Project funded under the Socio-economic Sciences and Humanities



This project has received funding from the European Union’s Seventh Framework Programme for research, technological development and demonstration under grant agreement no. 612955




Miloslav VOSVRDA, head of the Department of Econometrics, is Senior Research Fellow at UTIA and Full Professor at the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague. Professor Vosvrda’s research interests are wide covering theoretical as well as empirical aspects of economics and econometrics and spanning to interdisciplinary fields by applying methodologies from statistical physics in financial markets. Thanks to this wide range of interests, he published his research in economics, statistics as well as interdisciplinary journals, for example Computational Statistics and Data Analysis, Journal of Economic Dynamics and Control, as well as Physica A. Professor Vosvrda has served as elected member as well as vice-chairman and chairman to the Grant Agency of the Czech Republic, and as elected President of the Czech Econometric Society over the past years.
Roman HORVATH is Research Fellow at UTIA and Associate Professor at the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague. Previously, he held several positions at the Czech Central Bank, including the positions of the Head of Research Unit and Advisor to the Board. He has published extensively in journals including Journal of Money, Credit and Banking, International Journal of Central Banking, International Finance or Journal of Financial Stability. Dr. Horvath serves as editorial board member of several well-established journals and currently is president of the Czech Economic Society.
Jozef BARUNIK is deputy head of the econometric department at UTIA and is Assistant Professor at the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague. His research has concentrated on the areas of heterogeneous agent modeling, application of wavelet theory to economic problems and financial volatility models. He published the research results in well-established economic and financial journals such as Econometric Reviews, Journal of Financial Econometrics, Quantitative Finance, or Journal of Economic Dynamics and Control, as well as multidisciplinary research in journals such as Energy Economics, or Physica A.

Ales MARSAL is a Ph.D. candidate jointly at UTIA and the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague. His research focus is on asset pricing within the DSGE models. He teaches successful courses Economic Dynamics II and New Keynesian DSGE modeling.
Tomáš KREHLÍK is a Ph.D. candidate jointly at UTIA and the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague. His research focuses on computational finance, financial econometrics, most currently spillover estimation in spectral domain.
Jiri KUKACKA is a Ph.D. candidate jointly at UTIA and the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague. His dissertation research is focused on heterogeneous agent modeling, more specifically on empirical validation and estimation of heterogeneous agent models. His first research results were published in Physica A and Quantitative Finance.
Krenar AVDULAJ is a Ph.D. candidate jointly at UTIA and the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague.. His research is focused on modeling dynamic dependence in financial time series using copula models.
Ladislav KRISTOUFEK is a Research Fellow at UTIA and an Assistant Professor at the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague. His main interests are – computational social science, econophysics, financial econometrics and complex systems. His research is regularly published in well-established interdisciplinary as well as economic journals such as Scientific Reports, EPL, Biofuels Bioproducts & Biorefining and Energy Economics.
Lukas VACHA is Research Fellow at UTIA and Lecturer at the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague. His research specializes in the wavelet theory and its applications to economics and finance and time series econometrics. The recent results of this research appeared in Energy Economics, Journal of Economic Interaction and Coordination or International Review of Financial Analysis.
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Grant Agreement No. 612955
FP7 theme: SSH-2013.1.3-2
Project Start: 1 January 2014
Coordinator: Prof. T. Lux

Press Release, 16 January 2014


Financial crisis:
causes, policy responses, future challenges
Outcomes of EU-funded research

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Agent-Based Economic Modelling:

First Ancona-Milano Summer School on AB Economics

Ancona, 1-5 September 2015