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Bulletin of the Czech Econometric Society
1995 - 2012
from The Czech Econometric Society Contact information at EDIRC . Series data maintained by Jozef Barunik ().
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Volume 19, issue 30 , 2012
Editorial to the Special Issue on Approximation of Stochastic Programming Problems
Martin Šmíd and Miloslav Vošvrda
Behaviour and convergence of Wasserstein metric in the framework of stable distributions
Vadym Omelchenko
Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems
Martin Smid
Some Remarks on Stochastic Versions of the Ramsey Growth Model
Karel Sladký
Notes on asymptotic properties of approximated stochastic programs
Jitka Dupačová
Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Sample
Vlasta Kaňková
On precision of optimization in the case of incomplete information
Petr Volf
Volume 19, issue 29 , 2012
Empirical Estimates in Economic and Financial Optimization Problems
Michal Houda and Vlasta Kaňková
The Extreme Value Theory and Copulas as a Tool to Measure Market Risk
Krenar Avdulaj
Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?
Pavel Herber and Daniel Němec
A Comparison of EVT and Standard VaR Estimations
Jaroslav Baran and Jiří Witzany
Volume 18, issue 28 , 2011
Neural Networks as Semiparametric Option Pricing Tool
Michaela Barunikova and Jozef Baruník
A Two Factor Model for PD and LGD Correlation
Jiří Witzany
The Solow-Swan model generalization with non-constant labor growth rate
Lenka Přibylová
Definition of Default and Quality of Scoring Functions
Jiří Witzany
Comparing Neural Networks and ARMA Models in Artificial Stock Market
Jiri Krtek and Miloslav Vošvrda
Estimating Stochastic Cusp Model Using Transition Density
Jan Voříšek
Volume 17, issue 27 , 2010
Strict Coalition-Proofness in an Oligopoly Difference Game
Milan Horniaček
Heteroscedasticity Resistant Robust Covariance Matrix Estimator
Jan Víšek
Long-range dependence in returns and volatility of Central European Stock Indices
Ladislav Krištoufek
Technological Diffusion in the Uzawa-Lucas Model
Petr Duczynski
Volume 16, issue 26 , 2009
A Baseline Model for Monetary Policy Analysis
Jaromir Tonner , Jiří Polanský and Osvald Vašíček
Estimate of the Czech National Bank’s Preferences in NOEM DSGE model
Adam Remo and Osvald Vašíček
An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector
Karel Musil
Volume 15, issue 25 , 2008
Myopia and the economics of nonrenewable resources
Petr Duczynski
Firms formation and growth in the model with heterogeneous agents and monitoring
Petr Švarc and Peter Marko
DSGE model with nominal rigidities: estimation and assessing of fit*
Miroslav Hloušek
Wavelets and Sentiment in the Heterogeneous Agents Model
Lukas Vacha and Miloslav Vošvrda
Price Tails in the Smith and Farmer's Model
Martin Smid
The Implicit Weighting of GMM Estimators
Jan Víšek
Volume 14, issue 24 , 2007
On Uselessness of Limit Orders
Martin Smid
A note on existence of mixed solutions to equilibrium problems with equilibrium constraints
Michal Červinka
On Steady-State Solutions of Selected Endogenous Growth Models
Petr Duczynski
Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents
Jan Kodera , Karel Sladký and Miloslav Vošvrda
Volume 13, issue 23 , 2006
Wage Bargaining Model As Microfoundation Of Hysteresis Hypothesis
Dalibor Moravanský and Daniel Němec
A Vector Model Of Work Motivation
Ivan Kotliarov
A Simple Stock Market Model Involving Delay
Jan Melecký
Application of Dynamic Models and an Support Vector Machine to Inflation Modelling
Dušan Marček and Milan Marček
Asymmetric Adjustment Costs and the Imbalance Effect between Human and Physical Capital
Petr Duczynski
Volume 12, issue 22 , 2005
Nikitas-Spiros Koutsoukis, Gautam Mitra: Decision Modelling And Information Systems: The Information Value Chain
Milan Mareš
Damien Challet, Matteo Marsili, Vi-Cheng Zhang: Minority Games: Interacting agents in financial markets
Milan Mareš
Kofi Kissi Dompere: Cost-Benefit Analysis And The Theory Of Fuzzy Decisions: Identification And Measurement Theory
Milan Mareš
Models of Growth with Capital Contributing to Utility
Petr Duczynski
Pension fund state estimation and optimal investment strategy
Marek Lešek and Miroslav Šimandl
Wage and Price Phillips Curves: Some results for the U.S. Economy
Pu Chen and Peter Flaschel
George B. Dantzig 1914-2005
J Dupačová and D. Morton
Volume 11, issue 21 , 2004
Risk premiums for multiperiod risks
Miloš Kopa
Unemployment Policy Model via Multistage Stochastic Programming
Petr Chovanec
Selection Of Robust Method: Numerical Examples And Results
Jan Víšek
Volume 11, issue 20 , 2004
Analysis of the open macroeconomy model with rational expectations
Stanislav David and Osvald Vašíček
Negotiated Contracts Can Be Inefficient
Milan Horniaček
Preference variations in the AK model
Petr Duczynski
Estimation of alternative monetary policy rules and their comparison
Hana Pytelová and Osvald Vašíček
Evaluating Statistical and Economic Significance of Polish Stock Return Predictability
Dita Fuchsová and Filip Žikeš