I am a Principal Analyst in the Czech National Bank, Economic Research Division, Monetary Department.
My research interests lie in macroeconomic modelling with financial frictions and bounded rationality. In my dissertation I studied how relaxing the assumption of rational expectation modifies the output of macroeconomic models. In particularly I showed how imperfect information among the financial agents modifies their risk-taking decisions, the effect of monetary policy on banks’ lending or equilibrium selection.
My curriculum vitae can be downloaded here
International Journal of Central Banking, vol. 18(3)
Journal of Economic Dynamics and Control, vol. 139
Economic Modelling, vol. 11.
Economic Systems, vol. 42(4), pages 584-596.
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410.
Within the project "Macro Model Data Base" - together with Sergey Slobodyan (project under supervision of Volker Wieland, Goethe University Frankfurt) I was contributing to database expansion, in particular rewriting DSGE models under adaptive learning in Dynare toolbox, Matlab; programing routines for database expansion in Matlab.
Within IDEA team (Institute for Democracy and Economic Analysis) project constructed GVAR model using GVAR toolbox for Matlab - together with Martin Kuncl (work was not published).
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