About the Department
Department of Econometrics
st. Armii Krajowej 101, 81-824 Sopot
(+48 58) 523 14 08
129
We have been lecturing on econometrics and its applications in economics and finance as well as on operations research since 1970 when the Econometrics Unit of the Faculty’s Finance Institute, the predecessor of Department of Econometrics, was established. Nowadays we offer the applied econometrics course at the B.A. and M.A. levels. In our research we fix on market efficiency and microstructure, asset price dynamics, volatility and prediction, mutual funds performance, risk metrics, term structure of interest rates, exchange rate dynamics, purchasing power parity, international capital mobility, Feldstein-Horioka dilemma, economic and regional growth. We assess the economic sentiment in Poland and provide a medium term forecasts of its economy. We also analyse management systems for business.