Akademická funkce: Ph.D. Candidate
Odborné zaměření: Nové Keynesiánské DSGE modely
Členství: Doktorandi - přerušené studium, Katedra evropské ekonomické integrace a hospodářské politiky
Kontakt
Kancelář:
Email: svacinadavid [AT] gmail [DOT] com
Telefon: +420 775 221 837
Konzultační hodiny: po domluvě
Další informace
PhD studium
Školitel: prof. Roman Horváth Ph.D.
Rok začátku PhD studia: 2015
Datum rigorózní zkoušky:
Datum státní dr. zkoušky:
Malá obhajoba:
Velká obhajoba:
Vědecká práce:
Disertační téma:
Current policy issues through the lens of DSGE models
Disertační teze:
In my thesis I will use dynamic stochastic general equilibrium models, known as DSGE models, in three areas. In the first one, I will estimate impact of Czech National Bank's foreign exchange interventions in November 2013. In previous literature, interventions mainly serve to keep exchange rate fixed and authors investigate how this changes propagation of various exogenous shocks. On the contrary, I focus on the interventions as an instrument for devaluation and how this consequently affects GDP growth and inflation. I will use model of Brzoza-Brzezina et al. (2014), as in my diploma thesis, but I will adjust it in multiple ways: e.g., export sector that uses domestic production but also imports; removal of collateral constraint and modeling of all agents as optimizing according to Euler equation.
In the second area, I will estimate for the Czech Republic, Poland, and Hungary impact of eurozone membership during the recent crisis and for the Slovak Republic impact of not being eurozone member during the crisis. In particular, I will consider the main macroeconomic aspects of membership: fixed exchange rate to euro and interest rate determined by European Central Bank. Previous research considers mainly ex-ante impacts, with the most notable exception being Brzoza-Brzezina et al. (2014) that estimates ex-post impacts during the crisis for Poland. Core of my model will be the same as in the previous area.
In the third area, I will use surveys of consumer confidence or expectations of firms about their future sales as observable variables in DSGE model to improve its forecasting ability. Methodology will be based upon Angeletos et al. (2014) and related literature, which beside standard, fundamental exogenous shocks incorporates also non-fundamental shocks; for example, expectations of heterogeneous firms about output of other firms lead through strategic complementarity to aggregate fluctuations.
Volitelné předměty (absolvované):
2015/16 WS: JED414 - Quantitative Methods I
2015/16 SS: JED415 - Quantitative Methods II
2016/17 WS: JED414 - Quantitative Methods I
2016/17 SS: JED415 - Quantitative Methods II
Životopis
Vzdělání
2015+: Ph.D., Ekonomie, Univerzita Karlova v Praze
2013 - 2015: Mgr., Ekonomická teorie, Univerzita Karlova v Praze
2008 - 2013: Bc., Ekonomické teorie, Univerzita Karlova v Praze
Odborná praxe
2015/16 ZS: Asistent pedagoga, JEM143 - New Keynesian DSGE Modeling
2015/16 LS: Asistent pedagoga, JEM113 - Microeconomics of Banking
2016/17 ZS: Asistent pedagoga, JEM143 - New Keynesian DSGE Modeling
2016/17 LS: Asistent pedagoga, JEB109 - Econometrics I
2017/1* ZS: Asistent pedagoga, JEM143/JEM184 - New Keynesian DSGE Modeling
Ocenění
2015: Cena Karla Engliše od České společnosti ekonomické (nejlepší práce zabývající se českou hospodářskou politikou)
2013: Pochvala děkana Fakulty sociálních věd za vynikající bakalářskou práci
Nabídka témat závěrečných prací
Diplomové práce
New Keynesian DSGE models
