Department of Econometrics

Submitted by Sabina Nowak on Fri, 04/17/2020 - 11:16
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Faculty of Management
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PI name
Paweł Miłobędzki
PI bio

Paweł Miłobędzki holds an MSc in Econometrics and a PhD and PhD Hab in Economics from the University of Gdańsk (Poland), as well as a Professorship in Social Sciences from the President of Poland. He is a member of the Committee on Statistics and Econometrics of the Polish Academy of Sciences and Head of the Econometrics Department at the University of Gdańsk. Previously he served as Professor of Economics and Head of Management at Gdynia Maritime University, and as an expert for Poland’s National Science Centre. He is an Editor-in-Chief of Statistical Review, a quarterly journal of Statistics Poland. His research areas concern asset pricing, term structure of interest rates and market microstructure. He authored papers published in Economics in Transition, European Journal of Finance, Argumenta Oeconomica, Statistical Review, and has contributed to conference monographs in finance and financial economics published by Springer.

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Paweł Miłobędzki
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Short description of research profile

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, and economic and regional growth. We assess the economic sentiment in Poland and provide medium-term forecasts of its economy. We also analyse management systems for business.  


Representative publications

[1] Ciołek D., Golejewska A., Zabłocka-Abi Yaghi A. (2022), Innovation drivers in regions. Does urbanization matter?, Growth and Change, online first, DOI:10.1111/grow.12632.                                                                                                    
[2] Miłobędzki P. (2022), Are vaccinations alone enough to curb the dynamics of the COVID-19 pandemic in the European Union?, Econometrics, vol. 10, no. 2, pp.1-12, DOI:10.3390/econometrics10020025.
[3] Penczar M., Nowak S., Liszewska M. (2022), Playing by the rules: do the post-crisis regulations influence banks' funding model in the EU?, International Journal of Finance & Economics, online first, DOI:10.1002/ijfe.2665.
[4] Miłobędzki P. (2016), How do term premia change over time? Evidence from the US dollar LIBOR data using a Fourier approximation, Argumenta Oeconomica, 1(36), pp. 67-86, DOI:10.15611/aoe.2016.1.03.  
[5] Golab A., Jie F., Powell R., Zamojska A. (2018), Cointegration between the European Union and the selected global markets following Sovereign Debt Crisis, Investment Management and Financial Innovations, 15(1), pp. 35-45, DOI:10.21511/imfi.15(1).2018.05

Link to extended list of publication