The Department of Econometrics and Statistics
Chair: Prof. Jacek Kwiatkowski (jkwiat@umk.pl)
Areas of research:
- theory of dynamic econometric models and its applications
- analysis of contemporary financial phenomena and their changes by means of methods and models of financial econometrics,
- research on non-linear dependencies of economic processes using threshold models and the concept of threshold cointegration,
- analysis of economic and social phenomena using advanced spatial and spatio-temporal econometrics tools and models,
- econometric analysis of cyclical economic phenomena with high observation frequency,
- application of statistical and econometric tools in microeconomic studies,
- non-parametric analysis of non-linearities in time series,
- research into applications of game theory to the assessment of market structures and their operation,
- development of decision optimisation methods.
Contact:
Andrzej Geise, PhD
phone: 56 611 4610
e-mail: a.geise@umk.pl