Access Statistics for Aleš Maršál

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing with Costly and Delayed Firm Entry 0 0 0 5 0 1 1 16
Asset Pricing with Costly and Delayed Firm Entry 0 0 0 6 0 1 1 10
Asset Pricing with Free Entry and Exit of Firms 0 0 0 0 0 1 2 7
Asset Pricing with Free Entry and Exit of Firms 0 0 0 4 0 0 1 9
Asset Pricing with Free Entry and Exit of Firms 0 0 1 10 0 1 4 20
Determinants of Fiscal Multipliers Revisited 0 0 0 20 0 0 2 42
Determinants of Fiscal Multipliers Revisited 0 1 1 24 0 1 1 46
Determinants of Fiscal Multipliers Revisited 0 0 0 19 0 0 1 48
Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation 0 0 0 17 0 0 0 29
Explaining Bond and Equity Premium Puzzles Jointly in a DSGE Model 0 0 0 45 0 1 3 94
Fiscal Policy and the Nominal Term Premium 0 0 0 34 1 2 4 62
Fiscal Policy and the Nominal Term Premium 0 0 0 79 0 0 2 124
Fiscal Policy and the Nominal Term Premium 0 0 0 23 0 0 1 27
Fiscal policy and the term structure of interest rates in a DSGE model 0 0 2 59 0 0 3 93
From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism 0 0 1 16 1 2 7 25
From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism 0 1 1 6 0 1 3 13
Government Spending and the Term Structure of Interest Rates in a DSGE Model 1 1 5 83 9 11 22 180
Government Spending and the Term Structure of Interest Rates in a DSGE Model 0 0 2 40 0 1 6 114
Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model 0 0 1 31 0 0 3 41
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It 0 0 0 225 1 2 5 327
The Term Structure of Interest Rates in Small Open Economy DSGE Model 0 0 1 135 0 0 3 199
The term structure of interest rates in a small open economy DSGE model with Markov switching 0 0 1 110 0 0 5 194
Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion 0 0 0 27 0 1 3 56
Trend inflation meets macro-finance: the puzzling behavior of price dispersion 0 0 0 3 0 0 0 12
Trend inflation meets macro-finance: the puzzling behavior of price dispersion 0 0 0 6 0 0 0 22
Undesired Consequences of Calvo Pricing in a Non-linear World 0 2 4 19 1 4 9 38
Yield Curve Dynamics and Fiscal Policy Shocks 0 0 2 26 0 2 11 97
Yield Curve Dynamics and Fiscal Policy Shocks 0 0 1 35 1 5 14 76
Total Working Papers 1 5 23 1,107 14 37 117 2,021

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset pricing with costly and delayed firm entry 0 0 0 0 0 3 6 7
Asset pricing with free entry and exit of firms 0 0 0 1 0 0 1 10
COST AND BENEFITS OF CZECH ECONOMIC TRANSFORMATION: MACROECONOMIC APPROACH 0 0 0 10 0 0 4 53
Determinants of fiscal multipliers revisited 0 0 1 35 0 3 8 142
Equity premium and monetary policy in a model with limited asset market participation 0 0 3 19 0 0 5 64
Fiscal Policy And the Nominal Term Premium 0 0 2 6 0 2 7 30
Interest rate rules and inflation risks in a macro‐finance model 0 0 1 5 0 0 4 21
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It 0 1 1 335 0 2 11 792
Total Journal Articles 0 1 8 411 0 10 46 1,119

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Statistics updated 2025-10-06