Details about Jaroslava Hlouskova
Access statistics for papers by Jaroslava Hlouskova.
Last updated 2024-10-08. Update your information in the RePEc Author Service.
Short-id: phl12
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Working Papers
2024
- Inflation Forecasting in Turbulent Times
IHS Working Paper Series, Institute for Advanced Studies 
2023
- Regime-dependent nowcasting of the Austrian economy
IHS Working Paper Series, Institute for Advanced Studies
2022
- Prospect theory and asset allocation
IHS Working Paper Series, Institute for Advanced Studies
See also Journal Article Prospect theory and asset allocation, The Quarterly Review of Economics and Finance, Elsevier (2024) (2024)
2021
- Financial instability and economic activity
IHS Working Paper Series, Institute for Advanced Studies View citations (1)
- Regime-dependent commodity price dynamics: A predictive analysis
IHS Working Paper Series, Institute for Advanced Studies
See also Journal Article Regime‐dependent commodity price dynamics: A predictive analysis, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)
2020
- A behavioral economic approach to multiple job holdings with leisure
IHS Working Paper Series, Institute for Advanced Studies
- Capital income taxation under full loss offset provisions of a prospect theory investor
IHS Working Paper Series, Institute for Advanced Studies
2018
- The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level
Economics Series, Institute for Advanced Studies
See also Journal Article The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level, Journal of Mathematical Economics, Elsevier (2019) View citations (3) (2019)
2017
- Exchange rate forecasting and the performance of currency portfolios
Economics Series, Institute for Advanced Studies
See also Journal Article Exchange rate forecasting and the performance of currency portfolios, Journal of Forecasting, John Wiley & Sons, Ltd. (2018) View citations (6) (2018)
2016
- The Consumption-Investment Decision of a Prospect Theory Household
Economics Series, Institute for Advanced Studies View citations (2)
2015
- GMM Estimation of Affine Term Structure Models
Papers, arXiv.org
Also in Economics Series, Institute for Advanced Studies (2015)
See also Journal Article GMM estimation of affine term structure models, Econometrics and Statistics, Elsevier (2020) View citations (2) (2020)
2014
- Can Macroeconomists Get Rich Forecasting Exchange Rates?
Economics Series, Institute for Advanced Studies View citations (5)
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (3)
Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (2)
2012
- Capital Income Taxation and Risk Taking under Prospect Theory
Economics Series, Institute for Advanced Studies View citations (14)
See also Journal Article Capital income taxation and risk taking under prospect theory, International Tax and Public Finance, Springer (2012) View citations (13) (2012)
- Optimal Asset Allocation under Quadratic Loss Aversion
Economics Series, Institute for Advanced Studies View citations (1)
- What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment?
Economics Series, Institute for Advanced Studies View citations (1)
2010
- Optimal Asset Allocation Under Linear Loss Aversion
Economics Series, Institute for Advanced Studies View citations (1)
See also Journal Article Optimal asset allocation under linear loss aversion, Journal of Banking & Finance, Elsevier (2011) View citations (28) (2011)
2009
- Finite Sample Correction Factors for Panel Cointegration Tests
Economics Series, Institute for Advanced Studies View citations (2)
See also Journal Article Finite Sample Correction Factors for Panel Cointegration Tests*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2009) View citations (1) (2009)
- Growth Regressions, Principal Components and Frequentist Model Averaging
Economics Series, Institute for Advanced Studies View citations (8)
2007
- An Integrated CVaR and Real Options Approach to Investments in the Energy Sector
Economics Series, Institute for Advanced Studies View citations (8)
- The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study
Economics Series, Institute for Advanced Studies View citations (41)
See also Journal Article The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study, Econometric Reviews, Taylor & Francis Journals (2010) View citations (80) (2010)
2005
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations (14)
Also in Economics Working Papers, European University Institute (2005) View citations (21)
See also Journal Article The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study, Econometric Reviews, Taylor & Francis Journals (2006) View citations (173) (2006)
2004
- CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain
Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations (5)
See also Journal Article CEEC growth projections: Certainly necessary and necessarily uncertain, The Economics of Transition, The European Bank for Reconstruction and Development (2005) View citations (24) (2005)
- Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (2)
See also Journal Article Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management, Journal of Empirical Finance, Elsevier (2009) View citations (5) (2009)
- What's Really the Story with this Balassa-Samuelson Effect in the CEECs?
Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations (26)
2002
- Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management
Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft
- The CEEC10's Real Convergence Prospects
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
Also in Transition Economics Series, Institute for Advanced Studies (2001)
2001
- Legal Restrictions on Portfolio Holdings: Some Empirical Results
Economics Series, Institute for Advanced Studies
Journal Articles
2024
- Prospect theory and asset allocation
The Quarterly Review of Economics and Finance, 2024, 94, (C), 214-240
See also Working Paper Prospect theory and asset allocation, IHS Working Paper Series (2022) (2022)
- Regime‐dependent commodity price dynamics: A predictive analysis
Journal of Forecasting, 2024, 43, (7), 2822-2847
See also Working Paper Regime-dependent commodity price dynamics: A predictive analysis, IHS Working Paper Series (2021) (2021)
2023
- Financial and economic uncertainties and their effects on the economy
Empirica, 2023, 50, (2), 481-521
2021
- Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach
Journal of Forecasting, 2021, 40, (7), 1245-1273 View citations (3)
2020
- AgroTutor: A Mobile Phone Application Supporting Sustainable Agricultural Intensification
Sustainability, 2020, 12, (22), 1-10 View citations (2)
- GMM estimation of affine term structure models
Econometrics and Statistics, 2020, 13, (C), 2-15 View citations (2)
See also Working Paper GMM Estimation of Affine Term Structure Models, Papers (2015) (2015)
2019
- The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level
Journal of Mathematical Economics, 2019, 85, (C), 93-108 View citations (3)
See also Working Paper The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level, Economics Series (2018) (2018)
2018
- Exchange rate forecasting and the performance of currency portfolios
Journal of Forecasting, 2018, 37, (5), 519-540 View citations (6)
See also Working Paper Exchange rate forecasting and the performance of currency portfolios, Economics Series (2017) (2017)
- Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices
European Review of Agricultural Economics, 2018, 45, (4), 583-615 View citations (5)
2017
- A behavioral portfolio approach to multiple job holdings
Review of Economics of the Household, 2017, 15, (2), 669-689 View citations (11)
- The consumption–investment decision of a prospect theory household: A two-period model
Journal of Mathematical Economics, 2017, 70, (C), 74-89 View citations (4)
2016
- Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate
Journal of Forecasting, 2016, 35, (7), 652-668 View citations (9)
- The role of the marginal rate of substitution of wealth for a loss averse investor
Economics Bulletin, 2016, 36, (4), 2250-2260
2015
- Downside loss aversion: Winner or loser?
Mathematical Methods of Operations Research, 2015, 81, (2), 181-233 View citations (4)
- Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2015, 235, (6), 642-662 View citations (3)
2014
- Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case
Czech Journal of Economics and Finance (Finance a uver), 2014, 64, (5), 374-391 View citations (3)
- Loss-Aversion with Kinked Linear Utility Functions
Computational Economics, 2014, 44, (1), 45-65 View citations (8)
2013
- The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach
Swiss Journal of Economics and Statistics (SJES), 2013, 149, (IV), 445-492 View citations (8)
2012
- Capital income taxation and risk taking under prospect theory
International Tax and Public Finance, 2012, 19, (4), 554-573 View citations (13)
See also Working Paper Capital Income Taxation and Risk Taking under Prospect Theory, Economics Series (2012) View citations (14) (2012)
2011
- Optimal asset allocation under linear loss aversion
Journal of Banking & Finance, 2011, 35, (11), 2974-2990 View citations (28)
See also Working Paper Optimal Asset Allocation Under Linear Loss Aversion, Economics Series (2010) View citations (1) (2010)
2010
- The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study
Econometric Reviews, 2010, 29, (2), 182-223 View citations (80)
See also Working Paper The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study, Economics Series (2007) View citations (41) (2007)
2009
- Finite Sample Correction Factors for Panel Cointegration Tests*
Oxford Bulletin of Economics and Statistics, 2009, 71, (6), 851-881 View citations (1)
See also Working Paper Finite Sample Correction Factors for Panel Cointegration Tests, Economics Series (2009) View citations (2) (2009)
- Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
Journal of Empirical Finance, 2009, 16, (2), 330-336 View citations (5)
See also Working Paper Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management, Cahiers de Recherches Economiques du Département d'économie (2004) View citations (2) (2004)
2008
- NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES
Economic Inquiry, 2008, 46, (2), 214-226 View citations (198)
2007
- An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory
Journal of Optimization Theory and Applications, 2007, 135, (3), 563-581 View citations (7)
- An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis
Journal of Optimization Theory and Applications, 2007, 135, (3), 531-547 View citations (6)
2006
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
Econometric Reviews, 2006, 25, (1), 85-116 View citations (173)
See also Working Paper The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study, Diskussionsschriften (2005) View citations (14) (2005)
2005
- An Algorithm for Portfolio Optimization with Transaction Costs
Management Science, 2005, 51, (11), 1676-1688 View citations (15)
- Beating the random walk in Central and Eastern Europe
Journal of Forecasting, 2005, 24, (3), 189-201 View citations (18)
- CEEC growth projections: Certainly necessary and necessarily uncertain
The Economics of Transition, 2005, 13, (2), 341-372 View citations (24)
See also Working Paper CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain, Diskussionsschriften (2004) View citations (5) (2004)
- Real options and the value of generation capacity in the German electricity market
Review of Financial Economics, 2005, 14, (3-4), 297-310
Also in Review of Financial Economics, 2005, 14, (3-4), 297-310 (2005) View citations (23)
2004
- Forecasting electricity spot-prices using linear univariate time-series models
Applied Energy, 2004, 77, (1), 87-106 View citations (128)
- Forecasting exchange rates in transition economies: A comparison of multivariate time series models
Empirical Economics, 2004, 29, (4), 787-801 View citations (2)
2000
- Forecasting the Euro exchange rate using vector error correction models
Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (2), 232-258 View citations (12)
- The efficient frontier for bounded assets
Mathematical Methods of Operations Research, 2000, 52, (2), 195-212 View citations (20)
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