I am an economist at the International Monetary Fund, North American Division.
My research focuses on asset pricing, statistical learning, and macroeconomics. My latest research projects are about house prices, stock market valuation, and risk assessment.
While at the IMF's Research Department, I contributed to the IMF World Economic Outlook (WEO) and other key products of the Fund: Article-IV analyses, External Stability Reports, G20 work, G-RAMs, ...). I contributed to developing the IMF's global models FSGM, GIMF, and New GPM. I provided technical assistance on building Forecasting and Analysis Policy Systems (FPAS) to many central banks (Armenia, Georgia, Indonesia, Philippines, South Africa,...).
In June 2020, I coordinated IMF Research Dept.'s internal global forecast. This historical forecast was a response to the Covid-19 crisis, quantifying the role of domestic disruptions, global trade and financial spillovers, and effects of fiscal and financial policies in an internally-consistent framework of IMF's G20 model. Underlying the domestic disruptions forecast layer was the IMF's Pandemic Impact Framework, I developed early in March 2020.
Before joining the IMF Research Dept., I had the privilege to work and build models with the teams at the Czech National Bank, the European Central Bank (NAWM team), and at the Czech Ministry of Finance.
At the Czech National Bank, I developed and implemented the CNB's core forecasting model of the bank "g3" and contributed to redesigning the forecasting system. The modeling framework proved resilient in the crises, lasted for over eleven years at the bank, and with some adjustments is still being used today... (And yes, I'm responsible for the stupid "g3" name...)
I started with economic policy at the Ministry of Finance of the Czech Republic (MFCR) in Department of Financial Policies. There 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 Commission.
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