Research
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