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Bulletin of the Czech Econometric Society

1995 - 2014

From The Czech Econometric Society
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Volume 21, issue 33, 2014

On the Tsallis Entropy For Gibbs Random Fields Downloads
Martin Janžura
Estimating Default and Recovery Rate Correlations Downloads
Jiří Witzany
Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic Downloads
Josef Stráský and Jaromir Baxa

Volume 21, issue 32, 2014

Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study Downloads
Jan Víšek
Recovery Rates in Consumer Lending: Empirical Evidence and the Model Comparison Downloads
Samuel Prívara, Marek Kolman and Jiří Witzany
Technological Variations in the AK Model Downloads
Petr Duczynski
Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation Downloads
Jan Víšek

Volume 20, issue 31, 2013

Ways and means with scenarios Downloads
Jitka Dupačová
The Influence of Housing Price Development on the Household Consumption: Empirical Analysis for the Czech Republic Downloads
Sylvie Dvořáková and Jakub Seidler
The least weighted squares with constraints and under heteroscedasticity Downloads
Jan Víšek

Volume 19, issue 30, 2012

Editorial to the Special Issue on Approximation of Stochastic Programming Problems Downloads
Martin Šmíd and Miloslav Vošvrda
Behaviour and convergence of Wasserstein metric in the framework of stable distributions Downloads
Vadym Omelchenko
Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems Downloads
Martin Smid
Some Remarks on Stochastic Versions of the Ramsey Growth Model Downloads
Karel Sladký
Notes on asymptotic properties of approximated stochastic programs Downloads
Jitka Dupačová
Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Sample Downloads
Vlasta Kaňková
On precision of optimization in the case of incomplete information Downloads
Petr Volf

Volume 19, issue 29, 2012

Empirical Estimates in Economic and Financial Optimization Problems Downloads
Michal Houda and Vlasta Kaňková
The Extreme Value Theory and Copulas as a Tool to Measure Market Risk Downloads
Krenar Avdulaj
Investigating structural differences of the Czech economy: Does asymmetry of shocks matter? Downloads
Pavel Herber and Daniel Němec
A Comparison of EVT and Standard VaR Estimations Downloads
Jaroslav Baran and Jiří Witzany

Volume 18, issue 28, 2011

Neural Networks as Semiparametric Option Pricing Tool Downloads
Michaela Barunikova and Jozef Baruník
A Two Factor Model for PD and LGD Correlation Downloads
Jiří Witzany
The Solow-Swan model generalization with non-constant labor growth rate Downloads
Lenka Přibylová
Definition of Default and Quality of Scoring Functions Downloads
Jiří Witzany
Comparing Neural Networks and ARMA Models in Artificial Stock Market Downloads
Jiri Krtek and Miloslav Vošvrda
Estimating Stochastic Cusp Model Using Transition Density Downloads
Jan Voříšek

Volume 17, issue 27, 2010

Strict Coalition-Proofness in an Oligopoly Difference Game Downloads
Milan Horniaček
Heteroscedasticity Resistant Robust Covariance Matrix Estimator Downloads
Jan Víšek
Long-range dependence in returns and volatility of Central European Stock Indices Downloads
Ladislav Krištoufek
Technological Diffusion in the Uzawa-Lucas Model Downloads
Petr Duczynski

Volume 16, issue 26, 2009

A Baseline Model for Monetary Policy Analysis Downloads
Jaromir Tonner, Jiří Polanský and Osvald Vašíček
Estimate of the Czech National Bank’s Preferences in NOEM DSGE model Downloads
Adam Remo and Osvald Vašíček
An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector Downloads
Karel Musil

Volume 15, issue 25, 2008

Myopia and the economics of nonrenewable resources Downloads
Petr Duczynski
Firms formation and growth in the model with heterogeneous agents and monitoring Downloads
Petr Švarc and Peter Marko
DSGE model with nominal rigidities: estimation and assessing of fit* Downloads
Miroslav Hloušek
Wavelets and Sentiment in the Heterogeneous Agents Model Downloads
Lukas Vacha and Miloslav Vošvrda
Price Tails in the Smith and Farmer's Model Downloads
Martin Šmíd
The Implicit Weighting of GMM Estimators Downloads
Jan Víšek

Volume 14, issue 24, 2007

On Uselessness of Limit Orders Downloads
Martin Šmíd
A note on existence of mixed solutions to equilibrium problems with equilibrium constraints Downloads
Michal Červinka
On Steady-State Solutions of Selected Endogenous Growth Models Downloads
Petr Duczynski
Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents Downloads
Jan Kodera, Karel Sladký and Miloslav Vošvrda

Volume 13, issue 23, 2006

Wage Bargaining Model As Microfoundation Of Hysteresis Hypothesis Downloads
Dalibor Moravanský and Daniel Němec
A Vector Model Of Work Motivation Downloads
Ivan Kotliarov
A Simple Stock Market Model Involving Delay Downloads
Jan Melecký
Application of Dynamic Models and an Support Vector Machine to Inflation Modelling Downloads
Dušan Marček and Milan Marček
Asymmetric Adjustment Costs and the Imbalance Effect between Human and Physical Capital Downloads
Petr Duczynski

Volume 12, issue 22, 2005

Nikitas-Spiros Koutsoukis, Gautam Mitra: Decision Modelling And Information Systems: The Information Value Chain Downloads
Milan Mareš
Damien Challet, Matteo Marsili, Vi-Cheng Zhang: Minority Games: Interacting agents in financial markets Downloads
Milan Mareš
Kofi Kissi Dompere: Cost-Benefit Analysis And The Theory Of Fuzzy Decisions: Identification And Measurement Theory Downloads
Milan Mareš
Models of Growth with Capital Contributing to Utility Downloads
Petr Duczynski
Pension fund state estimation and optimal investment strategy Downloads
Marek Lešek and Miroslav Šimandl
Wage and Price Phillips Curves: Some results for the U.S. Economy Downloads
Pu Chen and Peter Flaschel
George B. Dantzig 1914-2005 Downloads
J Dupačová and D. Morton
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