Research projects

Research and projects

The staff of the Department of Econometrics conduct research on:

• the efficiency of financial markets and their microstructure,
• asset valuation,
• forecasting returns on financial instruments and their volatility,
• measuring the risk of investing in different asset classes,
• the functioning of collective investment institutions,
• the term structure of interest rates,
• exchange rate dynamics,
• debt valuation,
• purchasing power parity,
• the measurement of international capital mobility,
• economic growth modelling,
• regional growth and development modelling, including the territorial capital of regions.

Educational projects and research grants carried out by the staff of the Department of Econometrics:

2020-2024

Factors influencing the choice of transport by tourists in ten European capitals (NCN 2021/41/B/HS4/00123, 2022-2024)

Head: Prof. P. Zientara, PhD, members of the team: Prof. A. Zamojska, PhD, M. Jażdżewska-Gutta, PhD

The Digital Silk Road as a network of technological links between China and Europe within value chains; striving for a win-win situation or decoupling? (NCN 2021/43/B/HS4/01079, 2022-2024)

Head: Prof. E. Cieślik, PhD, UEP, team members: Prof. A. Zamojska, PhD, UG

Profitability and dividend payments of Central and Eastern European banks and the stability of management and shareholding structures (NCN 2018/30/E/HS4/00766, 2019-2023)

Head: Dr D. Skała (University of Szczecin), team members: Dr U. Mrzygłód, Dr A. Rudawska, Dr S. Nowak, J. Rachuba, MA, K. Kwiatkowska, MA

Multiplier effects of maritime space (NCN 2018/31/B/HS4/03890, 2019-2023)

Head: Prof. J. Zaucha, PhD, team members: Prof. D. Ciołek, PhD, Z. Mogiła, PhD, J.M. Kwiatkowski, PhD

Economic, social and geopolitical determinants of border traffic – foundations for modelling and forecasting on the example of Poland (BORDER-TRAF). Project implemented by the Institute of Geography and Spatial Organisation of the Polish Academy of Sciences under research grant NCN 2016/21/B/HS4/03019, 2017-2021

Head: Prof. T. Komornicki (IGiPZ PAN), team members: Prof. D. Ciołek, Dr R. Wiśniewski, B. Szejgiec-Kolenda

Cooperation for innovation in good teaching practices in economics and management sciences (PICEM – Partnership for Innovation of Exact Supporting Courses in Economics and Management Study Programmes) (Erasmus+ Cooperation for innovation and the exchange of good practices, grant no. 2020-1-CZ01-KA203-078472, 2020-2023)

Head: Dr S. Nowak, team members: Prof. UG Dr A. Zamojska, Prof. UG Dr E. Wycinka, Dr A. Gierusz-Matkowska

2015-2019

Assessment of the accuracy of transaction classification rules: comparison of results for the Prague, Warsaw and Budapest stock exchanges (NCN 2018/02/X/HS4/02034, 2018-2019)

Person responsible for the activity: Dr S. Nowak

The phenomenon of dividend smoothing on emerging stock exchanges: occurrence and determinants (NCN 2014/15/D/HS4/01220, 2015-2019)

Head: Dr U. Mrzygłód, team members: J.M. Kwiatkowski, MA, Dr M. Mosionek-Schweda, Dr S. Nowak

Intensity of competitive pressure and innovative behaviour of enterprises (NCN 2017/25/B/HS4/00162, 2018-2021)

Head: Prof. Tomasz Brodzicki, PhD, University of Gdańsk, team members: Prof. D. Ciołek, PhD, University of Gdańsk, Prof. A. Golejewska, PhD, University of Gdańsk, A. Zabłocka-Abi Yaghi, PhD, J.M. Kwiatkowski, MA

Innovative model of socio-economic benefits and costs in MISKK infrastructure projects (NCBiR 2015, IS-2/88, 2015-2017)

Head: Prof. A. Zamojska, PhD, team members: Prof. J. Gwizdała, PhD, M. Glamowski, PhD, S. Susmarski, PhD, Prof. R. Bęben, PhD, J. Próchniak, PhD, M. Chmielewski, PhD, M. Ossowski, PhD

Analysis of Poland's foreign trade in the light of the latest theoretical concepts. Implications for economic policy in times of crisis (NCN 2012/05/B/HS4/04209, 2013-2015)

Head: Prof. K. Gawlikowska-Hueckel, PhD, University of Gdańsk, team members: Prof. S. Umiński, PhD, University of Gdańsk, S. Majkowska, PhD, T. Brodzicki, PhD, D. Ciołek, PhD, T. Jurkiewicz, PhD

Category: territorial cohesion in cohesion policy. Implications for economic growth

(NCN 2012/05/B/HS4/04212, 2013-2015) 

Head: Prof. J. Zaucha, PhD, University of Gdańsk, team members: Prof. J. Szlachta, PhD, Prof. T. Komornicki, PhD, Prof. J. Zaleski, PhD, T. Brodzicki, PhD, D. Ciołek, PhD, Z. Mogiła, PhD

2010-2014

Grant under a project financed by the National Bank of Poland entitled ‘Determinants of the profitability of Polish and selected European government bonds in 2005-2012’ (2014)

Head: Prof. A. Zamojska, PhD, members of the team: U. Mrzygłód, PhD, L. Kujawski, PhD

Individual grant as part of the project ‘Simulation of the valuation of a start-up company’ (UDA POKL No. 04.02.00-00-126/11-00, 2013)

Head: Prof. A. Zamojska, PhD

Corporate supervision in developing countries – comparison of selected elements and assessment of corporate governance systems against the background of leading highly developed countries (NCN N N115 359340, 2011-2014)

Head: Prof. M. Jerzemowska, PhD, team members: Prof. A. Zamojska, PhD, A. Golec, PhD

Sensitivity of Polish regions to the challenges of the modern economy. Implications for regional development policy (NCN 1635/B/H03/2011/40; 2011-2013)

Head: Prof. J. Szlachta, PhD, team members: Prof. K. Gawlikowska-Hueckel, PhD, Prof. J. Zaucha, PhD, Prof. T. Parteka, PhD, Eng., T. Brodzicki, PhD, D. Ciołek

Identification of industrial clusters in Poland. An attempt to assess their economic effects. Implications for regional development policy (1649/B/H03/2010/38; N N114 164938; 2010-2012)

Head: Dr T. Brodzicki, team members: Dr D. Ciołek, Dr M. Koszarek, Dr J. Kuczewska, Dr L. Kujawski, Dr M. Tarkowski

Term structure of LIBOR rates (2922/B/H03/2010/38; 2010-2012)

Head: Prof. P. Miłobędzki, PhD, contractor: M. Blangiewicz, MA

2005-2009

The Feldstein-Horioki dilemma: does econometrics contradict economic theory? (2792/B/H03/2008/35; N111 279235; 2009-2010)

Head: Prof. K. Strzała

The impact of changes in the location of industry and services in Poland on the competitiveness of Polish regions in the context of European integration (0916/H03/2006/30; 2006-2009)

Head: Prof. A. Zielińska-Głębocka, PhD, team members: Prof. K. Gawlikowska-Hueckel, PhD, T. Brodzicki, PhD, D. Ciołek, PhD, J. Kuczewska, PhD; A. Golejewska, PhD

Term structure of interest rates on the interbank deposit market in Poland

(0804/H03/2006/31; N111 007 31/0804; 2006-2008)

Head: Prof. P. Miłobędzki, University of Gdańsk, PhD, researcher: M. Blangiewicz, MA

Convergence of countries in the period of transition to the European Union (0200/H02/2003/25 - doctoral grant; 2003-2005)

Head: Prof. K. Strzała, researcher: D. Ciołek