Full Text][Citation analysis]
paper6
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: 6
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]
paper4
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: 4
article
2020Credit Rating Downgrade Risk on Equity Returns In: Working Papers IES.
[Full Text][Citation analysis]
paper0
2023Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness In: Working Papers IES.
[Full Text][Citation analysis]
paper0
2024Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model In: Working Papers IES.
[Full Text][Citation analysis]
paper0
2024US Equity Announcement Risk Premia In: Working Papers IES.
[Full Text][Citation analysis]
paper0
2023Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities In: Journal of Business Ethics.
[Full Text][Citation analysis]
article5
2023Fundamental and speculative components of the cryptocurrency pricing dynamics In: Financial Innovation.
[Full Text][Citation analysis]
article1
2018On the estimation of behavioral macroeconomic models via simulated maximum likelihood In: Economics Working Papers.
[Full Text][Citation analysis]
paper8

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team