I work at the International Monetary Fund.
My Fund work ranges from empirical to theoretical macroeconomics, mostly dealing with structural policy modeling, model-based analytical support for policy-making. I have passion for macroeconomic analysis, asset pricing, and statistical learning...
I've joined the Canada team at the IMF's North American Division in July 2020, during the covid-19 pandemic.
In the IMF's Research Department I have contributed to the IMF World Economic Outlook (WEO) and other key products of the Fund (Article-IV analysis, External Stability Reports, G20 work, G-RAM, SDNs, ...) and contribute to joint projects with teams from area departments. I have contributed to development of the IMF's global models FSGM and GIMF. I have provided modeling technical assistance to numerous central banks (Armenia, Georgia, Indonesia, Philippines, South Africa,...).
In June 2020 I coordinated IMF Research Dept.'s internal globally-consistent forecast using the G20mod/FSGM model, with all expert judgment consistently reflected through the model. This historical forecast was a response to covid-19 crisis, quantifying the role of domestic disruptions, global trade and financial spillovers, and effects of fiscal and financial policies.
Underlying the domestic disruptions layer was the IMF's Pandemic Impact Framework, I had developed early in March 2020 to help quantifying the impact of covid-19 when little to no data were available. The framework helped the country teams and national authorities to assess the situation early on in the crisis. The "Framework" defined sectoral losses for lock-down and post-lockdown "events", on a weekly basis. Global Input-Output tables were underlying the sectoral analysis.
Before joining the IMF Research Dept., I had the privilege to work and build models with the teams at the Czech Ministry of Finance, the European Central Bank (NAWM team), and especially at the Czech National Bank. At the bank, I have contributed to the development and implementation of the CNB's core forecasting model of the bank "g3" and a major re-design of the forecasting system of the bank. The modeling framework lasted for over eleven years at the bank and with some adjustments is still being used today...
I started with economics at the Ministry of Finance of the Czech Republic (MFCR) in Department of Financial Policies, where I was responsible for economic modeling, fiscal projections, and contributions to Pre-Accession Economics Programs [to EU] and later to Convergence Programs. I was a member of Output Gap Working Group in Brussels (OGWG) by the European Commisison.
Papers, drafts, and code on this site is mostly fun-projects and research out of the regular IMF work projects. As such, it focuses mostly on positive economics and quantitative methods, rather than policy work... For my official IMF work (WEO, Selected Issues Papers, Spillover Reports, ...) please search www.imf.org.
Feel free to contact me if you're interested in the content of web, documentation, codes, etc.
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