The project will develop a new measures of dependence between economic variables, which will allow to study the frequency dependent dznamics of correlations in different quantiles of joint distribution.
The ability of financial markets to bear risk is central to economic welfare and stability. Growth and economic wellbeing is inhibited if financial markets are unable to transfer resources efficiently from the suppliers of liquiditz to entrepreneurs.
Hlavním cílem projektu je vytvořit novou vědeckou platformu nazvanou Dynamické modely v ekonomii; zkratka DYME.
Platforma by měla sjednotit všechna významná vědecká pracoviště ČR, která se na exelentní úrovni zabývají matematickými modely v ekonomii.