Institute of Information Theory and Automation

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Department of Econometrics

Secretary: 
Phone: 
266052411
Fax: 
266052232
Publications ÚTIA: 
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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:

admin: 2018-05-04 08:08

Department detail

Mgr. Anton Astakhov
Mgr. Krenar Avdulaj Ph.D.
Matúš Baniar
Doc. PhDr. Jozef Baruník Ph.D.
PhDr. Jaromír Baxa Ph.D.
František Čech
Mgr. Jaroslav Dufek
Mgr. Lenka Dvořáková
Mgr. Milan Hanousek
Prof. Roman Horváth Ph.D.
Mgr. Michal Houda Ph.D.
RNDr. Vlasta Kaňková CSc.
Prof. Ing. Evžen Kočenda Ph.D. DSc.
Mgr. Lucie Kraicová
Doc. PhDr. Ladislav Krištoufek Ph.D.
Mgr. Dušan Križan
Mgr. Aleš Antonín Kuběna Ph.D.
PhDr. Jiří Kukačka Ph.D.
Barbora Malinská
Prof. RNDr. Radko Mesiar DrSc.
Mgr. Vadim Omelchenko Ph.D.
Ing. Karel Sladký CSc.
RNDr. Martin Šmíd Ph.D.
Mgr. Lukáš Vácha Ph.D.
Prof. RNDr. Jan Ámos Víšek CSc.
Prof. RNDr. Milan Vlach DrSc.
Prof. Ing. Miloslav Vošvrda CSc.
2013 - 2015
Economic and financial activities are often influenced simultaneously by a decision and random factors. Since the decision parameter must be constructed mostly without knowledge of a random element realization, an optimization problem depending on a probability measure corresponds to this situation. Usually in applications this measure must be replaced by an empirical one.
2012 - 2018
The main objective project is to establish a new research platform, called Dynamic Models in Economics; abbreviated DYME. The platform should link Czech exellence with support for advanced research in the mathematical models of economics.
2011 - 2013
The aim of the proposed grant project is to amplify results obtained in the previous projects (especially project 402/05/0115 evaluated as excellent, and the current project 402/08/0107).
2009 - 2011
The project is aimed at nonlinear dynamics application to monetary and financial economics. The area aof monetary research will be aimed at classical macro monetary nonlinear models, where the potentials of complex dynamics (chaos) will be investigated. Analysis of the model of real business cycles and models of dynamic equilibrium will be also addressed by the project.