Head of Economic Research Unit
Economic Research Division, Monetary Department
Fields: financial frictions,
Education: Ph.D. in economics CERGE-EI (2017)
Work in Progress
- Exchange rate depreciation in New Keynesian model with heterogeneous producers (with J. Matějů and I. Sutóris)
Recent CNB Publications
- Audzei, V. (2021) "Learning and Cross-Country Correlations in a Multi-Country DSGE Model", Czech National Bank WP 7/2021
Selected Publications in Refereed Journals
- Audzei, V., Slobodyan, S. (In Press) "Sparse Restricted Perceptions Equilibrium", Journal of Economic Dynamics and Control.
- Audzei, V., Brùha, J. (2022) "A Model of Euro Area – China – United States: Trade Links and Trade Wars", Economic Modelling, vol. 11.
- Audzei, V. "Confidence cycles and liquidity hoarding", accepted for publication in International Journal of Central Banking in 2021.
- Audzei, V., Brázdik, F. (2018) "Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries", Economic Systems, vol. 42(4), pp. 584-596.
- Audzei, V., Brázdik, F. (2015) "Monetary policy and exchange rate dynamics: the exchange rate as a shock absorber", Czech Journal of Economics and Finance (Finance a úvěr), vol. 65(5), pp. 391–410.
- 2012–2013 Within the project "Macro Model Data Base" - together with Sergey Slobodyan (project under supervision of Volker Wieland, Goethe University Frankfurt) I was contributing to database expansion, in particular rewriting DSGE models under adaptive learning in Dynare toolbox, Matlab; programing routines for database expansion in Matlab.
- 2011 Within IDEA project constructed GVAR model using GVAR toolbox for Matlab - together with Martin Kuncl (work was not published).
- 2015 Professor’s Vencovsky price, first place (by VSFS, Prague)
- 2014 Participating in 5th Lindau Meeting on Economic Sciences
- 2014 Czech Econometric Society Award for the best paper in theoretical economics, second place