Wednesday, December 5, 2012
from 16:00 Hotel and conference registration
19:30 – 21:30 Dinner and Get Together Party
Thursday, December 6, 2012
8:00 – 9:00 Breakfast
9:00 – 9:30 Conference registration
9:45 – 10:00 Opening of the conference – Władysław Welfe
10:00 – 11:00 Invited Session I
Chair: Aleksander Welfe
Gary KOOP, Dimitris KOROBILS, Large Time-Varying Parameter VARs
11:00 – 12:00 Session 1: Macroeconometrics I
Chair: Gary Koop
Władysław WELFE and team, New System of Macromodels of the Polish Economy
Alfred A. HAUG, Ian P. KING, In the Long Run, US Unemployment Follows Inflation Like a Faithful Dog
12:00 – 12:30 Coffee Break
12:30 – 14:00 Session 2a: DSGE and CGE Models (General Equilibrium Models)
Chair: Jacek Osiewalski
Michał BRZOZA-BRZEZINA, Krzysztof MAKARSKI, Grzegorz WESOŁOWSKI, Would it have paid to be in the eurozone?
Jakub BORATYŃSKI, Karolina KONOPCZAK, Olga KRASICKA, Jakub SKIBICKI, Integrated microsimulation and CGE model as a tool for regulatory impact assessment
Andrzej TORÓJ, Indirect cost of epidemic diseases in DSGE framework: preliminary results
Session 2b Applied Econometrics I
Chair: Jan Gadomski
Katarzyna LESZKIEWICZ-KĘDZIOR Aleksander WELFE, Asymmetric price adjustments in the fuel market
Agata KLIBER, Influence of the Greek crisis on the risk perception of European economies
Dominik KORNILUK, Optimization of the expenditure rule’s parameters values by the genetic algorithm
14:00 – 15:00 Lunch
15:00 – 16:00 Session 3a: Bayesian Econometrics
Chair: Henryk Gurgul
Jacek OSIEWALSKI, Krzysztof OSIEWALSKI, Long- and short-term relationships among prices on different markets – VECM with a hybrid MSV-MGARCH structure
Roman HUPTAS, Bayesian analysis of the ACD model with some market microstructure variables for financial trade durations
Session 3b: Macroeconometrics II
Chair: Jakub Boratyński
Waldemar FLORCZAK, In the tangle of concepts. On the possibility to empirically unify various theories as exemplified by theories of crime
Barbora VOLNÁ KALIČINSKÁ, Relaxation Oscillations Emerging on Money or Financial Assets Market or Model of Unexpected Fluctuations of Long-Term Real Interest Rate
16:00 – 17:00 Session 4a: Financial Econometrics I
Chair: Andrzej Torój
Barbara BĘDOWSKA-SÓJKA, Volatility forecasts based on data sampled at different frequencies
Henryk GURGUL, Milena SULIGA, Tomasz WÓJTOWICZ, The reaction of stock prices on WSE to the U.S. macroeconomic news announcements
Session 4b: Econometric Theory I
Chair: Mateusz Pipień
Anna STASZEWSKA-BYSTROVA, Modified Scheffe’s Prediction Bands
Piotr MAĆKOWIAK, The existence of equilibrium in a simple exchange model
17:00 – 17:30 Coffee Break
17:30 – 18:30 Session 5: Econometric Theory II
Chair: Anna Staszewska-Bystrova
Emilia GOSIŃSKA, Testing for structural breaks in Vector Error Correction Models
Jan GADOMSKI, Complex structures and the time-varying distributed lag models.
19:30 Ceremonial Dinner
Friday, December 7, 2012
8:00 – 9:00 Breakfast
9.00 – 14:00 Free time
14:00 – 15:00 Lunch
15:00 – 16:00 Invited Session II
Chair: Władysław Welfe
Georgios KOURETAS, "Bank Risk-Taking in Central and Eastern European Countries"
16:00 – 17:00 Session 6a: Modelling Wages and Income
Chair: Georgios Kouretas
Aleksandra MAJCHROWSKA, Sylwia ROSZKOWSKA, Education and experience wage premium. Mincer equation for Poland
Ewa LECHMAN, Going beyond income - a multidimensional approach to socio-economic development level. Country-level analysis for the period 1990-2010
Session 6b: Modelling Business Cycle
Chair: Waldemar Florczak
Marta SKRZYPCZYŃSKA, Business cycle in Poland - sectoral analysis
Piotr PIĘKOŚ, Identification of relationship between business cycle and monetary sphere of the economy
17:00 – 17:30 Coffee Break
17:30 – 19:00 Session 7: Financial Econometrics II
Chair: Alfred A. Haug
Błażej MAZUR, Mateusz PIPIEŃ, On the empirical importance of periodicity in the volatility of financial time series
Henryk GURGUL, Robert SYREK, The structure of contemporaneous price-volume relationships in financial markets
Eliza BUSZKOWSKA, Implied Volatility and Historical Volatility in Conditional Heteroscedastic Models
19:30-21.00 Dinner
Saturday, December 8, 2012
8:00 – 9:00 Breakfast
9:30 – 10:30 Session 8: Applied Econometrics II
Chair: Marcin Kolasa
Katarzyna SUM, EU-banking sector features, regulation and outcomes in the prospect of increasingly integrated financial markets- a micro perspective
Aleksandra PARTEKA, Margins of trade and the estimation of "diversification curve"
10:30 – 11:30 Session 9: Modelling Business Cycle Synchronization
Chair: Karolina Konopczak
Krzysztof BECK, Maciej GRODZICKI, Income convergence, economic structure and business cycles synchronization
Marcin KOLASA, Business cycles in EU new member states: How and why are they different?
12:30-13.30 Lunch