Advanced Search
MyIDEAS: Login to follow this author

Jaroslava Hlouskova

Contents:

This is information that was supplied by Jaroslava Hlouskova in registering through RePEc. If you are Jaroslava Hlouskova , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jaroslava
Middle Name:
Last Name: Hlouskova
Suffix:

RePEc Short-ID: phl12

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Department of Economics and Finance Research and Teaching
Institut für Höhere Studien (IHS)
Location: Wien, Austria
Homepage: http://www.ihs.ac.at/ecofin-research-teaching/
Email:
Phone: ++43 - (0)1 - 599 91 - 0
Fax: ++43 - (0)1 - 599 91 - 555
Postal: Stumpergasse 56, A-1060 Vienna
Handle: RePEc:edi:deihsat (more details at EDIRC)

Works

as in new window

Working papers

  1. Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics, Department of Economics.
  2. Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2012. "What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment?," Economics Series, Institute for Advanced Studies 286, Institute for Advanced Studies.
  3. Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2012. "Capital Income Taxation and Risk Taking under Prospect Theory," Economics Series, Institute for Advanced Studies 283, Institute for Advanced Studies.
  4. Fortin, Ines & Hlouskova, Jaroslava, 2012. "Optimal Asset Allocation under Quadratic Loss Aversion," Economics Series, Institute for Advanced Studies 291, Institute for Advanced Studies.
  5. Fortin, Ines & Hlouskova, Jaroslava, 2010. "Optimal Asset Allocation Under Linear Loss Aversion," Economics Series, Institute for Advanced Studies 257, Institute for Advanced Studies.
  6. Hlouskova, Jaroslava & Wagner, Martin, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Economics Series, Institute for Advanced Studies 244, Institute for Advanced Studies.
  7. Wagner, Martin & Hlouskova, Jaroslava, 2009. "Growth Regressions, Principal Components and Frequentist Model Averaging," Economics Series, Institute for Advanced Studies 236, Institute for Advanced Studies.
  8. Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana, 2007. "An Integrated CVaR and Real Options Approach to Investments in the Energy Sector," Economics Series, Institute for Advanced Studies 209, Institute for Advanced Studies.
  9. Wagner, Martin & Hlouskova, Jaroslava, 2007. "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series, Institute for Advanced Studies 210, Institute for Advanced Studies.
  10. Jaroslava Hlouskova & Martin Wagner, 2005. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Economics Working Papers, European University Institute ECO2005/05, European University Institute.
  11. Martin Wagner & Jaroslava Hlouskova, 2004. "What's Really the Story with this Balassa-Samuelson Effect in the CEECs?," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp0416, Universitaet Bern, Departement Volkswirtschaft.
  12. Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER, 2004. "Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP 04.10, Université de Lausanne, Faculté des HEC, DEEP.
  13. Martin Wagner & Jaroslava Hlouskova, 2004. "CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp0403, Universitaet Bern, Departement Volkswirtschaft.
  14. Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002. "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp0212, Universitaet Bern, Departement Volkswirtschaft.
  15. Hlouskova, Jaroslava & Lee, Gabriel S., 2001. "Legal Restrictions on Portfolio Holdings: Some Empirical Results," Economics Series, Institute for Advanced Studies 93, Institute for Advanced Studies.
  16. Wagner, Martin & Hlouskova, Jaroslava, 2001. "The CEEC10's Real Convergence Prospects," Transition Economics Series, Institute for Advanced Studies 20, Institute for Advanced Studies.

Articles

  1. Michael Best & Robert Grauer & Jaroslava Hlouskova & Xili Zhang, 2014. "Loss-Aversion with Kinked Linear Utility Functions," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 44(1), pages 45-65, June.
  2. Jaroslava Hlouskova & Martin Wagner, 2013. "The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 445-492, December.
  3. Jaroslava Hlouskova & Panagiotis Tsigaris, 2012. "Capital income taxation and risk taking under prospect theory," International Tax and Public Finance, Springer, Springer, vol. 19(4), pages 554-573, August.
  4. Fortin, Ines & Hlouskova, Jaroslava, 2011. "Optimal asset allocation under linear loss aversion," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(11), pages 2974-2990, November.
  5. Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(2), pages 182-223.
  6. Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin, 2009. "Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(2), pages 330-336, March.
  7. Jaroslava Hlouskova & Martin Wagner, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 71(6), pages 851-881, December.
  8. Crespo Cuaresma & Hlouskova & Obersteiner, 2008. "Natural Disasters As Creative Destruction? Evidence From Developing Countries," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 46(2), pages 214-226, 04.
  9. Jaroslava Hlouskova & Martin Wagner, 2006. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 25(1), pages 85-116.
  10. Hlouskova, Jaroslava & Kossmeier, Stephan & Obersteiner, Michael & Schnabl, Alexander, 2005. "Real options and the value of generation capacity in the German electricity market," Review of Financial Economics, Elsevier, Elsevier, vol. 14(3-4), pages 297-310.
  11. Jes�s Crespo Cuaresma & Jaroslava Hlouskova, 2005. "Beating the random walk in Central and Eastern Europe," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 24(3), pages 189-201.
  12. Michael J. Best & Jaroslava Hlouskova, 2005. "An Algorithm for Portfolio Optimization with Transaction Costs," Management Science, INFORMS, INFORMS, vol. 51(11), pages 1676-1688, November.
  13. Martin Wagner & Jaroslava Hlouskova, 2005. "CEEC growth projections: Certainly necessary and necessarily uncertain," The Economics of Transition, The European Bank for Reconstruction and Development, The European Bank for Reconstruction and Development, vol. 13(2), pages 341-372, 04.
  14. Crespo Cuaresma, Jesús & Hlouskova, Jaroslava & Kossmeier, Stephan & Obersteiner, Michael, 2004. "Forecasting electricity spot-prices using linear univariate time-series models," Applied Energy, Elsevier, Elsevier, vol. 77(1), pages 87-106, January.
  15. Jesús Crespo Cuaresma & Jaroslava Hlouskova, 2004. "Forecasting exchange rates in transition economies: A comparison of multivariate time series models," Empirical Economics, Springer, Springer, vol. 29(4), pages 787-801, December.
  16. Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000. "Forecasting the Euro exchange rate using vector error correction models," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 136(2), pages 232-258, June.
  17. Michael J. Best & Jaroslava Hlouskova, 2000. "The efficient frontier for bounded assets," Computational Statistics, Springer, Springer, vol. 52(2), pages 195-212, November.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2007-05-12
  2. NEP-CMP: Computational Economics (2) 2007-05-19 2010-10-16
  3. NEP-DEV: Development (3) 2003-02-18 2004-03-14 2004-10-18
  4. NEP-ECM: Econometrics (7) 2002-11-13 2004-07-18 2005-03-20 2005-08-13 2007-05-19 2009-03-28 2009-09-26. Author is listed
  5. NEP-EEC: European Economics (1) 2003-02-18
  6. NEP-ENE: Energy Economics (1) 2007-05-12
  7. NEP-ENV: Environmental Economics (1) 2007-05-12
  8. NEP-ETS: Econometric Time Series (6) 2002-11-10 2004-07-18 2005-03-20 2005-08-13 2007-05-19 2009-09-26. Author is listed
  9. NEP-FDG: Financial Development & Growth (1) 2009-03-28
  10. NEP-FIN: Finance (1) 2004-07-18
  11. NEP-FMK: Financial Markets (1) 2002-11-10
  12. NEP-FOR: Forecasting (1) 2014-07-13
  13. NEP-GEO: Economic Geography (1) 2003-02-18
  14. NEP-IFN: International Finance (1) 2004-10-18
  15. NEP-RMG: Risk Management (2) 2002-11-10 2007-05-12
  16. NEP-UPT: Utility Models & Prospect Theory (2) 2012-05-08 2012-10-06

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jaroslava Hlouskova should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.