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Details about Jaroslava Hlouskova

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Workplace:Institut für Höhere Studien (IHS) (Institute for Advanced Studies), (more information at EDIRC)

Access statistics for papers by Jaroslava Hlouskova.

Last updated 2019-09-02. Update your information in the RePEc Author Service.

Short-id: phl12


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Working Papers

2018

  1. The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level
    Economics Series, Institute for Advanced Studies Downloads

2017

  1. Exchange rate forecasting and the performance of currency portfolios
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article in Journal of Forecasting (2018)

2016

  1. The Consumption-Investment Decision of a Prospect Theory Household
    Economics Series, Institute for Advanced Studies Downloads View citations (1)

2015

  1. GMM Estimation of Affine Term Structure Models
    Economics Series, Institute for Advanced Studies Downloads
    Also in Papers, arXiv.org (2015) Downloads

2014

  1. Can Macroeconomists Get Rich Forecasting Exchange Rates?
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads View citations (3)
    Also in Economics Series, Institute for Advanced Studies (2014) Downloads View citations (2)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) Downloads View citations (2)

2012

  1. Capital Income Taxation and Risk Taking under Prospect Theory
    Economics Series, Institute for Advanced Studies Downloads View citations (13)
    See also Journal Article in International Tax and Public Finance (2012)
  2. Optimal Asset Allocation under Quadratic Loss Aversion
    Economics Series, Institute for Advanced Studies Downloads
  3. What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment?
    Economics Series, Institute for Advanced Studies Downloads

2010

  1. Optimal Asset Allocation Under Linear Loss Aversion
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2011)

2009

  1. Finite Sample Correction Factors for Panel Cointegration Tests
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)
  2. Growth Regressions, Principal Components and Frequentist Model Averaging
    Economics Series, Institute for Advanced Studies Downloads View citations (8)

2007

  1. An Integrated CVaR and Real Options Approach to Investments in the Energy Sector
    Economics Series, Institute for Advanced Studies Downloads View citations (4)
  2. The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study
    Economics Series, Institute for Advanced Studies Downloads View citations (36)
    See also Journal Article in Econometric Reviews (2010)

2005

  1. The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    Economics Working Papers, European University Institute Downloads View citations (17)
    See also Journal Article in Econometric Reviews (2006)

2004

  1. Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2009)

2002

  1. The CEEC10's Real Convergence Prospects
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Transition Economics Series, Institute for Advanced Studies (2001) Downloads

2001

  1. Legal Restrictions on Portfolio Holdings: Some Empirical Results
    Economics Series, Institute for Advanced Studies Downloads

Journal Articles

2018

  1. Exchange rate forecasting and the performance of currency portfolios
    Journal of Forecasting, 2018, 37, (5), 519-540 Downloads
    See also Working Paper (2017)
  2. Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices
    European Review of Agricultural Economics, 2018, 45, (4), 583-615 Downloads

2017

  1. A behavioral portfolio approach to multiple job holdings
    Review of Economics of the Household, 2017, 15, (2), 669-689 Downloads View citations (1)
  2. The consumption–investment decision of a prospect theory household: A two-period model
    Journal of Mathematical Economics, 2017, 70, (C), 74-89 Downloads

2016

  1. Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate
    Journal of Forecasting, 2016, 35, (7), 652-668 Downloads View citations (1)
  2. The role of the marginal rate of substitution of wealth for a loss averse investor
    Economics Bulletin, 2016, 36, (4), 2250-2260 Downloads

2015

  1. Downside loss aversion: Winner or loser?
    Mathematical Methods of Operations Research, 2015, 81, (2), 181-233 Downloads View citations (3)
  2. Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2015, 235, (6), 642-662 Downloads View citations (1)

2014

  1. Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case
    Czech Journal of Economics and Finance (Finance a uver), 2014, 64, (5), 374-391 Downloads View citations (2)
  2. Loss-Aversion with Kinked Linear Utility Functions
    Computational Economics, 2014, 44, (1), 45-65 Downloads View citations (3)

2013

  1. The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach
    Swiss Journal of Economics and Statistics (SJES), 2013, 149, (IV), 445-492 Downloads View citations (7)

2012

  1. Capital income taxation and risk taking under prospect theory
    International Tax and Public Finance, 2012, 19, (4), 554-573 Downloads View citations (7)
    See also Working Paper (2012)

2011

  1. Optimal asset allocation under linear loss aversion
    Journal of Banking & Finance, 2011, 35, (11), 2974-2990 Downloads View citations (22)
    See also Working Paper (2010)

2010

  1. The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study
    Econometric Reviews, 2010, 29, (2), 182-223 Downloads View citations (59)
    See also Working Paper (2007)

2009

  1. Finite Sample Correction Factors for Panel Cointegration Tests*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (6), 851-881 Downloads View citations (1)
    See also Working Paper (2009)
  2. Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
    Journal of Empirical Finance, 2009, 16, (2), 330-336 Downloads View citations (5)
    See also Working Paper (2004)

2008

  1. NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES
    Economic Inquiry, 2008, 46, (2), 214-226 Downloads View citations (117)

2007

  1. An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory
    Journal of Optimization Theory and Applications, 2007, 135, (3), 563-581 Downloads View citations (3)
  2. An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis
    Journal of Optimization Theory and Applications, 2007, 135, (3), 531-547 Downloads View citations (3)

2006

  1. The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    Econometric Reviews, 2006, 25, (1), 85-116 Downloads View citations (115)
    See also Working Paper (2005)

2005

  1. An Algorithm for Portfolio Optimization with Transaction Costs
    Management Science, 2005, 51, (11), 1676-1688 Downloads View citations (11)
  2. Beating the random walk in Central and Eastern Europe
    Journal of Forecasting, 2005, 24, (3), 189-201 Downloads View citations (14)
  3. CEEC growth projections: Certainly necessary and necessarily uncertain
    The Economics of Transition, 2005, 13, (2), 341-372 Downloads View citations (18)
  4. Real options and the value of generation capacity in the German electricity market
    Review of Financial Economics, 2005, 14, (3-4), 297-310 Downloads View citations (19)

2004

  1. Forecasting electricity spot-prices using linear univariate time-series models
    Applied Energy, 2004, 77, (1), 87-106 Downloads View citations (93)
  2. Forecasting exchange rates in transition economies: A comparison of multivariate time series models
    Empirical Economics, 2004, 29, (4), 787-801 Downloads View citations (2)

2000

  1. Forecasting the Euro exchange rate using vector error correction models
    Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (2), 232-258 Downloads View citations (10)
  2. The efficient frontier for bounded assets
    Mathematical Methods of Operations Research, 2000, 52, (2), 195-212 Downloads View citations (7)
 
Page updated 2019-12-11