Bulletin of the Czech Econometric Society

Contents

1/1994

J. Šujan a kol.: Experimental Economic Model of the Slovak Republic

J. Dupacová: Ekonometrie na MFF UK

J. Walter: Ekonometrické perspektivy

J. Houška: MATLAB - program pro vedeckotechnické výpocty

J. Michalicka, J. Michálek: DATAGAIN - Nástroj pro analýzu dat a obchodování

2/1995

J. Arlt:The Problem of Co-integration

J. Hanousek, Z. Tuma: Odhad spotoební funkce v ceské ekonomice

R. Hušek: Aktuální problémy aplikované ekonometrie

J. Klacek, K. Šmídková: The Demand-For-Money Function

M. Vošvrda: Diferenciální rovnice a ekonomické aplikace

3/1995

A. Derviz Bayesian Capital Markets and Currency Crises

R. Hušek: Aplikace rustových modelu v dynamické analýze poptávky

M. Jancar: Aplikace fyzikálních prístupu v teoretické ekonomii - definice prostoru ekonomických aktivit

O. Vašícek Bayesian Identification of Macroeconomic Model

M. Vošvrda: Markovian Model of Unemployment

4/1996

A. Derviz: Adjoint Equations in Stochastic Optimal Control and Application to Portfolio Optimization with Borrowing

I.V. Chernenko: Mathematical Laws of Economic Transition and Social Catastrophes

L.Z. Augilar, A.M. Rubio, J.Á. Víšek: Combining Forecasts Using Constrained M-Estimators

M. Vošvrda: Disequilibrium Model Applied to the Czech Economy

5/1996

A. Derviz: A Shadow Asset Pricing Approach to the Analysis of Financial Markets' Equilibria in an Open Economy

J. Hanousek, Z. Tuma: The Consumption Function in the Czech(oslovak) Economy, 1955 - 1995

R. Hušek: Ekonometricke simulacni predpovedi

V. Kankova A Note on Interval Estimates in Stochastic Optimization

J. Kodera A Dynamic Model of Inflation

K. Sladky, M. Vošvrda: The Speed of Adjustment and Robust Stability of Macroeconomic Systems

J.Á. Víšek: On the Coefficient of Determination: Simple But ...

6/1997

L. Soucek, M. Tomek: Forwardové kontrakty na smenné kursy

P. Dobiáš: Aplikace robustní optimalizace

P. Duczynski:Convergence in neoclassical models with capital mobility and two kinds of capital

M.Tomek: Ocenování financních derivátu

M.Kapicka: Ekonomická očekávání a stabilizacní politika

T. Víšek: Meze pro optimální hodnotu úlohy stochastického programování

A. Slabý: Algoritmus pro výpocet vah ve výberovém šetrení a jeho praktická motivace

T. Formánek:Ekonometrická analýza inflace v CR

7/1998

J. Špitálský:A Bivariate Integral Control Mechanism Model of Household Consumption

J. Bruha: N4SID Algorithm as System Identification Tool

V. Havlena: Review of State Estimation Methods with Multiple Process Models

R. Hušek: Ekonometrické metody výběru a anticipace dopadu hospodářské politiky

M.Vošvrda, J. Filácek, M. Kapicka: The Efficient Market Hypothesis Testing on the Prague Stock Exchange

J.Štecha, K.Satoriová,O. Vašícek:Application of Alternative Models for Identification of us Macroeconomic Model

O. Vašícek, J. Beneš: The Czech Economy Model: Bayesian Quantitative Analysis of Parameters and Control of Strategies

F. Vávra: Trendy devizových kurzů CNB v roce 1996

J.Á. Víšek: What is Characterized by Gross Error Sensitivity

8/1998

O. Vašícek: Macroeconomic Model of Small Open Economy: Adaptive Parameter Estimation, Behavior Analysis and Optimal Control

J. Špitálský: Czech Household Consumption Analysis

M. Jancar:The Enlargement of Portfolio Game to Aspect of Production

J.Á. Víšek: Robust Constrained Combinations of Forecasts

J. Bruha: Frequency Domain Contribution to Optimal Control Problem

J. Podpiera: Efficiency of Czech National Bank's Monetary Policy and Reasons for Inflation Targeting

A. Derviz, J. Klacek: Precautionary Saving and Currency Substitution in an Optimizing Model of the Czech Economy

J. Hanclová, L. Tvrdý: Cross-Sectional Analysis of Regional Labour Markets in the Czech Republic

9/1999

K. Sladký, J. Kodera, M. Vošvrda: Sensitivity and Stability in Dynamic Economic Systems

M. Jančar: Formalization of Banking Intermediation in Portfolio Game

A. Dreviz: Currency Options and Trade Smoothing under an Exchange Rate Regime Shift

J. A. Víšek: Robust Estimation of Regression Model

D. Marček: Stock Price Predictions Based on Bayesian Method

J. Brůha: Yield Curve and Prediction of Change in an Inflation Rate

M. Filip: Analyst's Recommendatioons - are they Worth Anything?

10/1999

J. A. Víšek: Least Trimmed Squares - Random Carriers

M. Vošvrda: Van der Pol's Equation and an Economic Model of Cycles

O. Vašícek: Dynamic Inflation Model

J. Kodera, V. Pánková: Money Demand Analysis - Model in the Czech Republic

J. Slačálek: Financial Time Series and Their Volatility: A Survey

A. Derviz: Generalized Asset Return Parity and the Exchange Rate in a Financial Open Economy

M. Jančar: Formalization of Trade Balance Flows in Portfolio Game

V. Kaňková, Z. Prášková, K. Zimmermann: Life Jubilee of Jitka Dupačová

11/2000

J. Abaffy, M. Bertocchi, J. Dupačová, V. Moriggia: On Generating Scenarios for Bond Portfolios

Z. Prášková: Using Bootstrap in some Volatility Models

T. Víšek: Testing Stability of Capital Assets Pricing Model

A. Derviz: The Asset-Liability Management Aspects of Monetary Transmission in Transitional Economies: the Czech and the Austrian Credit Channels

J. Řežábková: Effective Duration for Callable Bonds

M. Jančar: Formalization of Investment in Portfolio Game

12/2000

Osvald Vašíček, Martin Fukač: Potential Product Quantitative Analysis for the Czech Republic

Martin Fukač: Non-Accelerating Inflation Rate of Unemployment Quantitative Analysis for the Czech Republic

Jan Vlček: Model of German Hyprinflation with Rational Expectations

Alexis Derviz: Continuous Time Decision-Making in a Partially Decentralized Multiple Dealership Forex Market and Equilibrium Exchange Rate

Jan Ámos Víšek: Over- and Underfitting the M-Estimates

Martin Jančar: Expenditure Decision and Energy in Portfolio Game

13/2001

C. Chiarella, P. Flaschel, R. Franke, W. Semmler: Output, Interest and the Stock Market: An Alternative to the Jump Variable Technique

M. Šimandl, T. Soukup: Nonlinear Smoother for Stochastic Volatility Model

A. Derviz: Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets

F. Turnovec: Family Capitalism vs. Capitalism of Agents A Leontief-type Model of Ownership Structures

M. Mareš: Fuzzy TU Games and Their Classes

14/2001

J.Á. Víšek: Durbin-Watson Statistic for the Least Trimmed Squares

J. Havelka, J. Kodera, S. Tryml: Professor Jaromír Walter died

M. Vošvrda: Bifurcation Routes and Economic Stability

P. Duczynski: Adjustment Costs in a Neoclassical Model with Capital Mobility

J. Kodera, V. Pánková: Capital Yields Assessment Trough Cross Section Production Function

15/2002

D.S.G. Pollock: Trend Estimation and De-trending Using Bidirectional Filtering

J.Á. Víšek: The Least Weighted Squares I. The Asymptotic Linearity of

Normal Equations

A. Derviz, N. Kadlčáková: Producer Subsidies and Adverse Selection in the

Corporate Credit Market

16/2002

J.Á. Víšek: The Least Weighted Squares II. The Asymptotic Linearity of Normal Equations

M. Horniaček: Efficient Bilateral Negotiation

D. Moravanský: Theoretical Constency Property Applied to the Micro-economic Modelling with Flexible Functional Forms

17/2002

O. Vašíček, J. Vlček: The Iterative Kalman Filter Smoother and its Applications

M. Vošvrda, L. Vácha: Heterogeneous Agent Model and Numerical Analysis of Learning

H. Janečková: On the Relation Between Heteroscedastic RCA and Non-stationary ARCH Processes

V. Kaňková: A Remark on Empirical Estimates in Multistage Stochastic Programming

S. Vyvialová: Stability and Estimates Stochastic Multiobjective Programming Problems

M. Houda: Probability Metrics and the Stability of Stochastic Programs with Recourse

18/2003

D.P. Morton, E. Popova, I. Popova, M. Zhong: Optimizing Benchmark-based Utility Functions

J. Artenjak, P. Tominc: Cost-volume-profit Analysis by Using the Enterprise Input-output Modeling

J. Honnerová: Time Series Analysis of GDP and Market Indices

P. Dobiáš: Contamination for Stochastic Integer Programs

M. Mareš, M. Vlach: Fuzzification Methods of Coalitional Games with Transferable Utility

J. Fanta: Alternative Methods of Financial Analyses

19/2003

Asada T., Flaschel P., Gong G., Semmler W.: Monetary Policy, Currency Unions and Open Economy Macrodynamics

Duczynski P.: On Extended Versions of the Solow-Swan Mode

Vaneček P.: Modeling of Returns and Option Pricing Using Models with Flexible Volatility

Kopa M.: Utility Functions and Portfolio Selection Problem

Henclová A.: Characterization of Arbitrage-free Market

Derviz A.: Dealer Quotes, Order Flow and Indirect Foreign Currency Utility in a Multiple Dealership Market

Volf P.: Cox’s Regression Model for Dynamics of Grouped Unemployment Data

20/2004

Fuchsová D., Žikeš F.: Evaluating Statistical and Economic Significance of Polish Stock Return Predictability

Pytelová H., Vašíček O.: Estimation of Alternative Monetary Policy Rules and their Comparison

Duczynski P.: Preference Variations in the AK Model

Horniaček M.: Negotiated Contracts Can Be Inefficient

David S., Vašíček O.: Analysis of the Open Macroeconomy Model with Rational Expectations

21/2004

Víšek J.Á.: Selection of Robust Method: Numerical Examples and Results

Chovanec P.: Unemployment Policy Model via Multistage Stochastic Programming

Kopa M.: Risk Premium for Multiperiod Risks

22/2005

Chen, P., Flaschel, P.: Wage and Price Philips Curves: Some results for the U.S. Economy

Lešek, M., Šimandl, M.: Pension Fund State Estimation and Optimal Investment Strategy

Duczynski, P.: Models of Growth with Capital Contributing to Utility

23/2006

Duczynski P. : Asymmetric Adjustment Costs and the Imbalance Effect between Human and Physical Capital

Marček M., Marček D.: Application of Dynamic Models and an SV Machine to Inflation Modelling

Melecký J.: A Simple Stock Market Model Involving Delay

Kotliarov I.: A Vector Model of Work Motivation

Moravanský D., Němec D.: Wage Bargaining Model as Microfoundation of Hysteresis Hypothesis

24/2007

Kodera J., Sladký K., Vošvrda M.: Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents

Duczynski P.: On Steady-State Solutions of Selected Endogenous Growth Models

Červinka M.: A Note on Existence of Mixed Solutions to Equilibrium Problems with Equilibrium Constraints

Šmíd M.: On Uselessness of Limit Orders