Director of the institute – S.E. Kerimkulov, candidate of physical and mathematical sciences, doctor of economic sciences, professor.
Perform basic and applied econometric research and technological innovation in the field: Econometric Theory, Applied Econometrics, Econometrics of Time Series, Analysis of Monetary Policy and Financial Econometrics; conceptual implement of a system of econometric models for competitive structural modernization of economy of Kazakhstan; Simulation and experimental implementation of applied econometric models of indicators and financial and economic systems: a global and systematic approach; Scientific rationale for the main areas of industrial and technological development in Kazakhstan and to ensure the modernization of the real sector of the economy on the stages: 2010-2014, to 2020.
Developed a classification of conceptual and theoretical, structural, and applied general equilibrium models of macroeconomic markets for goods and services, capital and labor, money and exchange, taking into account the identification of measures to the external environment on the endogenous parameters of the national economy;
Rationale for the application of various formulations of general equilibrium models of macroeconomic markets, defined by analytic mechanisms regulating them by means of indicators SNA (System of National Accounts) and the application of the statistical economy of Kazakhstan, an experimental realization of the individual blocks of the proposed system models;
Choice CGE model as the main forecasting model of the economy with the addition of a system of direct costing models, the formation of financial portfolios of risky assets CAPM, determining the structure of the monetary base in the system of reserve money with the realization of the full range of computer models for materials by Kazakhstan;
Applied stochastic methods and models, including the method of extreme quantiles of the distribution, ARIMA, Kalman filter, trend methods, which have contributed to a detailed statement on considering the practical problems of diagnosis, analysis and prediction of some macroeconomic indicators of economic development of Kazakhstan;
Design of experiments dispersal of macroeconomic data: Agent-based Models and Neural Networks;
Developed an econometric model to identify and structure the characteristics of the systemic risk of economic indicators in Kazakhstan;
Developed an econometric model with a constant measure of the dispersal agents for centers of power and socio-economic networks in Kazakhstan;
Developed an econometric model as a tool for regression with a constant measure of dispersion, and developed theoretical and methodological provisions and their application to the process of identifying system performance agent centers of power and socio-economic networks in Kazakhstan, which serve as the new effective instruments of state regulation of the financial and economic systems of the country in a highly dynamic and uncertainty.