The University of Economics, Prague awarded an honorary doctorate to Professor M. Hashem Pesaran (CV). Prof. Pesaran gave an interview to the daily Hospodářské noviny after the Ceremony. Prof. Pesaran gave a lecture at the Workshop DYME 2014.
DYME – Dynamic Models in Economics
Project of
Principal researcher:
-
prof. Ing. Josef Arlt, CSc.
Faculty of Informatics and Statistics,
University of Economics, Prague
Co-researchers:
-
doc. Ing. Michal Kejak, CSc.
Center for Economic Research and Graduate Education,
Charles University in Prague -
doc. RNDr. Ing. Miloš Kopa, Ph.D.
Faculty of Mathematics and Physics,
Charles University in Prague -
doc. Roman Horváth, Ph.D.
Faculty of Social Sciences,
Charles University in Prague -
prof. Ing. Miloslav Vošvrda, CSc.
Institute of Information Theory and Automation,
Academy of Sciences of the Czech Republic
Results – papers:
News
-
26 May 2016
-
25 May 2016
Wokshop DYME 2016
June 17, 2016, 10:00 a.m. – 2.00 p.m., Lecture Hall RB209 - Rajská budova VŠE, W. Churchilla 4 sq., Prague 3Program:
Main lecture:
Jesús Crespo Cuaresma (Vienna University of Economics and Business, CV) - Globalization and US Monetary Policy - LectureRegular lectures:
Aleš Maršál (FSV UK): Fiscal Policy and Term Structure of Interest Rates
Volha Audzei (CERGE UK): Confidence Cycles and Liquidity Hoarding
Milan Fičura (VŠE): Application of MCMC and Particle Filters for Financial Time Series Volatility and Jumps Modeling
About DYME
The platform Dynamic Models in Economics – DYME is a Czech centre for advanced research in the intersection of mathematics and economics. The platform has been established in 2012 and is supported by the Czech Science Foundation Project No. P402/12/G097.
Participating institutions
- the institutes of Charles University in Prague:
- Faculty of Social Sciences
- Center for Economic Research and Graduate Education
- Faculty of Mathematics and Physics
- the institutes of the University of Economics, Prague:
- Faculty of Finance and Accounting
- Faculty of Computer Science and Statistics
- Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic.
Project structure
The Platform has three principal research branches:
- Dynamic Macroeconomics,
- Optimal Economic Decision Making,
- Financial Econometrics and Risk Management.
Within each research branch, several Working Groups are established.
See also:
The project DYME in detail
The project shall focus on three principal research branches: Dynamic Macroeconomics, Optimal Economic Decision Making and Financial Econometrics and Risk Management.
Within each research branch, several Working Groups shall be established. Each Working Group should be managed by its Head, a well-renowned researcher with good scientific curriculum vitae. Each Working Group should consist of both well-renowned researchers as well as young scientists and should joint both mathematicians and economists with common research interests.
The intended structure of the project is shown in the following figure. Click on specific work groups to get additional information about them.
Executive Board
-
prof. Ing. Josef Arlt, CSc.
Faculty of Informatics and Statistics, University of Economics, Prague -
prof. Ing. Miloslav Vošvrda, CSc.
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic -
doc. Ing. Michal Kejak, CSc.
Center for Economic Research and Graduate Education, Charles University in Prague -
doc. Roman Horváth, Ph.D.
Faculty of Social Sciences, Charles University in Prague -
doc. RNDr. Ing. Miloš Kopa, Ph.D.
Faculty of Mathematics and Physics, Charles University in Prague
Scientific Board
-
Doc. Ing. Michal Kejak, CSc.
Center for Economic Research and Graduate Education, Charles University in Prague -
Prof. RNDr. Ing. Jan Kodera, CSc.
Faculty of Finance and Accounting, University of Economics, Prague -
Prof. Ing. Martin Mandel, CSc.
Faculty of Finance and Accounting, University of Economics, Prague -
Prof. RNDr. Milan Vlach, DrSc.
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic -
RNDr. Martin Branda, Ph.D.
Faculty of Mathematics and Physic, Charles University in Prague -
Doc. RNDr. Petr Lachout, CSc.
Faculty of Mathematics and Physic, Charles University in Prague -
Doc. RNDr. Zuzana Prášková, CSc.
Faculty of Mathematics and Physic, Charles University in Prague -
Prof. Ing. Miloslav Vošvrda, CSc.
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic -
Doc. RNDr. Jiří Witzany, CSc.
Faculty of Finance and Accounting, University of Economics, Prague