Mgr. Václav Brož, Ph.D.
Mgr. Václav Brož, Ph.D.
Posts:
- Department of Macroeconomics and Econometrics
E-mail: vaclav.broz@fsv.cuni.cz
ORCID ID: 0000-0001-7393-2165
I am a lecturer in economics and finance with central banking policy experience and interests in penalties / enforcement actions, banking, and inflation. My work has been published, among others, in Journal of International Money and Finance.
Job History
- 2024+ Institute of Economic Studies, Faculty of Social Sciences, Charles University, Lecturer and Coordinator of the PPE programme
- 2022+ Prague City University, Principal Lecturer and Research Lead
- 2017-2021 Financial Stability Department, Czech National Bank, Head of Financial Institutions Unit, Analyst, Junior Research Specialist
Education
- 2012-2020 Ph.D., Mgr., Bc., Economics and Finance, Institute of Economic Studies, Faculty of Social Sciences, Charles University
- 2016-2017 Erasmus, Econometrics, Faculty of Business and Economics, University of Amsterdam
Rok vydání
Monographs
Chapters in monographs
Articles
- Brož V., & Pfeifer L. (2021). Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis. Journal of Central Banking Theory and Practice, 10(1), 113-139. UT-WOS link
- Brož V., & Kočenda E. (2022). Mortgage-related bank penalties and systemic risk among U.S. banks. Journal of International Money and Finance, 122(April), 1-24. UT-WOS link
- Brož V., & Kočenda E. (2018). Dynamics and factors of inflation convergence in the European union. Journal of International Money and Finance, 86(September), 93-111. UT-WOS link
- Brož V., & Hlaváček M. (2019). What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic?. Finance a úvěr, 69(3), 275-297. UT-WOS link
- Malovaná S., Kolcunová D., & Brož V. (2019). Does monetary policy influence banks' risk weights under the internal ratings-based approach?. Economic Systems, 43(2), nestránkováno. UT-WOS link
Contributions in the conference proceedings
I'm open to supervise bachelor theses both for the IES and PPE programmes in line with my research interests:
- An analysis of an impact of enforcement actions / penalties
- A Reassessment of Inflation Convergence in the European Union in 2010s and 2020s
- Topics related to analyses of the Czech / European banking sectors
- Is the U.S. debt sustainable in the long-term?
- A cross-country analysis of the relationship between wage growth and inflation rates
- A quantitative analysis of election polls in Europe
Please see the detailed topics in the SIS.
2018–2019: GA UK 1250218, Grant Agency of the Charles University: Fines in the US banks and systemic risk: an asymmetric volatility spillover approach
- Applied Time Series Research (R studio, Stata)
- Analyses in economics and finance (financial regulation, penalties, banking, macroprudential policy, monetary policy)
Penalties & Enforcement actions, Banking, Inflation