Institute of Economic Studies
Faculty of Social Sciences
Charles University

Research overview (2015-2019) 

A summary of our main research activities conducted in the period 2015-2019 is available in the following report. Below you may find a more detailed list of journal articles published by our colleagues and additional relevant information.

Economics and Finance (2011+)  

Top journals (5 in Economics, 3 in Finance, A++)  

• Bartoš, Vojtěch; Bauer, Michal; Chytilová, Julie; Matějka, Filip (2016) Attention Discrimination: Theory and Field Experiments with Monitoring Information Acquisition, American Economic Review, 106(6), 1437-1475 
• Bauer, Michal; Chytilová, Julie; Morduch, Jonathan (2012) Behavioral Foundations of Microcredit: Experimental and Survey Evidence from Rural India, American Economic Review, 102(2), 1118-1139 

Leading journals (A+)  

• Bauer, Michal; Chytilová, Julie; Pertold-Gebická, Barbara (2014) Parental Background and Other-Regarding Preferences in Children, Experimental Economics, 17(1), 24-46
• Bauer, Michal; Blattman, Christopher; Chytilová, Julie; Henrich, Joseph; Miguel, Edward; Mitts, Tamar (2016) Can War Foster Cooperation?, Journal of Economic Perspectives, 30(3), 249-274 
• Bauer, M., Fiala, N., Levely, I. (2017). Trusting former rebels: An experimental approach to understanding reintegration after civil war. The Economic Journal, 128(613), 1786-1819.
• Burda, Martin; Harding, Matthew; Hausman, Jerry (2012) A Poisson Mixture Model of Discrete Choice, Journal of Econometrics, 166(2), 184-203
• Havránek, Tomáš (2015) Measuring Intertemporal Substitution: The Importance of Method Choices and Selective Reporting, Journal of the European Economic Association, 13(6), 1180-1204 
• Havránek, Tomáš; Havránková, Zuzana (2011) Estimating Vertical Spillovers from FDI: Why Results Vary and What the True Effect Is, Journal of International Economics, 85(2), 234-244 
• Havránek, Tomáš; Havránková, Zuzana (2017) Do Borders Really Slash Trade? A Meta-Analysis, IMF Economic Review, 65(2), 365-396 
• Havránek, Tomáš; Havránková, Zuzana; Horváth, Roman; Rusnák, Marek (2015) Cross-Country Heterogeneity in Intertemporal Substitution, Journal of International Economics, 96(1), 100-118 

Highly regarded journals (A) 

• Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš (2016) Asymmetric Connectedness of Stock Markets: How Does Bad and Good Volatility Spillovers? Journal of Financial Markets, 27, 55-78 
• Baruník, J., Křehlík, T. (2018). Measuring the frequency dynamics of financial connectedness and systemic risk. Journal of Financial Econometrics, 16(2), 271-296.
• Baruník, Jozef; Vácha, Lukáš (2017) Do Co-Jumps Impact Correlations in Currency Markets? Journal of Financial Markets, 37, 97-119 
• Burda, Martin; Harding, Matthew (2013) Panel Probit with Flexible Correlated Effects: Quantifying Technology Spillovers in the Presence of Latent Heterogeneity, Journal of Applied Econometrics, 28(6), 956-981 
• Burda, Martin; Harding, Matthew; Hausman, Jerry (2015) A Bayesian Semi-Parametric Competing Model with Unobserved Heterogeneity, Journal of Applied Econometrics, 30(3), 353-376 
• Cobham, Alex; Janský, Petr; Mainzer, Markus (2015) The Financial Secrecy Index: Sheding New Light on The Geography of Secrecy, Economic Geography, 91(3), 281-303 
• Dominguez, Kathryn; Fatum, Rasmus; Vacek, Pavel (2013) Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation? Journal of Money, Credit and Banking, 45(5), 867-890 
• Havránek, Tomáš; Rusnák, Marek; Sokolova, Anna (2017) Habit Formation in Consumption: A Meta-Analysis, European Economic Review, 95, 142-167 
• Hasan, I., Horvath, R.,  Mares, J. (2018). What type of finance matters for growth? Bayesian model averaging evidence. The World Bank Economic Review, 32(2), 383-409.  
• Rusnák, Marek; Havránek, Tomáš; Horváth, Roman (2013) How to Solve the Price Puzzle? A Meta-Analysis, Journal of Money, Credit and Banking, 45(1), 37-70 
• Žikes, Filip; Baruník, Jozef; Shenai, Nikhil (2017) Modeling and Forecasting Persistent Financial Durations, Econometric Reviews, 36(10), 1081-1110 
• Žikes, Filip; Baruník, Jozef (2016) Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility, Journal of Financial Econometrics, 14(1), 185-226 

Recognized journals (B)  

• Apergis, N., Baruník, J.,  Lau, M. C. K. (2017). Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. Energy Economics, 66, 108-115 
• Avdulaj, K.,  Barunik, J. (2015). Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. Energy Economics, 51, 31-44 
• Babecký, Jan; Havránek, Tomáš; Matějů, Jakub; Šmídková, Kateřina; Vašíček, Bořek (2013) Leading Indicators of Crisis Incidence, Journal of International Money and Finance, 35(1), 1-19 
• Babecký, Jan; Havránek, Tomáš; Matějů, Jakub; Šmídková, Kateřina; Vašíček, Bořek (2014) Banking, Debt and Currency Crises: Early Warning Indicators for Developed Countries, Journal of Financial Stability, 15, 1-17 
• Baxa, Jaromír; Horváth, Roman; Vašíček, Bořek (2013) Time-Varying Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy? Journal of Financial Stability, 9(1), 117-138 
• Baruník, Jozef; Vácha, Lukáš (2012) Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis, Energy Economics, 34(1), 241-247 
• Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš (2015) How Does Good and Bad Volatility Spill over across Petroleum Markets? Energy Journal, 36(3), 309-329 
• Baruník, J., Kočenda, E., Vácha, L. (2017). Asymmetric volatility connectedness on the forex market. Journal of International Money and Finance, 77, 39-56.
• Blasco, Sylvie; Pertold-Gebická, Barbara (2013) Employment Policies, Hiring Practices and Firm Performance, Labour Economics, 25, 12-24 
• Brož, V., Kočenda, E. (2018). Dynamics and factors of inflation convergence in the European union. Journal of International Money and Finance, 86, 93-111.
• Brůha, J., Kočenda, E. (2018). Financial stability in Europe: Banking and sovereign risk. Journal of Financial Stability, 36, 305-321.
• Bubák, V., Kočenda, E., Žikeš, F. (2011). Volatility transmission in emerging European foreign exchange markets. Journal of Banking & Finance, 35(11), 2829-2841
• Burda, Martin; Harding, Matthew (2014) Environmental Justice: Evidence from Superfund Cleanup Durations, Journal of Economic Behavior & Organization, 107, 380-401 
• Feldkircher, Martin; Horváth, Roman; Rusnák, Marek (2014) Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence, Journal of International Money and Finance, 36(1), 21-41 
• Franta, Michal; Baruník, Jozef; Horváth, Roman; Šmídková, Kateřina (2014) Are Bayesian Fan Charts Useful? An Evaluation of Macroeconomic Forecasts and Financial Stability Stress Tests, International Journal of Central Banking, 10(1), 159-187 
• Filip, O., Janda, K., Kristoufek, L., Zilberman, D. (2017). Food versus fuel: An updated and expanded evidence. Energy Economics, forthcoming.
• Fungáčová, Zuzana; Weill, Laurent (2014) Does Competition Influence The Bank Lending Channel in the Euro Area?, Journal of Banking and Finance, 49, 356-366 
• Gertler, P., Horvath, R. (2018). Central bank communication and financial markets: New high-frequency evidence. Journal of Financial Stability, 36, 336-345.
• Gregor, Martin (2011) Tradeoffs of foreign assistance for the weakest-link global public goods, International Tax and Public Finance, 18(2), 233-251 
• Gregor, Martin (2015) Task Divisions in Teams with Complementary Tasks, Journal of Economic Behavior & Organization, 117, 102-120 
• Hanousek, Jan; Kočenda, Evžen; Shamsur, Anastasiya (2015) Corporate Efficiency in Europe, Journal of Corporate Finance, 32, 24-40 
• Havránek, Tomáš; Havránková, Zuzana; Janda, Karel (2012) Demand for Gasoline Is More Price-Inelastic than Commonly Thought, Energy Economics, 34(1), 201-207 
• Havránek, Tomáš; Havránková Zuzana (2013) Determinants for Horizontal FDI: Evidence from a Large Meta-Analysis, World Development, 42(1), 1-15
• Havránek, Tomáš; Havránková Zuzana; Herman, Dominik (2018) Does Daylight Saving Save Energy? A Meta-Analysis, Energy Journal 39(2), 35-61 
• Havránek, Tomáš; Havránková Zuzana; Vlach, Tomáš (2018) Measuring the Income Elasticity of Water Demand: The Importance of Publication and Endogeneity Biases, Land Economics 94(2), 259-283 
• Havránek, Tomáš; Rusnák, Marek (2013) Transmission Lags of Monetary Policy: A Meta-Analysis, International Journal of Central Banking, 9(4), 39-75 
• Havránek, Tomáš; Kokeš Ondřej (2015) Income Elasticity of Gasoline Demand: A Meta-Analysis, Energy Economics, 47(1), 77-86 
• Havránek, T., Havránková, Z., Janda, K.,  Zilberman, D. (2015). Selective reporting and the social cost of carbon. Energy Economics, 51, 394-406 
• Havránek, Tomáš; Horváth, Roman; Zeynalov, Ayaz (2016) Natural Resources and Economic Growth: A Meta-Analysis, World Development, 88, 134-151 
• Havranek, T., Irsova, Z., Zeynalova, O. (2018). Tuition fees and university enrolment: A meta‐regression analysis. Oxford Bulletin of Economics and Statistics, 80(6), 1145-1184.
• Horváth, Roman; Šmídková, Kateřina; Zápal, Jan (2012) Central Banks’ Voting Record and Future Policy, International Journal of Central Banking, 8(4), 1-19 
• Horváth, Roman (2013) Does Trust Promote Growth? Journal of Comparative Economics, 41(3), 777-788 
• Horváth, Roman; Vaško, Dan (2016) Central Bank Transparency and Financial Stability Journal of Financial Stability, 22, 45-56 
• Horvath, R., Kotlebova, J., Siranova, M. (2018). Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates. Journal of Financial Stability, 36, 12-21.
• Horváthová, E. (2012). The impact of environmental performance on firm performance: Short-term costs and long-term benefits?. Ecological Economics, 84, 91-97
• Kočenda, Evžen; Varga, Balász (2018) The impact of monetary strategies on inflation persistence, International Journal of Central Banking, vol. 14(4), 229-274, September.
• Krištoufek, Ladislav; Janda, Karel; Zilberman, David (2012) Correlations between Biofuels and Related Commodities before and during the Food Crisis: A Taxonomy Perspective, Energy Economics, 34(5), 1380-1391 
• Krištoufek, Ladislav; Vošvrda, Miloslav (2014) Commodity Futures and Market Efficiency, Energy Economics, 42(5), 52-57 
• Krištoufek, Ladislav (2014) Leverage Effects in Energy Futures, Energy Economics, 45, 1-9 
• Krištoufek, Ladislav; Luňačková, Petra (2015) Rockets and Feathers Meet Joseph: Reinvestigating the Oil-Gasoline Asymmetry on the International Markets, Energy Economics, 49, 1-8 
• Krištoufek, L. (2018). Are the crude oil markets really becoming more efficient over time? Some new evidence. Energy Economics, forthcoming.
• Křehlík, T.,  Baruník, J. (2017). Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. Energy Economics, 65, 208-218 
• Kukačka, J.,  Baruník, J. (2017). Estimation of financial agent-based models with simulated maximum likelihood. Journal of Economic Dynamics and Control, 85, 21-45
• Malovaná, S.,  Frait, J. (2017). Monetary policy and macroprudential policy: Rivals or teammates?. Journal of Financial Stability, 32, 1-16 
• Novák, J., Bilinski, P. (2018). Social stigma and executive compensation. Journal of Banking & Finance, 96, 169-184.
• Samargandi, N., Fidrmuc, J., Ghosh, S. (2015). Is the relationship between financial development and economic growth monotonic? Evidence from a sample of middle-income countries. World Development, 68, 66-81 
• Vácha, Lukáš; Janda, Karel; Krištoufek, Ladislav; Zilberman, David (2013) Time-Frequency Dynamics of Biofuels-Fuels-Food System, Energy Economics, 40, 233-241 
• Valíčková, Petra; Havránek, Tomáš; Horváth, Roman (2015) Financial Growth and Economic Development, Journal of Economic Surveys, 29(3), 506-526 
• Vašíček, B., Žigraiová, D., Hoeberichts, M., Vermeulen, R., Šmídková, K., de Haan, J. (2017). Leading indicators of financial stress: New evidence. Journal of Financial Stability, 28, 240-257 
• Žigraiová, Diana; Havránek, Tomáš (2016) Bank Competition and Financial Stability: Much Ado about Nothing?, Journal of Economic Surveys, 30(5), 944-981 

Other recognized journals (C) 

• Afonso, A., Baxa, J., Slavík, M. (2018). Fiscal developments and financial stress: a threshold VAR analysis. Empirical Economics, 54(2), 395-423.
• Avdulaj, K., Barunik, J. (2017). A semiparametric nonlinear quantile regression model for financial returns. Studies in Nonlinear Dynamics & Econometrics, 21(1), 81-97.
• Baxa, Jaromír; Horváth, Roman; Vašíček, Bořek (2014) How Does Monetary Policy Change? Evidence on Inflation Targeting Countries, Macroeconomic Dynamics, 18(3), 593-630.
• Jaromír, B., Plašil, M., Vašíček, B. (2017). Inflation and the steeplechase between economic activity variables: evidence for G7 countries. The BE Journal of Macroeconomics, 17(1).
• Baruník, Jozef; Kukačka, Jiří (2015) Realizing Stock Market Crashes: Stochastic Cusp Catastrophe Model of Returns under the Time-Varying Volatility, Quantitative Finance, 15(6), 959-973 
• Baruník, Jozef; Vácha, Lukáš (2015) Realized Wavelet-Based Estimation of Integrated Variance and Jumps in the Presence of Noise, Quantitative Finance, 15(8), 1347-1364 
• Baruník, J., Kočenda, E., Vácha, L. (2016). Gold, oil, and stocks: Dynamic correlations. International Review of Economics & Finance, 42, 186-201.
• Benáček, V., Lenihan, H., Andreosso O'Callaghan, B., Michalíková, E., Kan, D. (2014). Political risk, institutions and foreign direct investment: how do they relate in various European countries?. The World Economy, 37(5), 625-653 
• Bulíř, Aleš; Čihák, Martin; Šmídková, Kateřina (2013) Writing Clearly: The ECB's Monetary Policy Communication, German Economic Review, 14(1), 50-72 
• Campos, Nauro; Horváth, Roman (2012) Reform Redux: Measurement, Determinants and Growth Implications, European Journal of Political Economy, 28(2), 227-237 
• Campos, Nauro; Horváth, Roman (2012) On the Reversibility of Structural Reforms, Economics Letters, 217-219 
• Čech, F.,  Baruník, J. (2017). On the modelling and forecasting of multivariate realized volatility: generalized heterogeneous autoregressive (GHAR) model. Journal of Forecasting, 36(2), 181-206.
• Fidrmuc, J. (2015). Political economy of fiscal unions. European Journal of Political Economy, 40, 147-157 
• Fidrmuc, J., Karaja, E. (2013). Uncertainty, informational spillovers and policy reform: A gravity model approach. European Journal of Political Economy, 32, 182-192 
• Fidrmuc, J., Tena, J. D. D. (2015). Friday the 13th: The Empirics of Bad Luck. Kyklos, 68(3), 317-334 
• Fungáčová, Z., Weill, L. (2015). Understanding financial inclusion in China. China Economic Review, 34, 196-206 
• Gregor, Martin (2012) Contest for power in organizations, Economics Letters, 114 (3), 280-283 
• Gregor, Martin; Šťastná, Lenka (2012) The decentralization tradeoff for complementary spillovers, Review of Economic Design,16(1), 41-69 
• Gregor, Martin (2016) Tullock's puzzle in pay-and-play lobbying, Economics & Politics, 28 (3), 368-389 
• Havránek, Tomáš; Havránková Zuzana (2012) Publication Bias in the Literature on FDI: Spillovers, Journal of Development Studies, 48(10), 1375-1396 
• Huang, S., Fidrmuc, J.,  Fidrmuc, J. (2015). Whither China? Reform and economic integration among Chinese regions. China Economic Review, 33, 94-110.
• Horváth, R. (2018). Financial market fragmentation and monetary transmission in the euro area: what do we know?. Journal of Economic Policy Reform, 21(4), 319-334.
• Horváth, Roman; Seidler, Jakub; Weill, Laurent (2014) Bank Capital and Liquidity Creation: Granger Causality Evidence, Journal of Financial Services Research, 45(3), 341-361 
• Horváth, Roman; Jonášová, Julia (2015) Central Banks' Voting Records, Financial Crisis and Future Monetary Policy, European Journal of Political Economy, 229-243 
• Horváth, R., Šmídková, K., Zápal, J. (2016). Voting in Central Banks: Theory versus Stylized Facts. The BE Journal of Economic Analysis & Policy, 16(4).
• Janda, Karel; Michalíková, Eva; Skuhrovec, Jiří (2013) Credit Support for Export: Robust Evidence for the Czech Republic, World Economy, 36(12), 1588-1610
• Krajcová, L., Baruník, J. (2017). Estimation of long memory in volatility using wavelets. Studies in Nonlinear Dynamics & Econometrics, 21(3).
• Polák, P. (2017). The productivity paradox: A meta-analysis. Information Economics and Policy, 38, 38-54
• Schwarz, Jiří (2012) Impact of Institutions on Cross-Border Price Dispersion, Review of World Economics, 148(4), 617-645  

Citations in top-tier journals 

During the last 5 years, research of our colleagues has been cited in the following top journals in Economics and Finance:

• The American Economic Review
• Journal of Financial Economics
• Journal of Political Economy
• Quarterly Journal of Economics
• Review of Economic Studies
• Review of Financial Studies

Self-citations are excluded from this list.

Closely related fields (2011+) 

Leading journals (A+)  

• Bauer, Michal; Chytilová, Julie; Cassar, Alessandra; Henrich, Joseph (2013) War's Enduring Effects on Egalitarian Motivations and In-Group Biases, Psychological Science, 25(1), 47-57
• Bauer, Michal; Cahlíková, Jana; Chytilová, Julie; Želinský, Tomáš (2018) Social Contagion of Ethnic Hostility, Proceedings of the National Academy of Sciences, 115(19): 4881-4886 
• Filip, O., Janda, K., Kristoufek, L., Zilberman, D. (2016). Dynamics and evolution of the role of biofuels in global commodity and financial markets. Nature Energy, 1(12), 16169.

Highly regarded journals (A)  

• Červinka, M., Kanzow, C.,  Schwartz, A. (2016). Constraint qualifications and optimality conditions for optimization problems with cardinality constraints. Mathematical Programming, 160(1-2), 353-377
• Krištoufek, Ladislav; Janda, Karel; Zilberman, David (2014) Price Transmission between Biofuels, Fuels and Food Commodities, Biofuels, Bioproducts and Biorefining, 8(3), 362-373 
• Krištoufek, Ladislav; Janda, Karel; Zilberman, David (2016) Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA, GCB Bioenergy, 8(2), 346-356 
• Krištoufek, L. (2013). Fractal markets hypothesis and the global financial crisis: wavelet power evidence. Scientific Reports, 3, 2857 
• Krištoufek, L. (2013). Can Google Trends search queries contribute to risk diversification?. Scientific Reports, 3, 2713 
• Krištoufek, L. (2013). BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era. Scientific Reports, 3, 3415 

Internationally recognized journals (B)  

• Baruník, J., Křehlík, T., Vácha, L. (2016). Modeling and forecasting exchange rate volatility in time-frequency domain. European Journal of Operational Research, 251(1), 329-340 
• Baruník, J., Malinská, B. (2016). Forecasting the term structure of crude oil futures prices with neural networks. Applied Energy, 164, 366-379 
• Branda, M., Bucher, M., Červinka, M., Schwartz, A. (2018). Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization. Computational Optimization and Applications, 70(2), 503-530.
• Burda, M., Prokhorov, A. (2014). Copula based factorization in Bayesian multivariate infinite mixture models. Journal of Multivariate Analysis, 127, 200-213 
• Červinka, M., Outrata, J. V., Pištěk, M. (2014). On stability of M-stationary points in MPCCs. Set-valued and Variational Analysis, 22(3), 575-595
• Gregor, Martin; Smith, Michael L. (2013) Civic initiatives in the context of legal uncertainty, Journal of Theoretical Politics 25 (1), 36-62
• Horváth, R., Zeynalov, A. (2016). Natural resources, manufacturing and institutions in post-Soviet countries. Resources Policy, 50, 141-148.
• Janda, K., Málek, J., Rečka, L. (2017). Influence of renewable energy sources on transmission networks in Central Europe. Energy Policy, 108, 524-537.
• Janský, P., Křehlík, T., Skuhrovec, J. (2016). Do EU funds crowd out other public expenditures? Evidence on the additionality principle from the detailed Czech municipalities’ data. European Planning Studies, 24(11), 2076-2095.
• Krištoufek, L. (2011). Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations. EPL (Europhysics Letters), 95(6), 68001
• Krištoufek, L. (2014). Spectrum-based estimators of the bivariate Hurst exponent. Physical Review E, 90(6), 062802 
• Krištoufek, L. (2015). Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales. Physical Review E, 91(2), 022802 
• Krištoufek, L. (2015). What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. PLoS ONE, 10(4), e0123923 
• Krištoufek, L. (2018). Does solar activity affect human happiness?. Physica A: Statistical Mechanics and its Applications, 493, 47-53.
• Krištoufek, L., Moat, H.S., Preis, T. (2016) Estimating suicide occurrence statistics using Google Trends, EPJ Data Science 5, 32. 
• Krištoufek, L., Skuhrovec, J. (2012). Exponential and power laws in public procurement markets. EPL (Europhysics Letters), 99(2), 28005 
• Luňáčková, P., Průša, J., Janda, K. (2017). The merit order effect of Czech photovoltaic plants. Energy Policy, 106, 138-147 
• Pavlíček, J.,  Krištoufek, L. (2015). Nowcasting unemployment rates with google searches: Evidence from the visegrad group countries. PloS ONE, 10(5), e0127084 
• Průša, J., Klimešová, A., Janda, K. (2013). Consumer loss in Czech photovoltaic power plants in 2010–2011. Energy Policy, 63, 747-755 
• Slabá, M., Gapko, P., Klimešová, A. (2013). Main drivers of natural gas prices in the Czech Republic after the market liberalisation. Energy Policy, 52, 199-212 

Recognized journals (C)  

• Baruník, J.,  Křehlík, T. (2016). Combining high frequency data with non-linear models for forecasting energy market volatility.Expert Systems with Applications, 55, 222-242 
• Janský, P. (2015). Updating the Rich Countries’ Commitment to Development Index: How They Help Poorer Ones Through Curbing Illicit Financial Flows. Social Indicators Research, 124(1), 43-65 
• Janský, P.,  Prats, A. (2015). International profit-shifting out of developing countries and the role of tax havens. Development Policy Review, 33(3), 271-292 
• Krištoufek, L. (2013). Testing power-law cross-correlations: Rescaled covariance test. The European Physical Journal B, 86(10), 418
• Krištoufek, L. (2016). Power-law cross-correlations estimation under heavy tails. Communications in Nonlinear Science and Numerical Simulation, 40, 163-172 
• Krištoufek, L. (2017). Fractal approach towards power-law coherency to measure cross-correlations between time series. Communications in Nonlinear Science and Numerical Simulation, 50, 193-200
• Krištoufek, L., Janda, K., Zilberman, D. (2013). Regime-dependent topological properties of biofuels networks. The European Physical Journal B, 86(2), 40
• Krištoufek, L., Vošvrda, M. (2014). Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy. The European Physical Journal B, 87(7), 162
• Krištoufek, L., Vošvrda, M. (2018). Herding, minority game, market clearing and efficient markets in a simple spin model framework. Communications in Nonlinear Science and Numerical Simulation, 54, 148-155
• Krištoufek, L. (2017). Has global warming modified the relationship between sunspot numbers and global temperatures?. Physica A: Statistical Mechanics and its Applications, 468, 351-358.
• Víšek, J. Á. (2015). Estimating the Model with Fixed and Random Effects by a Robust Method. Methodology and Computing in Applied Probability, 17(4), 999-1014

Our publications are also available in the RePEc database. See also a complete list of our publications. The description of our journal ranking system is available here.

CJEF Journal and Working Papers

• Czech Journal of Economics and Finance is an outlet with a long tradition, and coverage in Web of Knowledge (Business and Finance). The journal covers primarily macroeconomics, monetary economics, finance, public finance, and related topics. Chief editor: Roman Horváth. Editors: Jarko Fidrmuc, Martin Fukač, Evžen Kočenda, Ondřej Schneider, and Laurent Weill. The articles are available in open access.
• IES Working Papers present work in progress of our faculty. Current field editors are Jozef Baruník (Econometrics, Finance), Roman Horváth (Macroeconomics), Karel Janda (Microeconomics), and Ondřej Schneider (Economic Policy). The papers are available in RePEc.
• IES Occasional Papers is a series of papers for policy-makers and wider audience. Editor: Ondřej Schneider.

Journal Rankings

Our journal rankings (version: 26.8.2020)