Ing. Aleš Maršál M.A.

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Position: Ph.D. Candidate
Field of interest: Asset Pricing with DSGE models, Quantitative Macroeconomics, Financial Economics
Membership: Macroeconomics and Econometrics, PhD Candidates

Contact

Office:
Email: ales [DOT] marsal [AT] seznam [DOT] cz
Phone: 777071297
Personal web pages: https://sites.google.com/site/alesmarsal/Research
Available: by appointment

More information

PhD study

Tutor: prof. Roman Horváth Ph.D.

Studying from: 2019
PhDr examination:
Final exam: 01/2014
Dissertation Proposal defence:
Dissertation defence:

Current work:
Asset prices and macroeconomics:\ towards a unified macro-finance framework

Dissertation topic:
Asset prices and macroeconomics: towards a uni ed macro- finance framework

Disertation abstract:

Optional courses:
Macroprudential Policy: A Quantitative Approach by Mendoza
Solution Methods for Discrete Time Heterogeneous Agent Models and Markov Switching Linear Models by Haan and Rendal
Advanced Topics in Monetary Economics by Christiano and Schmitt-Grohe
SoFiE Financial Econometrics Schools by Singleton and Le
Macrofinancial modeling and analysis, BoE
Bayesian estimation of DSGE models, GSE Barcelona
Advance DSGE modeling, Surrey
Dynare summer school

CV

Organisation Memberships

KTL Brno ski school (www.ktlbrno.cz)

Education

2010- PhD IES FSV UK
2008-2010 Central European University (M.A. in Economics)
2002-2008 University of Economics in Prague (master program in Economic Policy)

Job history

2017 Guest Researcher at WU Vienna
2015 National Bank of Slovakia
2014 Axa Asset Management
2013 ECB internship
2010 Wood & Company
2008 Ministerstvo Financí

Awards and prizes

Award for the second best young economist of the year 2010 (Czech Economic Society)
Karel Englis price for the best policy paper of the year 2010 awarded by Czech Economic Society
Award for outstanding thesis at CEU
Visegrad scholarship for research on Macro-Finance model
Number of other scholarships

Topics for supervision

Term papers

Contribution to macro-finance literature
Applications in Quantitative Macroeconomics:
RBC & New Keynesian DSGE models

Bachelor theses

Contribution to macro-finance literature
Applications in Quantitative Macroeconomics:
RBC & New Keynesian DSGE models
Financial Economics:
Consumption based asset pricing
High frequency trading:
algorithmic trading - ZIP60, adaptive aggressiveness algo...

Master theses

Contribution to macro-finance literature
Applications in Quantitative Macroeconomics:
RBC & New Keynesian DSGE models
Introducing term structure of interest rates into DSGE models
Financial Economics:
Consumption based asset pricing
High frequency trading:
algorithmic trading - ZIP60, adaptive aggressiveness algo...

Supervised Bachelor theses

all/awarded: 1/0
Awarded:

Supervised Master Theses

all/awarded: 7/1
Awarded: Mgr. Bilguun Sukhbaatar

Downloadable

Dissertation
ISP

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance