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 6 1 2 2 11
Asset Pricing with Costly and Delayed Firm Entry 0 0 0 5 0 1 1 16
Asset Pricing with Free Entry and Exit of Firms 0 0 1 10 0 1 3 20
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 0 0 0 0 2 7
Determinants of Fiscal Multipliers Revisited 0 0 0 19 0 0 1 48
Determinants of Fiscal Multipliers Revisited 0 0 1 24 3 3 4 49
Determinants of Fiscal Multipliers Revisited 0 0 0 20 1 1 3 43
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 2 3 5 96
Fiscal Policy and the Nominal Term Premium 0 0 0 23 0 0 1 27
Fiscal Policy and the Nominal Term Premium 0 0 0 34 1 3 5 63
Fiscal Policy and the Nominal Term Premium 0 0 0 79 1 1 3 125
Fiscal policy and the term structure of interest rates in a DSGE model 0 0 2 59 0 0 2 93
From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism 0 0 1 6 0 0 3 13
From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism 0 0 1 16 0 1 7 25
Government Spending and the Term Structure of Interest Rates in a DSGE Model 0 1 5 83 1 11 19 181
Government Spending and the Term Structure of Interest Rates in a DSGE Model 0 0 2 40 4 5 10 118
Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model 0 0 1 31 1 1 3 42
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It 1 1 1 226 2 4 7 329
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 1 1 4 195
Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion 0 0 0 27 1 1 4 57
Trend inflation meets macro-finance: the puzzling behavior of price dispersion 0 0 0 6 0 0 0 22
Trend inflation meets macro-finance: the puzzling behavior of price dispersion 0 0 0 3 0 0 0 12
Undesired Consequences of Calvo Pricing in a Non-linear World 0 1 4 19 4 7 13 42
Yield Curve Dynamics and Fiscal Policy Shocks 0 0 1 35 0 2 13 76
Yield Curve Dynamics and Fiscal Policy Shocks 0 0 2 26 0 2 10 97
Total Working Papers 1 3 24 1,108 23 50 129 2,044

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 3 6 8 10
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 1 7 142
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 1 3 8 31
Interest rate rules and inflation risks in a macro‐finance model 0 0 1 5 0 0 2 21
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It 0 1 1 335 0 1 11 792
Total Journal Articles 0 1 8 411 4 11 46 1,123

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08