Mgr. Ing. Adam Kučera

Photo

Position: Ph.D. Candidate
Field of interest: Asset Pricing, Financial Economics, DSGE Models, Macroeconomics and Monetary Economics
Membership: Finance and Capital Markets, PhD Candidates

Contact

Office:
Email: avtkucera [AT] gmail [DOT] com
Phone: +420 728 400 085
Available: by appointment

More information

Syllabi

Teacher

JEM017 - Business Cycles Theory
JEM128 - Financial Modeling Using MS Excel, VBA

PhD study

Tutor: prof. Ing. Evžen Kočenda M.A., Ph.D., DSc.

Studying from: 2015
PhDr examination:
Final exam:
Dissertation Proposal defence:
Dissertation defence:

Current work:
Macro-Finance Approach to Interest Rate Modelling and Forecasting

Dissertation topic:
Topics in Joint Macroeconomic and Financial Modeling

Disertation abstract:
The dissertation research follows the recent development of macro-financial models, aiming at the present both macroeconomic and financial modeling frameworks by extending these by macro-financial linkages. The work will especially focus on mutual relations among financial asset prices, term structure of interest rates, risk premium and monetary and fiscal policy, having the ambitions to firstly capture the relationship and causality empirically and secondly explain these within a structural model.

Optional courses:

CV

Education

since 2015: PhD. in Economics, IES FSV, Charles University in Prague
2012-2015: Mgr. in Economics, IES FSV, Charles University in Prague
2012-2014: Ing. in Financial Engineering, FFÚ, University of Economics in Prague
2009-2012: Bc. in Finance, FFÚ, University of Economics in Prague

Job history

since 2015: Czech National Bank
2013-2015: mBank S.A.
2012-2013: Locke & Hobbes, a.s. (part-time)

Awards and prizes

2016: Young Economist of the Year (2016) - Award by the Czech Economic Society
2014: Rector's award for excellent Diploma Thesis - University of Economics in Prague, Thesis on topic: Interest Rate Modelling and Forecasting: Macro-Finance Approach

Topics for supervision

Bachelor theses

Interest rate modeling
Macro-finance modeling
Dynamic Nelson Siegel framework
Affine Gaussian term structure model
Insurance stress testing
Investment fund sector stress testing

Master theses

Interest rate modeling
Macro-finance modeling
Dynamic Nelson Siegel framework
Affine Gaussian term structure model
Insurance stress testing
Investment fund sector stress testing

Supervised Bachelor theses

all/awarded: 1/0
Awarded:

Downloadable

Individual Study Plan (ISP)

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF