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

  • 07 May 2018

    Wokshop DYME 2018 June 22, 2018, 10:30 a.m. – 2.00 p.m., Room NB 169 - Nová budova VŠE, W. Churchilla 4 sq., Prague 3

    Program: The main results of the DYME project will be presented by the leaders of the Working Groups:

    Dynamic Macroeconomics: Michal Kejak: DSGE Models, Jan Kodera: Endogenous Business Cycles, Martin Mandel: Analysis of Transmission Mechanism.

    Optimal Economic Decision Making: Milan Vlach: Game Theory, Martin Branda: Portfolio Analysis, Petr Lachout: Optimization Techniques.

    Financial Econometrics and Risk Management: Zuzana Prášková: Analysis of Financial Time Series, Miloslav Vošvrda: High Frequency Data, Jiří Witzany: Risk Management in Finance and Insurance.

  • 27 Apr 2017

    Wokshop DYME 2017 June 16, 2017, 10:00 a.m. – 2.00 p.m., Room NB 169 - Nová budova VŠE, W. Churchilla 4 sq., Prague 3

    Program:

    Main lectures:

    Prof. Wolfgang Karl Härdle (Humboldt University, Berlin): Textual Sentiment and Sector-specific Reaction

    Prof. Cathy Y. Chen (Humboldt University, Berlin): The Systemic Risk of Central SIFIs

    Regular lectures:

    Jaromír Baxa (UTIA AVČR): Fiscal Rules for the Czech Republic: Countercyclical Due to Errors?

    Jan Mareš (FSV UK): What Determines Wealth Inequality? Bayesian Model Averaging Evidence

    Jakub Matějů (CERGE UK): Endogenous Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy

  • 26 May 2016

    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.

  • 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 3

    Program:

    Main lecture:
    Jesús Crespo Cuaresma (Vienna University of Economics and Business, CV) - Globalization and US Monetary Policy - Lecture

    Regular 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

    invitation

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