Access Statistics for Jaroslava Hlouskova

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A behavioral economic approach to multiple job holdings with leisure 0 0 2 8 0 1 3 25
An Integrated CVaR and Real Options Approach to Investments in the Energy Sector 0 0 0 414 0 0 0 915
CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain 0 0 1 165 0 0 3 596
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 0 71 1 2 2 181
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 0 0 0 3 3 40
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 0 100 0 0 0 79
Capital Income Taxation and Risk Taking under Prospect Theory 0 0 0 28 0 0 0 200
Capital income taxation under full loss offset provisions of a prospect theory investor 0 0 0 57 1 1 1 32
Exchange rate forecasting and the performance of currency portfolios 0 0 0 75 0 0 1 171
Financial instability and economic activity 0 0 0 11 0 1 2 23
Finite Sample Correction Factors for Panel Cointegration Tests 0 0 0 67 0 1 1 257
GMM Estimation of Affine Term Structure Models 0 0 0 18 0 0 2 85
GMM Estimation of Affine Term Structure Models 0 0 0 26 0 1 1 32
Growth Regressions, Principal Components and Frequentist Model Averaging 0 0 1 212 0 1 3 544
Inflation Forecasting in Turbulent Times 0 0 26 26 0 0 24 24
Legal Restrictions on Portfolio Holdings: Some Empirical Results 0 0 0 19 0 0 0 174
Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management 0 0 0 264 0 0 0 735
Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management 0 0 0 804 0 1 2 1,934
Optimal Asset Allocation Under Linear Loss Aversion 0 0 0 71 0 0 2 236
Optimal Asset Allocation under Quadratic Loss Aversion 0 0 0 54 0 2 5 291
Prospect theory and asset allocation 0 0 1 39 0 0 2 23
Regime-dependent commodity price dynamics: A predictive analysis 0 0 0 19 1 1 2 23
Regime-dependent nowcasting of the Austrian economy 0 0 0 6 0 1 2 9
The CEEC10's Real Convergence Prospects 0 0 0 110 0 0 5 2,067
The CEEC10's Real Convergence Prospects 0 0 1 163 0 1 3 465
The Consumption-Investment Decision of a Prospect Theory Household 0 2 4 95 1 3 7 263
The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study 0 0 0 846 1 1 3 1,937
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 1 1 1 269 1 2 5 649
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 1 1 2 717 2 4 9 1,735
The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level 0 2 2 36 0 3 4 70
What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment? 0 0 0 19 0 0 1 130
What's Really the Story with this Balassa-Samuelson Effect in the CEECs? 0 0 0 328 0 0 1 827
Total Working Papers 2 6 41 5,137 8 30 99 14,772

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A behavioral portfolio approach to multiple job holdings 0 0 2 16 0 1 7 92
Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach 0 1 3 4 1 3 10 15
AgroTutor: A Mobile Phone Application Supporting Sustainable Agricultural Intensification 1 1 1 8 1 2 4 50
An Algorithm for Portfolio Optimization with Transaction Costs 0 0 0 28 0 1 3 64
An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory 0 0 1 2 0 2 6 11
An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis 0 0 0 0 0 1 2 4
Beating the random walk in Central and Eastern Europe 0 0 1 92 0 0 1 312
CEEC growth projections: Certainly necessary and necessarily uncertain 0 0 0 38 0 0 1 204
Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case 0 0 0 12 1 1 1 85
Capital income taxation and risk taking under prospect theory 0 0 0 15 0 0 0 73
Downside loss aversion: Winner or loser? 0 0 0 5 0 0 0 53
Exchange rate forecasting and the performance of currency portfolios 0 0 0 3 0 1 2 18
Financial and economic uncertainties and their effects on the economy 0 1 3 10 2 6 19 35
Finite Sample Correction Factors for Panel Cointegration Tests* 0 0 0 32 0 0 0 139
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate 0 0 1 16 0 0 1 44
Forecasting electricity spot-prices using linear univariate time-series models 1 2 4 198 1 2 12 430
Forecasting exchange rates in transition economies: A comparison of multivariate time series models 0 0 0 107 0 1 1 309
Forecasting the Euro exchange rate using vector error correction models 0 0 0 97 0 0 1 273
Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices 0 0 0 12 0 1 2 41
GMM estimation of affine term structure models 0 0 0 4 0 1 3 20
Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging 0 0 1 15 0 0 1 72
Loss-Aversion with Kinked Linear Utility Functions 0 0 1 41 1 1 5 161
Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management 0 0 0 125 0 0 0 357
NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES 2 3 13 417 4 8 32 1,176
Optimal asset allocation under linear loss aversion 0 0 0 45 1 1 2 164
Prospect theory and asset allocation 0 0 1 2 1 5 13 14
Real options and the value of generation capacity in the German electricity market 0 0 0 145 0 0 2 339
Real options and the value of generation capacity in the German electricity market 0 0 0 0 0 0 2 5
Regime‐dependent commodity price dynamics: A predictive analysis 0 0 2 2 0 1 6 6
The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach 0 0 1 63 0 1 6 326
The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study 0 0 2 142 0 1 8 386
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 0 0 5 179 1 2 13 494
The consumption–investment decision of a prospect theory household: A two-period model 0 0 1 30 0 1 4 102
The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level 0 0 0 3 1 2 4 24
The efficient frontier for bounded assets 0 0 0 2 0 1 2 21
The role of the marginal rate of substitution of wealth for a loss averse investor 0 0 2 7 1 3 12 57
Total Journal Articles 4 8 45 1,917 16 50 188 5,976

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Statistics updated 2025-05-12