Research at the Chair of Econometrics is carried out simultaneously in two main directions - towards the theory of econometrics as well as its applications.

The Chair’s primary fields of interest are:

  • Theory of econometrics
  • Financial econometrics
  • Financial markets forecasting
  • Mathematical economics
  • Stochastic differential equations
  • Econometric multiequation models
  • Programming and simulations
  • Economic growth theory and economic growth modelling
  • Macroeconomic dynamics, economic equilibrium and empirical equilibrium models
  • Economic convergence
  • Business cycles
  • Financial system modelling
  • Inflation, monetary policy rules
  • Modelling of international exchange and exchange rates
  • Human capital – measuring and models
  • Influence of social capital, crime, divorces, confidence on economic growth
  • Optimal inequalities of income, relation between income inequalities and economic growth
  • Mathematical market models