Statistics & Econometrics, Empirical Microeconomics, Empirical Macroeconomics, Empirical Finance, Operations Research

Brief statement of research interests of the people holding mixed, research and teaching, positions

Econometrics, financial econometrics, Bayesian inference, life insurance mathematics, time series models, Bayesian diffusion and jump-diffusion models, Bayesian structural VAR models.

Financial econometrics, time series analysis, Bayesian inference, regime-switching models, stochastic volatility models, market risk analysis.

Bayesian inference, demand systems, nonlinear time series, macroeconomic forecasting, business cycle analysis, numerical methods for Bayesian analysis, financial econometrics.

Stochastic frontier analysis, Bayesian inference, productivity and productive efficiency measurement, growth and development accounting, models for panel data.

Applied microeconometrics, Bayesian inference, stochastic frontier analysis, efficiency and productivity in banking and agriculture, econometric analysis of (micro) panel data, discrete choice models in credit risk measurement.

Bayesian statistics and econometrics; inference robustness; elliptical distributions and their generalizations; time series models and forecasting; Bayesian analysis of GARCH and SV models, multivariate hybrid SV-GARCH models; stochastic frontier production and cost models, efficiency analysis; decomposition of economic growth and international growth comparisons; discrete choice models.

Financial econometrics, stochastic volatility processes, volatility models, risk assessment and forecasting, portfolio analysis, derivatives pricing, exogeneity and non-causality in econometrics, time series analysis, Bayesian inference, Monte Carlo methods.

Financial econometrics, econometrics of the business cycle, forecasting macroeconomic time series, Bayesian inference, subsampling methods, Markov Chain Monte Carlo, asymmetric multivariate distributions, empirical finance.

Operations research, productivity and efficiency analysis, Data Envelopment Analysis (DEA) - theory and applications.

Vector autoregression (VAR) processes, cointegration, structural vector autoregression models (SVAR), structural vector error correction models, co-feature analysis, common cyclical factors, modelling of the empirical autocorrelation function, Bayesian analysis.

Dynamic Stochastic General Equilibrium (DSGE), Dynamic Stochastic General Equilibrium Vector Autoregression (DSGE-VAR), Bayesian inference, Markov Chain Monte Carlo, stochastic frontier models.

 International Relations, European Studies, Statistics & Econometrics

 International trade, numerical taxonomy methods in international analyses, international comparisons (convergence/divergence analysis), analysis of foreign markets and population living standards, international competitiveness, international flows of capital, EU trade policy, customs law, insurance in foreign trade, export credit insurance agencies, public institutions in foreign trade, export supporting policies, institutions promoting international economic cooperation, regulation in the area of export supporting instruments, EU structural policy, methods for the settlement and financing of international contracts, trade protectionism, trade policy instruments, trade conflicts, WTO activities, international trade in agricultural and food products, export marketing, globalization, international corporations, geographical conditions of world trade, global environmental problems, concept of sustainable development, EU’s and Poland’s environmental policy, impact of ecological instruments on the competitiveness of companies and regions, mathematical modelling, game theory, international financial markets, balance of payments equilibrium, exchange risk and hedging methods, Poland-Russia economic cooperation, significance of cultural differences in trade relations, public relations, e-marketing, country development trichotomy – division into core, semi-periphery and periphery countries and its implications, political economics, network analysis, complexity economics, European economic integration (an interdisciplinary approach), deepening vs widening of integration process, trade regionalism, EU foreign trade policy, international economic transactions, foreign trade transactions, international negotiations, foreign direct investment, international trade in services, fair trade, a company in international markets, corporate social responsibility (CSR)

• Economics

• Finance and Banking

• Mathematics

• Statistics & Econometrics

   o Demography

• theory of statistics

• time-series analysis

• data analysis and classification methods

• modelling and forecasting of socio-economic processes

• statistical methods of quality control

• households budgets analysis

• demographic processes analysis

• probabilistic methods in auditing

• mathematical methods of financial frauds detection

• risk analysis methods

• actuarial methods