The Czech Econometric Society
Bulletin of the Czech Econometric Society
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2012, Volume 19, Issue 30
- Some Remarks on Stochastic Versions of the Ramsey Growth Model
by Karel Sladký - Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Sample
by Vlasta Kaňková - Behaviour and convergence of Wasserstein metric in the framework of stable distributions
by Vadym Omelchenko - Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems
by Martin Smid - Notes on asymptotic properties of approximated stochastic programs
by Jitka Dupačová - Editorial to the Special Issue on Approximation of Stochastic Programming Problems
by Martin Šmíd & Miloslav Vošvrda - On precision of optimization in the case of incomplete information
by Petr Volf
2012, Volume 19, Issue 29
- Empirical Estimates in Economic and Financial Optimization Problems
by Michal Houda & Vlasta Kaňková - The Extreme Value Theory and Copulas as a Tool to Measure Market Risk
by Krenar Avdulaj - A Comparison of EVT and Standard VaR Estimations
by Jaroslav Baran & Jiří Witzany - Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?
by Pavel Herber & Daniel Němec
2011, Volume 18, Issue 28
- Estimating Stochastic Cusp Model Using Transition Density
by Jan Voříšek - Definition of Default and Quality of Scoring Functions
by Jiri Witzany - A Two Factor Model for PD and LGD Correlation
by Jiri Witzany - Neural Networks as Semiparametric Option Pricing Tool
by Michaela Barunikova & Jozef Barunik - Comparing Neural Networks and ARMA Models in Artificial Stock Market
by Jiri Krtek & Miloslav Vošvrda - The Solow-Swan model generalization with non-constant labor growth rate
by Lenka Přibylová
2010, Volume 17, Issue 27
- Heteroscedasticity Resistant Robust Covariance Matrix Estimator
by Jan Víšek - Technological Diffusion in the Uzawa-Lucas Model
by Petr Duczynski - Strict Coalition-Proofness in an Oligopoly Difference Game
by Milan Horniaček - Long-range dependence in returns and volatility of Central European Stock Indices
by Ladislav Kristoufek
2009, Volume 16, Issue 26
- Estimate of the Czech National Bank’s Preferences in NOEM DSGE model
by Adam Remo & Osvald Vašíček - A Baseline Model for Monetary Policy Analysis
by Jaromír Tonner & Jiří Polanský & Osvald Vašíček - An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector
by Karel Musil
2008, Volume 15, Issue 25
- Price Tails in the Smith and Farmer's Model
by Martin Šmíd - The Implicit Weighting of GMM Estimators
by Jan Víšek - DSGE model with nominal rigidities: estimation and assessing of fit
by Miroslav Hloušek - Wavelets and Sentiment in the Heterogeneous Agents Model
by Lukas Vacha & Miloslav Vosvrda - Myopia and the economics of nonrenewable resources
by Petr Duczynski - Firms formation and growth in the model with heterogeneous agents and monitoring
by Petr Švarc & Peter Marko
2007, Volume 14, Issue 24
- A note on existence of mixed solutions to equilibrium problems with equilibrium constraints
by Michal Červinka - On Uselessness of Limit Orders
by Martin Šmíd - Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents
by Jan Kodera & Karel Sladký & Miloslav Vošvrda - On Steady-State Solutions of Selected Endogenous Growth Models
by Petr Duczynski
2006, Volume 13, Issue 23
- Wage Bargaining Model As Microfoundation Of Hysteresis Hypothesis
by Dalibor Moravanský & Daniel Němec - A Vector Model Of Work Motivation
by Ivan Kotliarov - Application of Dynamic Models and an Support Vector Machine to Inflation Modelling
by Dušan Marček & Milan Marček - Asymmetric Adjustment Costs and the Imbalance Effect between Human and Physical Capital
by Petr Duczynski - A Simple Stock Market Model Involving Delay
by Jan Melecký
2005, Volume 12, Issue 22
- Pension fund state estimation and optimal investment strategy
by Marek Lešek & Miroslav Šimandl - Models of Growth with Capital Contributing to Utility
by Petr Duczynski - George B. Dantzig 1914-2005
by J Dupačová & D. Morton - Kofi Kissi Dompere: Cost-Benefit Analysis And The Theory Of Fuzzy Decisions: Identification And Measurement Theory
by Milan Mareš - Damien Challet, Matteo Marsili, Vi-Cheng Zhang: Minority Games: Interacting agents in financial markets
by Milan Mareš - Wage and Price Phillips Curves: Some results for the U.S. Economy
by Pu Chen & Peter Flaschel - Nikitas-Spiros Koutsoukis, Gautam Mitra: Decision Modelling And Information Systems: The Information Value Chain
by Milan Mareš
2004, Volume 11, Issue 21
- Selection Of Robust Method: Numerical Examples And Results
by Jan Víšek - Risk premiums for multiperiod risks
by Miloš Kopa - Unemployment Policy Model via Multistage Stochastic Programming
by Petr Chovanec
2004, Volume 11, Issue 20
- Negotiated Contracts Can Be Inefficient
by Milan Horniaček - Estimation of alternative monetary policy rules and their comparison
by Hana Pytelová & Osvald Vašíček - Analysis of the open macroeconomy model with rational expectations
by Stanislav David & Osvald Vašíček - Preference variations in the AK model
by Petr Duczynski - Evaluating Statistical and Economic Significance of Polish Stock Return Predictability
by Dita Fuchsová & Filip Žikeš
2003, Volume 10, Issue 19
- Cox's Regression Model for Dynamics of Grouped Unemployment Data
by Petr Volf - Modeling Of Returns And Option Pricing Using Models With Flexible Volatility
by Pavel Vaněček - On Extended Versions of the Solow-Swan Model
by Petr Duczynski - Monetary Policy, Currency Unions and Open Economy Macrodynamics
by Toichiro Asada & Peter Flaschel & Gang Gong & Willi Semmler - Characterization of arbitrage-free market
by Alena Henclová - Utility functions and portfolio selection problem
by Miloš Kopa - Dealer Quotes, Order Flow and Indirect Foreign Currency Utility in a Multiple Dealership Market
by Alexis Derviz
2003, Volume 10, Issue 18
- Contamination for Stochastic Integer Programs
by Petr Dobiáš - Fuzzification Methods Of Coalitional Games With Transferable Utility
by Milan Mareš & Milan Vlach - Cost-volume-profit analysis by using the enterprise input-output modeling
by Janez Artenjak & Polona Tominc - Time Series Analysis Of GDP and Market Indices
by Jana Honnerová - Optimizing Benchmark-Based Utility Functions
by David Morton & Elmira Popova & Ivilina Popova & Ming Zhong - Alternative methods of financial analyses
by Jiří Fanta - Aurel Muntean: Fixed Point Principles and Applications to Mathematical Economics
by Milan Mareš
2002, Volume 9, Issue 17
- Heterogeneous Agent Model And Numerical Analysis Of Learning
by Miloslav Vošvrda & Lukáš Vácha - Probability metrics and the stability of stochastic programs with recourse
by Michal Houda - The Iterative Kalman Filter Smoother And Its Applications
by Osvald Vašíček & Jan Vlček - Stability And Estimates In Stochastic Multiobjective Programming Problems
by Svatava Vyvialová - A Remark On Empirical Estimates In Multistage Stochastic Programming
by Vlasta Kaňková - On The Relation Between Heteroscedastic RCA And Non-Stationary ARCH Processes
by Hana Janečková
2002, Volume 9, Issue 16
- Theoretical consistency property applied to the micro-economic modelling with flexible functional forms
by Dalibor Moravanský - Efficient Bilateral Negotiation
by Milan Horniaček - The Least Weighted Squares Ii. Consistency And Asymptotic Normality
by Jan Víšek
2002, Volume 9, Issue 15
- Producer Subsidies And Adverse Selection In The Corporate Credit Market
by Alexis Derviz & Narcisa Kadlčáková - The Least Weighted Squares I. The Asymptotic Linearity Of Normal Equations
by Jan Víšek - Trend Estimation And De-Trending Using Bidirectional Filtering
by D.S.G. Pollock
2001, Volume 8, Issue 14
- Ajustment Costs In A Neoclassical Model With Capital Mobility
by Petr Duczynski - Bifurcation Routes And Economic Stability
by Miloslav Vošvrda - Professor Jaromír Walter died
by Stanislav Havelka & Jan Kodera & Sergej Tryml - Durbin-Watson Statistic For The Least Trimmed Squares
by Jan Víšek - Capital Yields Assessment Trough Cross Section Production Function
by Jan Kodera & Václava Pánková
2001, Volume 8, Issue 13
- Fuzzy TU Games and Their Classes
by Milan Mareš - Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets
by Alexis Derviz - Nonlinear Smoother for Stochastic Volatility Model
by Miroslav Šimandl & Tomáš Soukup - Output, Interest and the Stock Market: An Alternative to the Jump Variable Technique
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler - Family Capitalism vs. Capitalism of Agents A Leontief-type Model of Ownership Structures
by František Turnovec
2000, Volume 7, Issue 12
- Expenditure Decision and Energy in Portfolio Game
by Martin Jančar - Potential Product: Quantitative Analysis for the Czech Republic
by Osvald Vašíček & Martin Fukač - Non-Accelerating Inflation Rate of Unemployment Quantitative Analysis for the Czech Republic
by Martin Fukač - Continuous Time Decision-Making in a Partially Decentralized Multiple Dealership Forex Market and Equilibrium Exchange Rate
by Alexis Derviz - Model of German hyperinflation with rational expectations
by Jan Vlček - Over- And Underfitting The M-Estimates
by Jan Víšek
2000, Volume 7, Issue 11
- Effective duration for callable bonds
by Jitka Řežábková - Testing Stability of Capital Assets Pricing Model
by Tomáš Víšek - Using Bootstrap In Some Volatility Models
by Zuzana Prášková - Ulrich Schwalbe: The Core of Economies with Asymmetric Information Lecture Notes in Economics and Mathematical Systems 474
by Milan Mareš - On Generating Scenarios For Bond Portfolios
by Jozsef Abaffy & Marida Bertocchi & Jitka Dupačová & Vittorio Moriggia - The Asset-Liability Management Aspects of Monetary Transmission in Transitional Economies: the Czech and the Austrian Credit Channels
by Alexis Derviz - Formalization of Investment Process in Portfolio Game
by Martin Jančar
1999, Volume 6, Issue 10
- Van Der Pol's Equation and an Economic Model of Cycles
by Miloslav Vošvrda - Life jubilee of Jitka Dupacova
by Vlasta Kaňková & Zuzana Prášková & Karel Zimmermann - Dynamic Inflation Model. The Analysis And The Forecast Of The Macroeconomic Effects Of Desinflation Strategy
by Osvald Vašíček - Formalization of Trade Balance Flows in Portfolio Game
by Martin Jančar - Financial Time Series and Their Volatility: A Survey
by Jiří Slaláček - The Least Trimmed Squares – Random Carriers
by Jan Víšek - Money Demand Analysis - Model in The Czech Republic
by Jan Kodera & Václava Pánková - Generalized Asset Return Parity And The Exchange Rate In A Financially Open Economy
by Alexis Derviz
1999, Volume 6, Issue 9
- Stock Price Predictors Based on Bayesian Method
by Dušan Marček - Sensitivity And Stability In Dynamical Economic Systems
by Karel Sladký & Jan Kodera & Miloslav Vošvrda - Currency Options And Trade Smoothing Under An Exchange Rate Regime Shift
by Alexis Derviz - Robust Estimation of Regression Model
by Jan Víšek - Formalization of Banking Intermediation in Portfolio Game
by Martin Jančar - Yield Curve And Prediction Of Change In A Inflation Rate
by Jan Brůha - Analyst's recommendations- are they worth anything?
by Miloš Filip
1998, Volume 5, Issue 8
- Precautionary Saving And Currency Substitution In An Optimizing Model Of The Czech Economy
by Alexis Derviz & Jan Klacek - Efficiency Of Czech National Bank's Monetary Policy And Reasons For Inflation Targeting
by Jiří Podpiera - Robust Constrained Combinations Of Forecasts
by Jan Víšek - Macroeconomic Model of Small Open Economy: Adaptive Parameter Estimation, Behavior Analysis and Optimal Control
by Osvald Vašíček - The enlargement of portfolio game to aspect of production
by Martin Jančar - Cross-Sectional Analysis Of Regional Labour Markets In The Czech Republic
by Jana Hančlová & Lubor Tvrdý - Czech Household Consumption Analysis
by Jan Špitálský - Frequency Domain Contribution To Optimal Control Problem
by Jan Brůha
1998, Volume 5, Issue 7
- Application Of Alternative Models For Identification Of US Macroeconomic Model
by Jan Štecha & Kateřina Satoriová & Osvald Vašíček - Review Of State Estimation Methods With Multiple Process Models
by Vladimír Havlena - Trendy devizových kurzů ČNB v roce 1996
by František Vávra - What Is Characterized By Gross Error Sensitivity
by Jan Víšek - A Bivariate Integral Control Mechanism Model Of Household Consumption
by Jan Špitálský - The Efficient Market Hypothesis Testing on the Prague Stock Exchange
by Miloslav Vošvrda & Jan Filáček & Marek Kaplička - Ekonometrické metody výběru a anticipace dopadů hospodářské politiky
by Roman Hušek - The Czech Economy Model: Bayesian Quantitative Analysis of Parameters and Control of Strategies
by Osvald Vašíček & Jaromír Beneš - N4SID Algorithm as System Identification Tool
by Jan Brůha
1997, Volume 4, Issue 6
- Bounds for stochastic programs - nonconvex case
by Tomáš Víšek - Robustní Optimalizace
by Petr Dobiáš - Convergence In Neoclassical Models With Capital Mobility And Two Kinds Of Capital
by Petr Duczynski - Algoritmus pro výpočet vah ve výběrovém šteření a jeho praktická motivace
by Aleš Slabý - Ekonometrická Analýza Inflace v České Republice
by Tomáš Formánek - Oceňování finančních derivátů
by Michal Tomek - Forward contracts on the exchange rate
by Leoš Souček & Michal Tomek - Ekonomická Očekávání a Stabilizační Politika
by Marek Kaplička
1996, Volume 3, Issue 5
- The Czech Economy Model: Bayesian Quantitative Analysis of Parameters and Control of Strategies
by Osvald Vašíček & Jaromír Beneš - The Consumption Function in the Czech(oslovak) Economy, 1955-1995
by Jan Hanousek & Zdeněk Tůma - A Shadow Asset Pricing Approach to the Analysis of Financial Markets' Equilibria in an Open Economy
by Alexis Derviz - A Note On Interval Estimates In Stochastic Optimization
by Vlasta Kaňková - Ekonometrické Simulační Předpovědi
by Roman Hušek - The Speed Of Adjustment and Robust Stability of Macroeconomic Systems
by Karel Sladký & Miloslav Vošvrda - On the Coefficient of Determination: Simple But..
by Jan Víšek - A Dynamic Model of Inflation
by Jan Kodera
1996, Volume 3, Issue 4
- Combining Forecasts Using Constrained M-Estimators
by Lucia Augilar & Asunción Rubio & Jan Víšek - Adjoint Equations in Stochastic Optimal Control and Application to Portfolio Optimization with Borrowing Constraints
by Alexis Derviz - Disequilibrium model applied to the Czech Economy
by Miloslav Vošvrda - Mathematical Laws of Economic Transition and Social Catastrophes
by Igor Chernenko
1995, Volume 2, Issue 3
- Bayesian Capital Markets and Currency Crises
by Alexis Derviz - Aplikace fyzikálních přístupů v teoretické ekonomii definice prostoru ekonomických aktivit
by Martin Jančar - Markovian Model of Unemployment
by Miloslav Vošvrda - Aplikace Růstových Modelů v Dynamické Analýze Poptávky
by Roman Hušek - Bayesian Identification of Macroeconomic Model
by Osvald Vašíček
1995, Volume 2, Issue 2
- The Problem of Co-integration
by Josef Artl - Aktuální Problémy Aplikované Ekonometrie
by Roman Hušek - Odhad Spotřební Funkce v České Ekonomice
by Jan Hanousek & Zdenek Tůma - Diferenciální Rovnice a Ekonomické Aplikace
by Miloslav Vošvrda - The Demand-for-money Function
by Jan Klacek & Kateřina Šmídková