PETR ZEMCÍK - RESEARCH
Research Fields - Real Estate Finance, Financial
Economics and Econometrics.
- A judgmental summary of my research papers by topic.
Papers in Refereed Journals
- "Size and Value
Effects in the Visegrad Countries," (with Magdalena Morgese
Borys), Emerging Markets Finance and Trade 47(3), 2011, 50-68.
- "Is There a Real Estate Bubble in the Czech Republic?"the Czech Journal of Economics and Finance 61(1), 2011, 49-66.
- "Do House Prices
Reflect Fundamentals?
Aggregate and Panel Data Evidence," (with Vyacheslav
Mikhed) Journal of Housing Economics 18, 2009, 140-149.
- "Testing for Bubbles in
Housing Markets: A Panel Data Approach," (with Vyacheslav Mikhed) Journal
of Real Estate Finance and Economics 38, 2009, 366-386.
- "Bond Market
Emergence: The Case of Serbia," (with Jan Hanousek and Evžen Kocenda) Journal of
Emerging Market Finance 7(2), 2008, 141-168.
- "Modeling
Foreign Exchange Risk
Premium in Armenia," (with
Tigran Poghosyan and Evžen Kocenda) Emerging Markets Finance and Trade 44(1),
2008, 41-61.
- "Prague Summer Olympic Games
2016: Economic Impact Study," (with Štepán Jurajda,
Lubomír Lízal, and Daniel Münich) Politická
ekonomie 4, 2006,
490-507, in
Czech, English abstract.
- "Who's Afraid
of Reduced Rank Parameterizations of Multivariate Models? Theory and
Example," (with Scott
Gilbert) Journal of Multivariate Analysis 97(4), 2006, 925-945.
- "Testing for Latent
Factors
in
Models with Autocorrelation and
Heteroskedasticity of Unknown Form," (with Scott Gilbert) Southern Economic Journal 72(1), 2005,
236-252.
- "An Empirical Investigation of
the
Consumption Based Capital
Asset Pricing Model Using a Modified Variance-Ratio Test," Journal of Economics and Finance 25(1),
Spring 2001, 1-21.
- "Mean Reversion in Asset
Returns and Time Non-Separable Preferences," International Review
of
Economics and Finance 10, 2001, 223-245.
Monographs, Selected Chapters in Books, and Other Publications
- "Asset Pricing and the US Financial & Real
Estate Markets," prepared for a habilitation process, 2009.
- "Czech Republic 2008: Strong
Currency, No Rush Toward the Euro," an economic survey produced by CERGE-EI,
Ch. VII.1 "Residential Real Estate
Market in the Czech Republic Still Going Strong."
- “Regulation, Ownership, and Liquidity in the Serbian Stock Market,” (with Lidija Seskar),
2008.
- "Bond Markets in Serbia: Regulatory Challenges for an Efficient Market ," (with Jan Hanousek and Evžen Kocenda), 2005.
- "An Empirical Investigation of the Consumption Based
Capital Asset Pricing Model with Time Non-Separable Preferences,"
dissertation, University of Pittsburgh, 1997.
- "Technical Assistance to Study
Methods of Forecasting Employment and Unemployment in the Czech
Republic," (with Martin Cihák, Štepán Jurajda, Daniel
Münich, Jana Stefanová-Finta, and Jan Švejnar) manual
for
the Czech Ministry of Labor and Social Affairs, 1997.
Grants
- April 2009 - March 2011, "Finance, Innovation and Growth: Changing Patterns and Policy Implications," the European
Community's Seventh Framework Programme (FP7/2007-2013) under Socio-economic Sciences
and Humanities, grant agreement # 217466, partner & principal researcher
for the work package 6 "Asset Prices, Consumption, and Income
Distribution," 1,493,870 Euro.
- January
2009 - December 2011 (expected), "Real Estate Prices and their Impact on Czech
Households," the Grant Agency of the Czech Republic project 402/09/1755,
the only researcher, 561,000 Kc.
-
May 2005 - April 2007, "Consumption, Household's
Welfare, and Dynamics of Property Prices," the the European
Community's Sixth Framework Programme, Marie Curie
International Reintegration Grant #014864, the only researcher, 80,000
Euro.