Institute of Information Theory and Automation

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Department of Econometrics

Secretary: 
Phone: 
266052411
Fax: 
266052232
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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:

2018-05-04 08:08

Department detail

Stanislav Astapovich
Mgr. Krenar Avdulaj Ph.D.
Doc. PhDr. Jozef Baruník Ph.D.
PhDr. Jaromír Baxa Ph.D.
František Čech
Mgr. Jaroslav Dufek
Mgr. Marek Hauzr
Prof. Roman Horváth Ph.D.
Mgr. Michal Houda Ph.D.
Mgr. Pavel Irinkov
RNDr. Vlasta Kaňková CSc.
Prof. Ing. Evžen Kočenda Ph.D. DSc.
Doc. PhDr. Ladislav Krištoufek Ph.D.
Mgr. Dušan Križan
Mgr. Aleš Antonín Kuběna Ph.D.
PhDr. Jiří Kukačka Ph.D.
Mgr. Josef Kurka
Mgr. Ing. Barbora Máková
Barbora Malinská
PhDr. Aleš Maršal
Prof. RNDr. Radko Mesiar DrSc.
Mgr. Vadim Omelchenko Ph.D.
Jaroslav Pavlíček MA
Jan Šíla MSc.
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.
Duration: 2009 - 2013
The proposed research is aimed to contribute to understanding the factors influencing prices on financial markets.
Duration: 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.
Duration: 2008 - 2010
The goal of the grant project is the construction and verification of a heterogeneous agent model which will be an extension of the model developed by Brock and Hommes. The new model will include a possibility to change the mood of the investors on the market. This modification will allow changing phases of optimism and pessimism and will enable generation of more realistic financial time series.