PhDr. Jiří Kukačka, Ph.D.

PhDr. Jiří Kukačka, Ph.D.

Působiště:

  • Katedra makroekonomie a ekonometrie

E-mail: jiri.kukacka@fsv.cuni.cz

Místnost: č. O406, Opletalova 26

ResearcherID: J-1974-2014

Scopus Author ID: 57195633252

ORCID ID: 0000-0001-8680-2896

CV

Jiri Kukacka is an economist based in Prague interested in financial econometrics, behavioral finance and macro, cryptoassets, ESG, and the development of simulation-based estimation methods. His work has been published in leading journals in the field, including JEBO, JEDC, and Business Ethics, and presented at around fifty international conferences and workshops. He is lecturing courses in econometrics and behavioral finance.

Vzdělání

2011 - 2016: Ph.D. in Economics, Charles University
2012: PhDr. in Economics, Charles University
2008 - 2011: Master's degree in Economics, Charles University
2008 - 2009: University of Bath, United Kingdom, Erasmus
2005 - 2008: Bachelor's degree in Economic Theories, Charles University

Odborná praxe

Academic Staff at Charles University:
2017+: Assistant Professor, Institute of Economic Studies, see also my: Google Scholar CitationsResearchGateRePEc, and recent working papers at SSRN
2016: Postdoctoral Research Visit, University of California, Irvine, USA
2016 - 2017: Postdoc

Research visits:
University of Florence, Italy (2023)
Hamburg Institute of International Economics, Germany (2023)
Sant'Anna School of Advanced Studies in Pisa, Italy (2022)
Kiel University, Germany (2022, 2021, 2020, 2018, 2016)

Researcher at Czech Academy of Sciences:
2021+: Research Associate, Institute of Information Theory and Automation, Department of Econometrics
2016 - 2021: Postdoc

Rok vydání

Monografie

Kapitoly v monografiích

Články

Příspěvky v konferenčních sbornících

JEB109 - Econometrics I
JEM062 - Introductory Econometrics

Office/consultation hours: by appointment via email, or we can schedule a Meet call
Winter semester: Monday, 13:30-15:30
Summer semester: Tuesday, 13:30-15:30

 

Bachelor's theses

Students are welcome to contact me via email and consult the supervision of bachelor's theses related to fields of my research interest (the maximum load of supervised bachelor's theses for a given academic year is around two, no further capacity for the academic year 2024/25):

  1. Behavioral Finance (empirical econometric approach). See interesting videos here and here, read about behavioural biases, patterns, and anomalies here, and download comprehensive e-handbooks hereherehere, and here. Are these patters still detectable? Are they detectable at other markets than where discovered?
  2. Cryptocurrencies/Cryptoassets (empirical econometric approach). Read this overview article and see our recent paper. Do various well-known behavioral finance biases and patterns also play a role in cryptocurrency markets?
  3. Agent-Based Modelling in economics and finance, for motivation read this nice article. Implementation/extension/analysis/estimation of a simple financial heterogeneous agent model (handbook 2006handbook 2018), or a macroeconomic agent-based model in NetLogo or any other software (R, Julia, etc.). See this textbook with example codes and these interesting videos for more inspiration: financemacro.
  4. Agentization of a theoretical model into the discrete agent-based domain. Do both result in the same findings? Examples: Cournot oligopoly with simple learning, cartels. Implementation in NetLogo or any other software (R, Julia, etc.). See this textbook with example codes for more inspiration.
  5. Corporate social responsibility (CSR) and ESG (Environmental, Social, and Governance) scoring and investing (empirical econometric time series analysis of financial data). See our recent paper on the CSR topic.

Currently supervised:
Vojtech Dohnal: an ABM topic
Krystof Kalhous: a macro ABM topic
Smid Samuel: Market reaction to news in in-match football betting markets

Master's theses

Students are welcome to contact me via email and consult the supervision of master's theses related to fields of my research interest (the maximum load of supervised master's theses for a given academic year is around two, no further capacity for the academic year 2024/25):

  1. Simulation-based estimation methods in financial- and macro-econometrics (simulated MLE, simulated MM, Bayesian approaches). Analysis of performance, horse race comparison. Check our recent papers here and here or see this handbook 2018 chapter.
  2. Behavioural New Keynesian model (calibration, estimation, theoretical extension). Read this article for more motivation about bounded rationality in macro and check this textbook (or an older version) or our recent paper.
  3. Heterogeneous Agent Modelling in finance (estimation, application to the cryptocurrency market, horse race of a ZOO of models). See a nice article here for more motivation, check related chapters in handbook 2006 and handbook 2018, or see our recents papers here and here.
  4. Behavioral Finance (advanced empirical econometric analysis of a selected topic). Read about behavioural biases, patterns, and anomalies here, and download comprehensive e-handbooks hereherehere, and here. Can one reasonably profit on this knowledge? Can we develop behavioral trading strategies to ensure abnormal returns?
  5. Cryptocurrencies/Cryptoassets (advanced empirical econometric approach). Read this overview article and see our recent paper. Do various well-known behavioral finance biases and patterns also play a role in cryptocurrency markets?
  6. Corporate social responsibility (CSR) and ESG (Environmental, Social, and Governance) scoring and investing (advanced empirical econometric analysis of financial data). See our recent paper on the CSR topic.

Currently supervised:
Eric Zila: Surrogate Modelling Extension of the Simulated Method of Moments
Ondrej Karlicek: Simulation-based estimation methods in financial econometrics - analysis of performance and comparison
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Ekaterina Orjonikidze: How Does ESG Performance Affect Stock Return Volatility Across Industries During the COVID-19 Crisis?
Vandasova Daniela

Successes of my students

  • Ji Jia Xin: IES Director Award 2024
  • Kristyna Coufalova: admitted to the University of Oxford 2023
  • Tatiana Bielakova: Deloitte Outstanding Thesis Award 2023, admitted to ETH Zurich
  • Alexander Macejovsky: Deloitte Outstanding Thesis Award 2022
  • Eric Zila: Deloitte Outstanding Thesis Award 2021, admitted to the University of Amsterdam
  • Katerina Havelkova: Deloitte Outstanding Thesis Award 2020
  • Renata Wojnarova: Deloitte Outstanding Thesis Award 2020
  • Sergey Bolshakov: Deloitte Outstanding Thesis Award 2020
  • Jan Vainer: Deloitte Outstanding Thesis Award 2018
  • Aneta Pintekova: Josef Vavrousek Award FSV UK 2017
  • Jan Polach: MSc in Finance at the London School of Economics 2016
  • Filip Stanek: Dean's Award for an extraordinarily good bachelor's diploma thesis 2014

2020 - 2022: Czech Science Foundation (GACR 20-14817S), "Linking financial and economic agent-based models: An econometric approach", Principal Investigator

2019 - 2021: Charles University (PRIMUS/19/HUM/017), "Behavioral finance and macroeconomics: New insights for the mainstream", Team Member

Finanční ekonometrie, behaviorální finance a makroekonomie, modely s heterogenními agenty, ESG, kryptoaktiva