J
Jaroslava Hlouskova
Researcher at International Institute for Applied Systems Analysis
Publications - 67
Citations - 2012
Jaroslava Hlouskova is an academic researcher from International Institute for Applied Systems Analysis. The author has contributed to research in topics: Portfolio optimization & Portfolio. The author has an hindex of 18, co-authored 66 publications receiving 1862 citations. Previous affiliations of Jaroslava Hlouskova include Economic Policy Institute & University of Economics in Bratislava.
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Forecasting electricity spot-prices using linear univariate time-series models
TL;DR: In this article, the forecasting abilities of a battery of univariate models on hourly electricity spot prices, using data from the Leipzig Power Exchange, were studied using an autoregressive model.
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Natural disasters as creative destruction? Evidence from developing countries
TL;DR: The authors found a robust positive correlation between the frequency of natural disasters and the long-run economic growth after conditioning for other determinants, interpreted as evidence that disasters provide opportunities to update the capital stock and adopt new technologies, thus acting as some type of Schumpeterian creative destruction.
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The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
TL;DR: In this paper, the authors present results on the size and power of first generation panel unit root and stationarity tests obtained from a large scale simulation study, and assess the performance as a function of the time and the cross-section dimensions.
Posted Content
The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study
TL;DR: In this article, the performance of both single equation and system panel cointegration tests and estimators is analyzed. But the authors focus on the effect of stable autoregressive roots approaching the unit circle, of I(2) components, of short-run cross-sectional correlation and of cross-unit co-integration.
Journal ArticleDOI
The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study
TL;DR: In this paper, the performance of both single equation and system panel cointegration tests and estimators is analyzed. But the authors focus on the effect of stable autoregressive roots approaching the unit circle, of I(2) components, of short-run cross-sectional correlation and of cross-unit co-integration.