Jiri Kukacka
Personal Details
| First Name: | Jiri |
| Middle Name: | |
| Last Name: | Kukacka |
| Suffix: | |
| In ASCII letters: | |
| RePEc Short-ID: | pku316 |
| [This author has chosen not to make the email address public] | |
| http://ies.fsv.cuni.cz/en/staff/kukacka | |
| Terminal Degree: | 2016 Institut ekonomických studií; Univerzita Karlova v Praze (from RePEc Genealogy) |
Affiliation
Institut ekonomických studií
Univerzita Karlova v Praze
Praha, Czech Republichttp://ies.fsv.cuni.cz/
RePEc:edi:icunicz (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Jiri Kukacka & Erik Zila, 2024. "Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model," Working Papers IES 2024/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2024.
- Lukas Petrasek & Jiri Kukacka, 2024. "US Equity Announcement Risk Premia," Working Papers IES 2024/38, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2024.
- Jan Sila & Evzen Kocenda & Ladislav Kristoufek & Jiri Kukacka, 2023.
"Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness,"
Working Papers IES
2023/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2023.
- Sila, Jan & Kocenda, Evzen & Kristoufek, Ladislav & Kukacka, Jiri, 2024. "Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
- Kukacka, Jiri & Sacht, Stephen, 2021.
"Estimation of Heuristic Switching in Behavioral Macroeconomic Models,"
Economics Working Papers
2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Periklis Brakatsoulas & Jiri Kukacka, 2020. "Credit Rating Downgrade Risk on Equity Returns," Working Papers IES 2020/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2020.
- Kukacka, Jiri & Jang, Tae-Seok & Sacht, Stephen, 2018. "On the estimation of behavioral macroeconomic models via simulated maximum likelihood," Economics Working Papers 2018-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Jiri Kukacka & Jozef Barunik, 2016. "Simulated ML Estimation of Financial Agent-Based Models," Working Papers IES 2016/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2016.
- Jan Polach & Jiri Kukacka, 2016.
"Prospect Theory in the Heterogeneous Agent Model,"
Working Papers IES
2016/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
- Jan Polach & Jiri Kukacka, 2019. "Prospect Theory in the Heterogeneous Agent Model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 147-174, March.
- Kukacka, Jiri & Barunik, Jozef, 2016.
"Estimation of financial agent-based models with simulated maximum likelihood,"
FinMaP-Working Papers
63, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Kukacka, Jiri & Barunik, Jozef, 2017. "Estimation of financial agent-based models with simulated maximum likelihood," Journal of Economic Dynamics and Control, Elsevier, vol. 85(C), pages 21-45.
- Jiri Kukacka & Filip Stanek, 2015.
"The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market,"
Working Papers IES
2015/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2015.
- Filip Stanek & Jiri Kukacka, 2018. "The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 865-892, April.
- Jozef Barunik & Jiri Kukacka, 2013.
"Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility,"
Papers
1302.7036, arXiv.org, revised May 2013.
- Jozef Barunik & Jiri Kukacka, 2015. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 959-973, June.
- Baruník, Jozef & Kukacka, Jiri, 2014. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," FinMaP-Working Papers 15, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jiri Kukacka & Jozef Barunik, 2012.
"Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment,"
Papers
1205.3763, arXiv.org, revised May 2013.
- Kukacka, Jiri & Barunik, Jozef, 2013. "Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5920-5938.
Articles
- Proaño, Christian R. & Kukacka, Jiri & Makarewicz, Tomasz, 2024.
"Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics,"
Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 312-333.
- Christian R. Proaño & Tomasz Makarewicz, 2021. "Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics," CAMA Working Papers 2021-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kukacka, Jiri & Sacht, Stephen, 2023.
"Estimation of heuristic switching in behavioral macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Kukacka, Jiri & Sacht, Stephen, 2021. "Estimation of Heuristic Switching in Behavioral Macroeconomic Models," Economics Working Papers 2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Jiri Kukacka & Ladislav Kristoufek, 2023. "Fundamental and speculative components of the cryptocurrency pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
- Zila, Eric & Kukacka, Jiri, 2023. "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 366-391.
- Aneta Havlinova & Jiri Kukacka, 2023. "Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities," Journal of Business Ethics, Springer, vol. 182(1), pages 223-242, January.
- Kukacka, Jiri & Kristoufek, Ladislav, 2021. "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 324-356.
- Kukacka, Jiri & Kristoufek, Ladislav, 2020. "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Jan Polach & Jiri Kukacka, 2019.
"Prospect Theory in the Heterogeneous Agent Model,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 147-174, March.
- Jan Polach & Jiri Kukacka, 2016. "Prospect Theory in the Heterogeneous Agent Model," Working Papers IES 2016/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
- Filip Stanek & Jiri Kukacka, 2018.
"The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 865-892, April.
- Jiri Kukacka & Filip Stanek, 2015. "The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market," Working Papers IES 2015/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2015.
- Kukacka, Jiri & Barunik, Jozef, 2017.
"Estimation of financial agent-based models with simulated maximum likelihood,"
Journal of Economic Dynamics and Control, Elsevier, vol. 85(C), pages 21-45.
- Kukacka, Jiri & Barunik, Jozef, 2016. "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers 63, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jozef Barunik & Jiri Kukacka, 2015.
"Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 959-973, June.
- Baruník, Jozef & Kukacka, Jiri, 2014. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," FinMaP-Working Papers 15, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jozef Barunik & Jiri Kukacka, 2013. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility," Papers 1302.7036, arXiv.org, revised May 2013.
- Kukacka, Jiri & Barunik, Jozef, 2013.
"Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5920-5938.
- Jiri Kukacka & Jozef Barunik, 2012. "Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment," Papers 1205.3763, arXiv.org, revised May 2013.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CMP: Computational Economics (4) 2012-05-22 2016-04-23 2021-03-08 2024-06-17
- NEP-ECM: Econometrics (4) 2016-04-23 2016-11-27 2018-12-24 2021-03-08
- NEP-ORE: Operations Research (4) 2016-07-23 2018-12-24 2020-06-08 2021-03-08
- NEP-FMK: Financial Markets (3) 2013-03-02 2014-12-03 2020-06-08
- NEP-RMG: Risk Management (3) 2020-06-08 2023-08-28 2024-11-18
- NEP-DCM: Discrete Choice Models (2) 2018-12-24 2021-03-08
- NEP-FDG: Financial Development and Growth (2) 2023-08-28 2024-06-17
- NEP-HME: Heterodox Microeconomics (2) 2016-07-23 2024-06-17
- NEP-MAC: Macroeconomics (2) 2018-12-24 2021-03-08
- NEP-CBE: Cognitive and Behavioural Economics (1) 2012-05-22
- NEP-CWA: Central and Western Asia (1) 2021-03-08
- NEP-MON: Monetary Economics (1) 2023-08-28
- NEP-MST: Market Microstructure (1) 2014-12-03
- NEP-OPM: Open Economy Macroeconomics (1) 2015-12-12
- NEP-PAY: Payment Systems and Financial Technology (1) 2023-08-28
- NEP-PBE: Public Economics (1) 2015-12-12
- NEP-UPT: Utility Models and Prospect Theory (1) 2016-07-23
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