Institute of Information Theory and Automation

Department of Econometrics

Head of the Department:
Jozef Baruník

Deputy head of the Department:
Miloslav Vošvrda

Eva Dostálová

phone: +420 266 052 411
fax: +420 266 052 232
www: homepage
staff: people, Ph.D. students
List of publications, courses, projects

The members of department have concentrated on the following research fields:

  • Real and monetary macrodynamics, dynamic economics and econometrics, stochastic economics and econometrics, and econometric modelling.
  • Advanced methods in financial econometrics and wavelets analysis of capital markets.
  • Nonlinear and stochastic optimization, stochastic dynamic optimization.
  • Market microstructure, behavioural finance, credit risk models.
  • Research Fields:

    Last events:

    Photo from the ceremony.
    Prof. Ing. Evžen Kočenda, M.A., Ph.D., DSc. received the scientific title "Research Professor in Social Sciences and Humanities" from the President of the Czech Academy of Sciences on May 24, 2017.
    Institute of Energy Economics, Faculty of Finance and Accounting, University of Economics in Prague awarded work of Jozef Baruník and Barbora Malínská "Forecasting the term structure of crude oil futures with neural networks" forthcoming in the Applied Energy Journal with a "Best research paper in Energy Economics 2015" prize.
    Ladislav Krištoufek
    In the year 2014 the President of the Academy of Sciences of the CR granted The Otto Wichterle Award to promising young scientists of the ASCR on the recommendations of the Jury for granting The Otto Wichterle Award to PhDr. Ladislav Kristoufek, Ph.D.
Responsible for information: E
Last modification: 31.01.2018
Institute of Information Theory and Automation