Jiri Kukacka

Univerzita Karlova

H-index: 9

Europe-Czech Republic

About Jiri Kukacka

Jiri Kukacka, With an exceptional h-index of 9 and a recent h-index of 8 (since 2020), a distinguished researcher at Univerzita Karlova, specializes in the field of Financial Econometrics, Behavioral Finance and Macroeconomics, Heterogeneous Agent Models, Crypto.

His recent articles reflect a diverse array of research interests and contributions to the field:

Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics

Moment set selection for the SMM using simple machine learning

Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness

Reconsidering Hodrick-Prescott Detrending and Its Smoothing Parameter: Extended Version

Fundamental and speculative components of the cryptocurrency pricing dynamics

Corporate social responsibility and stock prices after the financial crisis: The role of strategic CSR activities

Estimation of heuristic switching in behavioral macroeconomic models

On the estimation of behavioral macroeconomic models via simulated maximum likelihood

Jiri Kukacka Information

University	Univerzita Karlova
Position	Assistant Professor & The Czech Academy of Sciences
Citations(all)	332
Citations(since 2020)	266
Cited By	162
hIndex(all)	9
hIndex(since 2020)	8
i10Index(all)	7
i10Index(since 2020)	7
Email	Access Email
University Profile Page	Univerzita Karlova
Google Scholar	View Google Scholar Profile

Jiri Kukacka Skills & Research Interests

Financial Econometrics

Behavioral Finance and Macroeconomics

Heterogeneous Agent Models

Crypto

Top articles of Jiri Kukacka

Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics

Journal of Economic Behavior & Organization

2024/1/1

Jiri Kukacka

H-Index: 7

Tomasz Makarewicz

H-Index: 4

Moment set selection for the SMM using simple machine learning

Journal of Economic Behavior & Organization

2023/8/1

Jiri Kukacka

H-Index: 7

Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness

Bad Volatility: The Dichotomy and Drivers of Connectedness in Major Cryptocurrencies (July 27, 2023)

2023/7/27

Jan Sila

H-Index: 1

Ladislav Kristoufek

H-Index: 31

Jiri Kukacka

H-Index: 7

Reconsidering Hodrick-Prescott Detrending and Its Smoothing Parameter: Extended Version

Available at SSRN 4147280

2023/6/30

Jiri Kukacka

H-Index: 7

Fundamental and speculative components of the cryptocurrency pricing dynamics

Financial Innovation

2023/3/5

Jiri Kukacka

H-Index: 7

Ladislav Kristoufek

H-Index: 31

Corporate social responsibility and stock prices after the financial crisis: The role of strategic CSR activities

Journal of Business Ethics

2023/1

Jiri Kukacka

H-Index: 7

Estimation of heuristic switching in behavioral macroeconomic models

Journal of Economic Dynamics and Control

2023/1/1

Jiri Kukacka

H-Index: 7

On the estimation of behavioral macroeconomic models via simulated maximum likelihood

A heavily revised and renamed version of this WP was published in the Journal of Economic Dynamics and Control (2023). The final authenticated version is available online at DOI: doi. org/10.1016/j. jedc

2022/12/8