Monday, November 12, 2018
from 15:00 Hotel registration
19:30 – 22:00 Dinner and Get Together Party
Tuesday, November 13, 2018
7:45 – 9:00 Breakfast
9:15 – 9:45 Conference registration
9:45 – 10:00 Opening of the conference – Aleksander WELFE
10:00 – 11:00 Invited Session I
Chair: Aleksander WELFE
Karim ABADIR, Gabriel TALMAIN, Solving the "forward-premium puzzle" of finance
11:00 – 12:30 Session 1A: Regional Economic Modelling
Chair: Valery CHARNAVOKI
Angeliki ANAGNOSTOU, Paweł GAJEWSKI, Eric T. NJOYA, A CGE analysis of policy effects on the regions of the Polish Economy
Tomáš MIKLOŠOVIČ, Ivan LICHNER, Marek RADVANSKÝ, Ex-ante modeling of alternative regional cohesion policy and its effect on Slovakia
Sylwia ROSZKOWSKA, Estimating regional quarterly GDP using additional set of variables
11:00 – 12:30 Session 1B: Macroeconomic I-O Modelling
Chair: Jakub BORATYŃSKI
Henryk GURGUL, Łukasz LACH, On measuring eco-efficiency in extended IO models: The case of intersectoral linkages in Polish economy in transition
Ivan LICHNER, Marek RADVANSKÝ, Integrated econometric input-output model of Czech economy
Jakub BORATYŃSKI, Emilia FRASZKA-SOBCZYK, Michał PRZYBYLIŃSKI, Iwona ŚWIECZEWSKA, Joanna TRĘBSKA, Inforum model based on WIOD for Poland
12:30 – 13:00 Break
13:00 – 14:00 Session 2A: Macromodelling I
Chair: Aleksandra MAJCHROWSKA
Jan ACEDAŃSKI, Consumption habits and the distribution of wealth in an OLG model
Paulina BRONIATOWSKA, Does demographics affect monetary policy? A panel data approach
13:00 – 14:00 Session 2B: Financial Econometrics I
Chair: Janusz BRZESZCZYŃSKI
Jakub JANUS, Unconventional monetary policy of the European Central Bank and volatility spillovers to Poland
Olga KUTERA, Multivariate GARCH models in the analysis of volatility on the fine wine market
14:00 – 15:00 Lunch
15:00 – 16:00 Invited Session II
Chair: Peter WINKER
Wojciech CHAREMZA, Christian FRANCQ, Svetlana MAKAROVA, Jean-Michel ZAKOÏAN, Testing for policy affected uncertainty in ARMA-GARCH model
16:00 – 17:30 Session 3A: Labour Market
Chair: Marek A. DĄBROWSKI
Aleksandra MAJCHROWSKA, Paweł STRAWIŃSKI, Regional effects of minimum wage policy in Poland
Marcin KOLASA, Michał RUBASZEK, Małgorzata SKIBIŃSKA, Are flexible working hours really helpful in stabilizing unemployment?
Maciej NASIŃSKI, Paweł STRAWIŃSKI, Does machine learning can improve over economic theory in estimation of wage equation
16:00 – 17:30 Session 3B: Macromodelling II
Chair: Angeliki ANAGNOSTOU
Michał ANTOSZEWSKI, Macroeconomic, sectoral and fiscal implications of decreasing energy intensity of the Polish economy
Karolina KONOPCZAK, Can inaction account for the incomplete exchange rate pass-through? Evidence from Polish industry
Sławomir ŚMIECH, Monika PAPIEŻ, Marek A. DĄBROWSKI, How important are different aspects of uncertainty in driving the industrial production in CEE countries?
17:30 – 18:00 Break
18:00 – 19:00 Session 4: Enterprise Behaviour Modelling
Chair: Paweł STRAWIŃSKI
Dorota BOCHNACKA, Darya FILATOVA, How to select the optimal cooperation strategy for the vertically integrated enterprises?
Bartłomiej SZYMCZYK, Darya FILATOVA, On the effectiveness of financing mechanisms for the corporate structure implementing innovations under market uncertainty
19:30 Ceremonial Dinner
Wednesday, November 14, 2018
7:45 – 8:45 Breakfast
9:00 – 13:00 Sightseeing tour (Zakopane)
14:00 – 15:00 Lunch
15:00 – 16:00 Invited Session III
Chair: Wojciech CHAREMZA
Valery CHARNAVOKI, Monetary and exchange rate policy in emerging market economies: Evidence from Mexico
16:00 – 17:00 Invited Session IV
Chair: Karim ABADIR
Jacek OSIEWALSKI, Anna PAJOR, A hybrid MSV-MGARCH generalisation of the t-MGARCH model
17:00 – 17:30 Break
17:30 – 19:00 Session 5: Financial Econometrics II
Chair: Anna STASZEWSKA-BYSTROVA
Janusz BRZESZCZYŃSKI, Jerzy GAJDKA, Tomasz SCHABEK, Ali M. KUTAN, Ultra short-term responses of EUR/PLN exchange rate to the National Bank of Poland (NBP) monetary policy announcements
Michał ŁUKOWSKI, Behavioral portfolio theory
Justyna MOKRZYCKA, Bayesian comparison of the dynamic tCopula-GARCH and MGARCH models for returns of stock market indices
19:30 Dinner
Thursday, November 15, 2018
7:45 – 9:00 Breakfast
9:30 – 10:30 Invited Session V
Chair: Jacek OSIEWALSKI
Peter WINKER, David LENZ, Economic modeling using novel text mining methods
10:30 – 11:00 Break
11:00 – 12:30 Session 6: Macromodelling III
Chair: Wojciech GRABOWSKI
Jakub BORATYŃSKI, Jacek OSIEWALSKI, Bayesian estimation of capital stock and depreciation in the production function framework
Marek A. DĄBROWSKI, A quantitative assessment of actively managed component of foreign exchange reserves in emerging market economies
Justyna WRÓBLEWSKA, Bayesian analysis of seasonal cointegration
13:00 – 14:00 Lunch
12:00 Check out