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Adam Kučera
(Adam Kucera)

Personal Details

First Name:Adam
Middle Name:
Last Name:Kucera
Suffix:
RePEc Short-ID:pku662
[This author has chosen not to make the email address public]
Terminal Degree:2021 Institut ekonomických studií; Univerzita Karlova v Praze (from RePEc Genealogy)

Affiliation

Česká Národní Banka

Praha, Czech Republic
http://www.cnb.cz/
RePEc:edi:cnbgvcz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Adam Kucera & Evzen Kocenda & Ales Marsal, 2022. "Yield Curve Dynamics and Fiscal Policy Shocks," Working Papers IES 2022/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2022.
  2. Martin Hodula & Jan Janku & Martin Casta & Adam Kucera, 2020. "On the Determinants of Life and Non-Life Insurance Premiums," Working Papers 2020/8, Czech National Bank.
  3. Adam Kucera, 2017. "Interest Rates Modeling and Forecasting: Do Macroeconomic Factors Matter?," Working Papers IES 2017/08, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2017.
  4. Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017. "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers 2017/12, Czech National Bank.

Articles

  1. Martin Hodula & Jan Janků & Martin Časta & Adam Kučera, 2023. "On the macrofinancial determinants of life and non-life insurance premiums," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(4), pages 760-798, October.
  2. Kučera, Adam, 2020. "Identification of triggers of U.S. yield curve movements," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  3. Michal Dvorák & Zlatuše Komárková & Adam Kucera, 2019. "The Czech Government Yield Curve Decomposition at the Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 2-36, February.
  4. Adam KUČERA & Aleš MARŠÁL, 2015. "Cost And Benefits Of Czech Economic Transformation: Macroeconomic Approach," Europolity – Continuity and Change in European Governance - New Series, Department of International Relations and European Integration, National University of Political Studies and Public Administration, vol. 9(1), pages 1-23.

Chapters

  1. Adam Kucera & Milan Szabo, 2021. "Interconnectedness and contagion in the Czech financial system," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
  2. Adam Kucera & Milan Szabo, 2019. "Estimating the neutral Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
  3. Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017. "Decomposition of the Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134, Czech National Bank.

Books


    RePEc:cnb:ocpubv:rb16/2 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Adam Kucera & Evzen Kocenda & Ales Marsal, 2022. "Yield Curve Dynamics and Fiscal Policy Shocks," Working Papers IES 2022/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2022.

    Cited by:

    1. Kenneth J. Singleton, 2021. "Presidential Address: How Much “Rationality” Is There in Bond‐Market Risk Premiums?," Journal of Finance, American Finance Association, vol. 76(4), pages 1611-1654, August.
    2. Marco Giacoletti & Kristoffer T. Laursen & Kenneth J. Singleton, 2021. "Learning From Disagreement in the U.S. Treasury Bond Market," Journal of Finance, American Finance Association, vol. 76(1), pages 395-441, February.
    3. Andras Lengyel, 2022. "Treasury Supply Shocks and the Term Structure of Interest Rates in the UK," MNB Working Papers 2022/6, Magyar Nemzeti Bank (Central Bank of Hungary).

  2. Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017. "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers 2017/12, Czech National Bank.

    Cited by:

    1. Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017. "Decomposition of the Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134, Czech National Bank.
    2. Marcin Dec, 2021. "Parsimonious yield curve modeling in less liquid markets," GRAPE Working Papers 52, GRAPE Group for Research in Applied Economics.
    3. Martina Makarieva, 2021. "Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 61-83,84-10.

Articles

  1. Martin Hodula & Jan Janků & Martin Časta & Adam Kučera, 2023. "On the macrofinancial determinants of life and non-life insurance premiums," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(4), pages 760-798, October.

    Cited by:

    1. Lee, Hangsuck & Ha, Hongjun & Lee, Minha, 2024. "A sharing rule for multi-period interest-sensitive insurance contracts," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).

  2. Michal Dvorák & Zlatuše Komárková & Adam Kucera, 2019. "The Czech Government Yield Curve Decomposition at the Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 2-36, February.
    See citations under working paper version above.

Chapters

  1. Adam Kucera & Milan Szabo, 2019. "Estimating the neutral Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.

    Cited by:

    1. Jiri Panos & Petr Polak, 2019. "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers 2019/9, Czech National Bank.

  2. Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017. "Decomposition of the Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134, Czech National Bank.
    See citations under working paper version above.

Books

    Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (4) 2017-07-30 2018-04-02 2021-02-01 2022-03-28
  2. NEP-CWA: Central and Western Asia (1) 2022-03-28
  3. NEP-ETS: Econometric Time Series (1) 2019-05-13
  4. NEP-FDG: Financial Development and Growth (1) 2021-02-01
  5. NEP-IAS: Insurance Economics (1) 2021-02-01
  6. NEP-OPM: Open Economy Macroeconomics (1) 2022-03-28
  7. NEP-RMG: Risk Management (1) 2021-02-01

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