- CERGE-EI
Charles university
Politickych veznu 7
Prague 1
110 00
Czech Republic
Contact
Charles university
Politickych veznu 7
Prague 1
110 00
Czech Republic
Phone and Fax:
- Tel: (+420) 224 005 206
Fax: (+420) 224 227 143
E-mail:
- lubos.briatka
About CERGE-EI:
- CERGE-EI is a joint workplace in the field of Economics, associated with two highly respected institutions, Charles University in Prague and the Academy of Sciences of the Czech Republic.
The Center for Economic Research and Graduate Education of Charles University (CERGE) was founded in 1991 as an American-style Ph.D. program in Economics taught entirely in English. In 1992, the Economics Institute of the Academy of Sciences of the Czech Republic (EI) was created as an economics research institution, seeking to carry out topical research of the highest international standards.
Short Bio
Education:
- PhD. in Economics, CERGE, Charles University, Prague, 2009 - expected
M.A. in Economics, CERGE, Charles University, Prague, 2006
Mgr. (M.A. equivalent) in Mathematics, Comenius University, Bratislava, 2002
Professional designation:
- FRM (Certified Financial Risk Manager), Global Association of Risk Professionals (GARP), 2007
Working Experience:
- Senior Consultant, Deloitte, Prague, 2005 - present
Junior Researcher, Economic Institute, ASCR, Prague, 2005 - 2008
Consultant, Health Reform.cz, Prague, 2005
Research Assistant, CERGE, Prague, 2003 - 2005
Teaching Experience:
- Teaching Assistant of Time Series Econometrics, CERGE, Prague, 2004 - 2006
Teaching Assistant of Econometrics, CERGE, Prague, 2005 - 2006
Skills:
- Languages: Slovak (native), English (fluent), Czech (fluent), and Russian (passive)
Computer skills: MATLAB, Mathematica, MS Office, LaTeX, TSP, S-plus, Stata
Programming skills: C/C++, Delphi, Builder, Oracle/SQL, VBA, html, CSS, PHP
Work in Progress
Research Interests:
- Applied Economics and Econometrics
International Money and Finance
Testing and Analyzing Non-linearities in High-frequency Data
Non-linear Modeling of High-frequency Data
Dissertation:
- Main Theme: Non-Linear Patterns in Economic Time Series: High-Frequency Data and Non-linear Modeling
[DW Presentation - May 31, 2006] [acknowledgement]
1st Paper:
How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World
[WP308_final.pdf]
2nd Paper:
Do Non-linearities Matter? Several Approaches to High-frequency Data Estimation
Analysing the Long-run Component in High-frequency Data
3rd Paper:
Can Non-linear Econometrics Be Applied to the Transition Economies? Evidence from EMU Accession Countries
Publications
Refereed Journals:
- Kocenda E. and Briatka L. (2005) Optimal Range for the iid Test Based on Integration across the Correlation Integral. Econometric Reviews, 24(3), 265-296.
[ERTestOptRange.pdf]
Working Papers:
- Briatka L. (2006) How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World. CERGE-EI Working Paper No. 308.
[WP308_final.pdf]
Briatka L. (2006) Robustness of the iid Test Based on Integration across the Correlation Integral. CERGE-EI Discussion Paper No. 164.
[DP164_2006.pdf]
Kocenda E. and Briatka L. (2005) Optimal Range for the iid Test Based on Integration across the Correlation Integral (5 pages paper). Proceedings of the 23rd International Conference of Mathematical Methods in Economics 2005, Gaudeamus, University of Hradec Kralove.
[MME_revision.pdf]
Kocenda E. and Briatka L. (2004) Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power. CERGE-EI Working Paper No. 235.
[CERGE-EIWP235.pdf]
