Mgr. Tomáš Křehlík M.A.

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Position: Ph.D. Candidate
Field of interest: Financial econometrics, econometrics, time-series analysis, finance, urban economics.
Membership: Former PhD students, Macroeconomics and Econometrics

Contact

Office: IES: 503, ÚTIA: 247
Email: krehlik [AT] utia [DOT] cas [DOT] cz
Phone: 00420724091926
Personal web pages: http://cz.linkedin.com/in/tomaskrehlik/
Available: Upon agreement

More information

Syllabi

Teacher

JEM160 - Robust Statistics and Econometrics

Assistant

JEM005 - Advanced Econometrics
JEB109 - Econometrics I
JEM160 - Robust Statistics and Econometrics

PhD study

Tutor: doc. PhDr. Jozef Baruník Ph.D.

Studying from: 2013
PhDr examination:
Final exam: 01/2016
Dissertation Proposal defence:
Dissertation defence:

Current work:
- Extension of Dyiebold and Yilmaz (2012) into spectral domain.

See my REPEC page for the overview of work.

Dissertation topic:
Modeling connectedness of economic systems

Disertation abstract:

Optional courses:
2016/17 WS: NDES -- Nonlinear Dynamic Economic Systems: Theory and Applications
2015/16 SS: NDES -- Nonlinear Dynamic Economic Systems: Theory and Applications
2015/16 WS: NDES -- Nonlinear Dynamic Economic Systems: Theory and Applications
2014/15 SS: NDES -- Nonlinear Dynamic Economic Systems: Theory and Applications
2014/15 WS: NDES -- Nonlinear Dynamic Economic Systems: Theory and Applications
2013/14 SS: NDES -- Nonlinear Dynamic Economic Systems: Theory and Applications
2013/14 WS: NDES -- Nonlinear Dynamic Economic Systems: Theory and Applications

CV

Organisation Memberships

FINMAP, Dynamic Models in Economics (Excellence Project of GAČR)

Education

2013+: Ph.D. candidate at the Institute of Economic Studies, Charles University in Prague
2013-2014: M.A. in Economics and Econometrics, Centre for Economic Research and Graduate Education (CERGE-EI)
2011-2013: Mgr. in Economics, Joint-master programme of CERGE-EI and Charles University in Prague
Fall 2012: ERASMUS Université Paris Dauphine
2008-2011: Bc. in Economics, Charles University in Prague

Job history

Teaching assistantships:


  • Advanced Econometrics (2013, 2014, 2015, 2016)
  • Advanced Statistics (2016)
  • Statistics (2014)
  • Robust Statistics and Econometrics (2015)
  • Econometrics I (2013, 2014)


2014+: Research Assistant at the Academy of Sciences of the Czech Republic, Institute of Information Theory and Automation (UTIA), Department of Econometrics
2010: PWC internship in audit

Awards and prizes

2011: Jozef Vavroušek prize for bachelor theses.

Topics for supervision

Bachelor theses

For bachelor theses, I suggest applied econometric problems or introductory empirical finance problems. These problems, in my opinion, familiarize students best with concepts of modern economic science: empirical validation of theoretical models.

Supervised Bachelor theses

all/awarded: 3/0
Awarded:

Supervised Master Theses

all/awarded: 1/0
Awarded:

Downloadable

Curriculum Vitae
Evaluation 2015
Evaluation_2014
ISP
ISP update 2015
ISP_update_2014

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF