Institute of Information Theory and Automation

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:



    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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    Barunik - Cena za nejlepší práci
    Institute of Energy Economics, Faculty of Finance and Accounting, University of Economics in Prague awarded work of Krenar Avdulaj and Jozef Barunik "Are benefits from oil-stock diversification gone? A new evidence from dynamic copulas and high frequency data." with a "Best research paper in Energy Economics 2013" prize.
    1
    Ladislav Kristoufek - 1st place
    Ladislav Kristoufek was awarded by the 1st place in PhD students competition for his research paper "Mixed-correlated ARFIMA processes for power-law cross-correlations" at the 31st International Conference on Mathematical Methods in Economics 2013 in Jihlava, Czech Republic
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Last modification: 20.01.2015
Institute of Information Theory and Automation