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 2 4 5 14
Asset Pricing with Costly and Delayed Firm Entry 0 0 0 5 1 1 2 17
Asset Pricing with Free Entry and Exit of Firms 0 0 1 10 0 0 3 20
Asset Pricing with Free Entry and Exit of Firms 0 0 0 0 0 0 2 7
Asset Pricing with Free Entry and Exit of Firms 0 0 0 4 2 4 4 13
Determinants of Fiscal Multipliers Revisited 0 0 1 24 2 5 6 51
Determinants of Fiscal Multipliers Revisited 0 0 0 20 0 2 4 44
Determinants of Fiscal Multipliers Revisited 0 0 0 19 2 3 4 51
Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation 0 0 0 17 2 4 4 33
Explaining Bond and Equity Premium Puzzles Jointly in a DSGE Model 0 0 0 45 2 5 8 99
Fiscal Policy and the Nominal Term Premium 1 1 1 24 2 2 3 29
Fiscal Policy and the Nominal Term Premium 0 0 0 34 1 3 6 65
Fiscal Policy and the Nominal Term Premium 0 0 0 79 1 3 5 127
Fiscal policy and the term structure of interest rates in a DSGE model 0 0 2 59 3 3 5 96
From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism 0 0 1 6 0 0 2 13
From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism 0 0 1 16 4 5 10 30
Government Spending and the Term Structure of Interest Rates in a DSGE Model 0 0 5 83 2 3 19 183
Government Spending and the Term Structure of Interest Rates in a DSGE Model 0 0 2 40 0 4 9 118
Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model 0 0 1 31 3 7 9 48
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It 0 1 1 226 4 6 9 333
The Term Structure of Interest Rates in Small Open Economy DSGE Model 0 0 1 135 1 1 4 200
The term structure of interest rates in a small open economy DSGE model with Markov switching 0 0 1 110 0 5 8 199
Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion 0 0 0 27 1 5 6 61
Trend inflation meets macro-finance: the puzzling behavior of price dispersion 0 0 0 6 1 3 3 25
Trend inflation meets macro-finance: the puzzling behavior of price dispersion 0 0 0 3 2 2 2 14
Undesired Consequences of Calvo Pricing in a Non-linear World 1 1 4 20 8 13 21 51
Yield Curve Dynamics and Fiscal Policy Shocks 0 0 1 26 0 1 10 98
Yield Curve Dynamics and Fiscal Policy Shocks 1 1 1 36 6 7 18 83
Total Working Papers 3 4 24 1,111 52 101 191 2,122

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 1 1 1 1 3 6 11 13
Asset pricing with free entry and exit of firms 0 0 0 1 3 5 6 15
COST AND BENEFITS OF CZECH ECONOMIC TRANSFORMATION: MACROECONOMIC APPROACH 0 0 0 10 0 0 4 53
Determinants of fiscal multipliers revisited 0 0 0 35 1 2 8 144
Equity premium and monetary policy in a model with limited asset market participation 0 0 2 19 2 4 8 68
Fiscal Policy And the Nominal Term Premium 0 0 2 6 0 3 8 33
Interest rate rules and inflation risks in a macro‐finance model 0 0 1 5 3 3 5 24
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It 1 1 2 336 22 26 37 818
Total Journal Articles 2 2 8 413 34 49 87 1,168

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Statistics updated 2026-01-09