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