doc. PhDr. Jiří Kukačka, Ph.D.

Jiří Kukačka is an economist based in Prague interested in financial econometrics, behavioral finance and macro, ABM, ESG, machine learning, and the development of computational estimation methods. His work has been published in leading journals in the field, including JEDC, JEBO, IRFA, and Business Ethics, and presented at over 50 international conferences and workshops. He is lecturing on econometrics courses.

Academic positions

▷ 2026+: Associate Professor & Director of Master Studies in Economics and Finance

▷ 2017 - 2026: Assistant Professor

▷ 2016 - 2017: Postdoc, Postdoctoral Research Visit at University of California, Irvine (USA)

▷ Research Fellow at Czech Academy of Sciences

Education

▷ 2011 - 2016: Ph.D. in Economics, Charles University

▷ 2005 - 2011: Bachelor's and Master's degrees in Economics, Charles University

▷ 2008 - 2009: University of Bath (UK), Erasmus

Current research

▷ Google Scholar Citations profile

▷ WPs at SSRN

finanční ekonometrie, behaviorální finance a makro, agent-based modely, ESG, machine learning, výpočetní odhadní metody

Monografie

Kapitoly v monografiích

• KUKAČKA, Jiří. Simulated maximum likelihood estimation of agent-based models in economics and finance. In: CHAKRABARTI, Anindya S. - PICHL, Lukáš - KAIZOJI, Taisei. Network Theory and Agent-Based Modeling in Economics and Finance. 1st ed vyd. Singapur: Springer, 2019, s. 203-226. ISBN 978-981-13-8318-2.

Články

• KUKAČKA, Jiří - BARUNÍK, Jozef. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. Physica A: Statistical Mechanics and its Applications. 2013, 392(23), 5920-5938. ISSN 0378-4371. UT-WOS link
• KUKAČKA, Jiří - JANG, Tae-Seok - SACHT, Stephen. On the Estimation of Behavioral Macroeconomic Models via Simulated Maximum Likelihood. Economics Working Papers. 2018, 2018(12), 1-32. ISSN 2193-2476.
• KUKAČKA, Jiří - KRIŠTOUFEK, Ladislav. Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality. Journal of Economic Dynamics and Control. 2020, 113(April), 1-23. ISSN 0165-1889. UT-WOS link
• KUKAČKA, Jiří - BARUNÍK, Jozef. Estimation of financial agent-based models with simulated maximum likelihood. Journal of Economic Dynamics and Control. 2017, 85(December), 21-45. ISSN 0165-1889. UT-WOS link
• KUKAČKA, Jiří - KRIŠTOUFEK, Ladislav. Does parameterization affect the complexity of agent-based models?. Journal of Economic Behavior and Organization. 2021, 192(December), 324-356. ISSN 0167-2681. UT-WOS link
• KUKAČKA, Jiří - KRIŠTOUFEK, Ladislav. Fundamental and speculative components of the cryptocurrency pricing dynamics. Financial Innovation. 2023, 9(1), ISSN 2199-4730. UT-WOS link
• KUKAČKA, Jiří - SACHT, Stephen. Estimation of heuristic switching in behavioral macroeconomic models. Journal of Economic Dynamics and Control. 2023, 146(January), ISSN 0165-1889. UT-WOS link
• KUKAČKA, Jiří - ŽÍLA, Eric. Wealth, cost, and misperception: Empirical estimation of three interaction channels in a financial-macroeconomic agent-based model. Journal of Economic Behavior & Organization. 2026, 248(August 2026), ISSN 0167-2681. UT-WOS link
• STANĚK, Filip - KUKAČKA, Jiří. The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. Computational Economics. 2018, 51(4), 865-892. ISSN 0927-7099. UT-WOS link
• BARUNÍK, Jozef - KUKAČKA, Jiří. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility. Quantitative Finance. 2015, 15(6), 959-973. ISSN 1469-7688. UT-WOS link
• POLACH, Jan - KUKAČKA, Jiří. Prospect Theory in the Heterogeneous Agent Model. Journal of Economic Interaction and Coordination. 2019, 14(1), 147-174. ISSN 1860-711X. UT-WOS link
• HAVLÍNOVÁ, Aneta - KUKAČKA, Jiří. Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities. Journal of Business Ethics. 2023, 182(1), 223-242. ISSN 0167-4544. UT-WOS link
• VAINER, Jan - KUKAČKA, Jiří. Nash Q-learning agents in Hotelling's model: Reestablishing equilibrium. Communications in Nonlinear Science and Numerical Simulation. 2021, 99(August), 1-19. ISSN 1007-5704. UT-WOS link
• ŽÍLA, Eric - KUKAČKA, Jiří. Moment set selection for the SMM using simple machine learning. Journal of Economic Behavior and Organization. 2023, 212(August 2023), 366-391. ISSN 0167-2681. UT-WOS link
• PROAÑO, Christian R. - KUKAČKA, Jiří - MAKAREWICZ, Tomasz. Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics. Journal of Economic Behavior and Organization. 2024, 217(Januar 2024), 312-333. ISSN 0167-2681. UT-WOS link
• FRANKE, Reiner - KUKAČKA, Jiří - SACHT, Stephen. Is the Hamilton regression filter really superior to Hodrick-Prescott detrending?. Macroeconomic Dynamics. 2024, 29(May 2024), 1-14. ISSN 1365-1005. UT-WOS link
• PETRÁSEK, Lukáš - KUKAČKA, Jiří. US equity announcement risk premia. Review of quantitative finance and accounting. 2025, 65(1), 345-363. ISSN 0924-865X. UT-WOS link
• ŠÍLA, Jan - KOČENDA, Evžen - KRIŠTOUFEK, Ladislav - KUKAČKA, Jiří. Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. Journal of International Financial Markets, Institutions and Money. 2024, 96(October 2024), ISSN 1042-4431. UT-WOS link
• ŠÍLA, Jan - KOČENDA, Evžen - KRIŠTOUFEK, Ladislav - KUKAČKA, Jiří. Determinants of wash trading in major cryptoexchanges. International Review of Financial Analysis. 2026, 117(September 2026), ISSN 1057-5219. UT-WOS link

Příspěvky v konferenčních sbornících

▷ 2020 - 2022: Czech Science Foundation: Standard (GACR 20-14817S), "Linking financial and economic agent-based models: An econometric approach", Principal Investigator

▷ 2019 - 2021: Charles University: Primus (PRIMUS/19/HUM/017), "Behavioral finance and macroeconomics: New insights for the mainstream", Team Member

▷ 2024–2026: Golden Course Faculty Teaching Award for Econometrics I

▷ 2025: Best Course Teaching Award for Introductory Econometrics

▷ 2017: Lindau Nobel Laureate Meeting participation