Details about Miloslav Vošvrda

Access statistics for papers by Miloslav Vošvrda.

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Short-id: pvo3

Working Papers

2010

1. Tail Behavior of the Central European Stock Markets during the Financial Crisis
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   See also Journal Article in Czech Economic Review (2010)

2007

2. Goodwin's Predator-Prey Model with Endogenous Technological Progress
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)

2006

3. Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   See also Journal Article in Bulletin of the Czech Econometric Society (2007)
4. Nonlinear Dynamical Model of Economy with Embodied Technological Progress
   Computing in Economics and Finance 2006, Society for Computational Economics
5. Wavelet Applications to Heterogeneous Agents Model
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2005

6. Heterogeneous Agents Model with the Worst Out Algorithm
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   See also Journal Article in Czech Economic Review (2007)
7. Production, Capital Stock and Price Dynamics in Simple Model of Closed Economy
   Computing in Economics and Finance 2005, Society for Computational Economics
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2005)

2003

8. Dynamics of a Small Open Economy
   Computing in Economics and Finance 2003, Society for Computational Economics

2001

9. Bifurcation Routes and Economic Stability
   Computing in Economics and Finance 2001, Society for Computational Economics View citations (2)
   See also Journal Article in Bulletin of the Czech Econometric Society (2001)
10. On Economic Model of Cycles
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Undated

11. The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model
    Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics

Journal Articles

2010

1. Editorial
   Czech Economic Review, 2010, 4, (3), 234-235
2. Tail Behavior of the Central European Stock Markets during the Financial Crisis
   Czech Economic Review, 2010, 4, (3), 281-294
   See also Working Paper (2010)

2009

3. Can a stochastic cusp catastrophe model explain stock market crashes?
   Journal of Economic Dynamics and Control, 2009, 33, (10), 1824-1836 View citations (1)
4. Smart Agents and Sentiment in the Heterogeneous Agent Model
   Prague Economic Papers, 2009, 2009, (3), 209-219 View citations (1)
5. Smart predictors in the heterogeneous agent model
   Journal of Economic Interaction and Coordination, 2009, 4, (2), 163-172 View citations (1)

2008

6. Stock market crashes modeling: stochastic cusp catastrophe application
   Politická ekonomie, 2008, 2008, (6), 759-771
7. Wavelets and Sentiment in the Heterogeneous Agents Model
   Bulletin of the Czech Econometric Society, 2008, 15, (25)

2007

8. Heterogeneous Agents Model with the Worst Out Algorithm
   Czech Economic Review, 2007, 1, (1), 54-66
   See also Working Paper (2005)
9. Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents
   Bulletin of the Czech Econometric Society, 2007, 14, (24)
   See also Working Paper (2006)
10. Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments
    Czech Economic Review, 2007, 1, (3), 302-311
11. Production, Capital Stock, and Price Level Dynamics in the Light of Kaldorian Model
    Acta Oeconomica Pragensia, 2007, 2007, (4), 79-87
12. Wavelet Decomposition of the Financial Market
    Prague Economic Papers, 2007, 2007, (1), 38-54 View citations (2)

2006

13. Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets
    Prague Economic Papers, 2006, 2006, (3), 231-242
14. Product, capital stock and price dynamics in a simple model of closed economy
    Politická ekonomie, 2006, 2006, (3)

2005

15. A Small-Open-Economy Model and Endogenous Money Stock
    Acta Oeconomica Pragensia, 2005, 2005, (1), 27-34
16. Dynamical Agents' Strategies and the Fractal Market Hypothesis
    Prague Economic Papers, 2005, 2005, (2), 163-170 View citations (2)

2004

17. An Application of the Garch-t Model on Central European Stock Returns
    Prague Economic Papers, 2004, 2004, (1), 26-39

2003

18. Heterogeneous agent model with memory and asset price behaviour
    Prague Economic Papers, 2003, 2003, (2) View citations (2)

2002

19. Heterogeneous Agent Model And Numerical Analysis Of Learning
    Bulletin of the Czech Econometric Society, 2002, 9, (17) View citations (2)

2001

20. Bifurcation Routes And Economic Stability
    Bulletin of the Czech Econometric Society, 2001, 8, (14)
    See also Working Paper (2001)

1999

21. Sensitivity And Stability In Dynamical Economic Systems
    Bulletin of the Czech Econometric Society, 1999, 6, (9) View citations (1)
22. Van Der Pol's Equation and an Economic Model of Cycles
    Bulletin of the Czech Econometric Society, 1999, 6, (10)

1998

23. The Efficient Market Hypothesis Testing on the Prague Stock Exchange
    Bulletin of the Czech Econometric Society, 1998, 5, (7)

1996

24. Disequilibrium model applied to the Czech Economy
    Bulletin of the Czech Econometric Society, 1996, 3, (4)
25. The Speed Of Adjustment and Robust Stability of Macroeconomic Systems
    Bulletin of the Czech Econometric Society, 1996, 3, (5)

1995

26. Diferenciální Rovnice a Ekonomické Aplikace
    Bulletin of the Czech Econometric Society, 1995, 2, (2)
27. Markovian Model of Unemployment
    Bulletin of the Czech Econometric Society, 1995, 2, (3)

1988

28. Statistical data analysis by dialogue statistical systems
    Computational Statistics & Data Analysis, 1988, 6, (2), 113-117