My research interests lie in macroeconomic modelling with financial frictions, expectation formation and learning. 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.
I work in the Czech National Bank , Economic Research Division, Monetary Department.
My curriculum vitae can be downloaded here
an adjustment of De Walgue et al. (2017) to incorporate Chinese economy.
In this work we consider a concept of sparse rationality (developed recently by Gabaix, 2014) as a selection tool in a model with multiple equilibria.
Czech National Bank Working Papers 2016/07
CERGE-EI Working Papers 477, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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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