Volha Audzei

Head of Economic Research Unit

Economic Research Division, Monetary Department

Fields: financial frictions,
imperfect information,
macroeconomic modelling

Education: Ph.D. in economics CERGE-EI (2017)

Phone: +420 224 412 022

E-mail: volha.audzei@cnb.cz

RePEc: https://ideas.repec.org/e/pau72.html

Personal webpage: https://audzei.eu/

Work in Progress

"Does Firms’ Financing in Foreign Currency Matter for Monetary Policy?" (with J. Brůha and I. Sutóris)
Exchange rate depreciation in New Keynesian model with heterogeneous producers (with J. Matějů)

Audzei, V. (2023) "Learning and Cross-Country Correlations in a Multi-Country DSGE Model", Economic Modelling, vol. 120.
Audzei, V., Slobodyan, S. (2022) "Sparse Restricted Perceptions Equilibrium", Journal of Economic Dynamics and Control, vol. 139
Audzei, V., Brùha, J. (2022) "A Model of Euro Area – China – United States: Trade Links and Trade Wars", Economic Modelling, vol. 11.
Audzei, V. (2022) "Confidence cycles and liquidity hoarding", International Journal of Central Banking, vol. 18(3).
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.

Selected Working Papers

Audzei V., Sutóris, "A Heterogeneous Agent Model of Energy Consumption and Energy Conservation", Czech National Bank Working Papers 2024/04 (published as ChaMP WP)
Audzei V., Slobodyan S., "Dynamic Sparse Restricted Perceptions Equilibria", CERGE-EI Working Papers 792.

Selected Projects

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).

Awards

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