Our team, utilizing quantitative methods, conducts research on the most current economic problems. Our research covers a wide range of issues, from the application of taxonomy and statistics to modeling time series, panel data, and forecasting socio-economic phenomena. We are interested in topics such as sustainable development, energy transformation, the informal economy, digital exclusion, and credit risk.
Research Areas
Taxonomic Methods:
- proprietary proposals for taxonomic measures of development;
- the problem of constructing a taxonomic measure of development, including the issue of determining weights for diagnostic variables;
- the application of taxonomic tools to selected economic problems;
- multidimensional comparative analysis of economic objects.
Statistical Methods:
- study of income and welfare distributions of the population;
- study of wage distributions;
- study of household savings;
- study of poverty levels.
Econometric Methods:
- analysis of income inequality;
- analysis of economic and social convergence;
- analysis of the impact of selected determinants on economic growth;
- production process analysis;
- labor cost, wage, employment, and unemployment analysis;
- analysis of consumer and investment demand;
- analysis of income, expenditure, and savings of the population;
Financial Econometrics Methods:
- modeling prices of financial instruments on the capital market;
- analysis of market volatility;
- market risk analysis;
- scoring analysis in banking;
- portfolio analysis.
Econometrics and Spatial Statistics Methods:
- study of spatial dependencies and their inclusion in economic research;
- application of spatial and spatiotemporal models to model socio-economic phenomena.
Data Mining Methods:
- application of neural networks to selected economic problems;
- machine learning in data analysis;
- application of deterministic chaos methods.
