>> jakub.ryšánek(‘homepage’)
Personal:
  Curriculum Vitae (as of 12/2012)
Some econometrics:
  Hodrick-Prescott filter
(intro + online application)
  MATLAB bootstrapping routines
for vector autoregressions
(supplement to my Master’s
thesis, in Czech only)
Links:
  Czech National Bank
  University of Economics, Prague
People:
  Hyeongwoo Kim

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  • Data driven economist, IT consultant

Contact

Primary email: jrysanke@gmail.com
Networking:  
Research publications:
Community involvement:  
Short Bio
Education:
Ph.D. in Macroeconomics, University of Economics, Prague, 2014
Ing. (MSc. equivalent) in Mathematical Methods in Economics, University of Economics, Prague,
2008
Working Experience:
Senior Data Scientist, MSD, 2018 - present
Economist, European Central Bank, 2015
Senior Economist, Czech National Bank, 2010 - 2018
Rating & Scoring Analyst , UniCredit Bank Czech Republic, 2009 - 2010
Skills:
Languages: Czech (native), English (full professional proficiency), French, Spanish, German (all elementary)
Coding: Matlab, R, Python, JS, VBA, SAS, HTML, CSS, PHP



Publications
Refereed Journals:
Babecký, J., Franta, M., and Ryšánek, J. (2018): Fiscal Policy Within the DSGE-VAR Framework, Economic Modelling, Elsevier, 75(C), 23-37.
Ambriško, R., Babecký, J., Ryšánek, J., and Valenta, V. (2015): Assessing the Impact of Fiscal Measures On the Czech Economy, Economic Modelling, Elsevier, 44(C), 350-357.
Ryšánek, J., Tonner, J., Tvrz, S., and Vašíček, O. (2012): Monetary Policy Implications of Financial Frictions in the Czech Republic, Czech Journal of Economics and Finance, 62(5), 413-429.
Ryšánek, J. (2010): Combining VAR Forecast Densities Using Fast Fourier Transform, Acta Oeconomica Pragensia, 2010(5), 72-88.
Working Papers:
Brázdik, F., Hlédik, T., Humplová, Z., Martonosi, I., Musil, K., Ryšánek, J., Šestořád, T., Tonner, J., Tvrz, S., and Žáček, J. (2020): The g3+ Model: An Upgrade of the CNB's Core Forecasting Framework, CNB Working Paper Series, No. 07/2020.
Hlédik, T., Musil, K., Ryšánek, J., and Tonner, J. (2018): A Macroeconomic Forecasting Model of the Fixed Exchange Rate Regime for the Oil-Rich Kazakh Economy, CNB Working Paper Series, No. 11/2018.
Babecký, J., Franta, M., and Ryšánek, J. (2016): Effects of Fiscal Policy In the DSGE-VAR Framework: The Case of the Czech Republic, CNB Working Paper Series, No. 09/2016.
Ambriško, R., Babecký, J., Ryšánek, J., and Valenta, V. (2012): Assessing the Impact of Fiscal Measures on the Czech Economy, CNB Working Paper Series, No. 15/2012.
Ryšánek, J., Tonner, J., and Vašíček, O. (2011): Monetary Policy Implications of Financial Frictions in the Czech Republic, CNB Working Paper Series, No. 12/2011.
Ryšánek, J. (2010): Estimation of Default Probability and Computation of Bootstrapping Confidence Bands, UCB internal manuscript.