Detail grantu

DYME – Dynamic Models in Economics

Řešitel: prof. Roman Horváth Ph.D.
Spolupracovníci: doc. PhDr. Martin Gregor Ph.D.
doc. PhDr. Tomáš Havránek Ph.D.
doc. PhDr. Ladislav Krištoufek Ph.D.
prof. Ing. Miloslav Vošvrda CSc.
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:
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

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.

Konference:

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

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

ESTIMATION OF GRAVITY MODELS OF BILATERAL TRADE

European Research Committee for Informatics and Mathematics 2015

GAMES 2016: Game Theory Society Meeting, Maastricht, Netherlands

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

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

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF