Institute of Information Theory and Automation

E

Department of Econometrics

Head of the Department:
Miloslav Vošvrda

Deputy head of the Department:
Jozef Baruník

Secretary:
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:



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    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.
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    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.
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    Česká národní banka
    The Czech National Bank has granted this year’s Economic Research Award to the paper “Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests”, written by Michal Franta, Jozef Baruník, Roman Horváth and Kateřina Šmídková. The work has been published in the prestigious and highly selective International Journal of Central Banking. The announcement of the Award formed part of the Czech National Bank’s 10th Research Open Day.
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Institute of Information Theory and Automation