| Řešitel: |
prof. Roman Horváth Ph.D. |
| Spolupracovníci: |
doc. PhDr. Martin Gregor Ph.D.
prof. PhDr. Tomáš Havránek Ph.D.
prof. PhDr. Ladislav Krištoufek Ph.D.
prof. Ing. Miloslav Vošvrda CSc.
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| Popis: |
The project shall focus on three principal research branches: Dynamic Macroeconomics, Optimal Economic Decision Making and Financial Econometrics and Risk Management.
Within each research branch, several Working Groups shall be established. Each Working Group should be managed by its Head, a well-renowned researcher with good scientific curriculum vitae. Each Working Group should consist of both well-renowned researchers as well as young scientists and should joint both mathematicians and economists with common research interests.
See more at http://dyme.vse.cz/ or http://dyme.karlin.mff.cuni.cz/ |
| Spolupráce: |
The institutes of Charles University in Prague:
- Faculty of Social Sciences
- Center for Economic Research and Graduate Education
- Faculty of Mathematics and Physics
the institutes of the University of Economics, Prague:
- Faculty of Finance and Accountinc
- Faculty of Computer Science and Statistics
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic (UTIA) |
| Práce v rámci grantu: |
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| WWW odkaz: |
http://dyme.vse.cz/#intro |
| Finance: |
GAČR GAP402/12/G097 |
| Konec: |
2018 |
| Publikace: |
Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?
Víšek, J. Á. : Asymptotic representation of the instrumentl weighted variables - theory and pracrice. Part II - numerical study
A three-stage model of inter-jurisdictional public spending spillovers
Access fees for competing lobbies
Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products
Business cycle synchronization of the Visegrad Four and the European Union
Dynamic Elasticities of Tax Revenue: Evidence from the Czech Republic
Electives Shopping, Grading Competition, and Grading Norms
Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation
Estimation of financial agent-based models with simulated maximum likelihood
Estimation of financial agent-based models with simulated maximum likelihood
Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks
GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation
Habit Formation in Consumption: A Meta-Analysis
How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
Inflation and the Steeplechase Between Economic Activity Variables
Kristoufek, L. & Vosvrda, M.: Gold, currencies and market efficiency
Kristoufek, L. & Vosvrda, M.: Measuring capital market efficiency: Global and local correlations structure
Kristoufek, L.: What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis
Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy
Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector
Lobbying mechanisms
Pavlicek, J. & Kristoufek, L.: Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries
Pavlicek, J. & Kristoufek, L.: Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries
Prospect Theory in the heterogeneous agent model
Prospect Theory in the heterogeneous agent model
Task divisions in teams with complementary tasks
The impact of the Tobin tax in a heterogeneous agent model of the foreign exchange market
The impact of the Tobin tax in a heterogeneous agent model of the foreign exchange market
The Natural Resource Curse and Institutions in Post-Soviet Countries
The Optimal Ballot Structure for Double-Member Districts
To invite or not to invite a lobby, that is the question
Tullock's puzzle in pay-and-play lobbying
Vakrman, T. & Kristoufek, L.: Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches
Vakrman, T. & Kristoufek, L.: Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches
Visek, J. A. : Coping with level and character of contamination by SW-estimators.
Víšek, J. Á. : Estimating regression model with a mixed structure - numerical study.
Víšek, J. Á.: Instrumental weighted variables under heteroscedasticity. Part II. Numerical study.
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| Konference: |
2018 EIASM Workshop on Corporate Governance, Brussels, Belgium
20th International Conference Computing in Economics and Finance, 2014
AMISTAT 2015
Applied Stochastic Models and Data Analysis 2017
Ce2 Workshop 2016, Warsaw, Poland
CEPET 2014: Central European Program in Economic Theory, Udine, Italy
CEPET 2015: Central European Program in Economic Theory, Udine, Italy
COMPUTATIONAL AND METHODOLOGICAL STATISTICS, 2014
EARIE 2016: European Association for Research in Industrial Economics, Lisbon, Portugal
EcoMod 2013: Economic Modeling, Prague
EPCS 2014: European Public Choice Society, Cambridge, UK
EPCS 2015: European Public Choice Society, Groningen, Netherlands
EPSA 2013: European Association for Political Science, Barcelona, Spain
ESEM 2016: Econometric Society European Meetings, Geneva, Switzerland
ESTIMATION OF GRAVITY MODELS OF BILATERAL TRADE
European Research Committee for Informatics and Mathematics 2015
GAMES 2016: Game Theory Society Meeting, Maastricht, Netherlands
ICOPEAI 2015: International Conference on Political Economy and Institutions, Baiona, Spain
International Conference on Robust Statistics 2013
PET 2015: Association for Public Economic Theory, Luxembourg
QUALITY PRODUCTIVITY RESEARCH CONFERENCE 2012
SED 2013: Society for Economic Design, Lund, Sweden
SING14: European Meeting on Game Theory, Bayreuth, Germany
SIS2015 STATISTICAL CONFERENCE STATISTICS AND DEMOGRAPHY: THE LEGACY OF CORRADO GINI
STATISTICS AND QUALITY IN A DATA RICH WORLD
Výroční konference ČSE, 29. 11. 2014
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