Monday, November 14, 2022
from 18:00 Hotel registration
19:30 – 22:00 Dinner and Get Together Party
Tuesday, November 15, 2022
7:45 – 9:00 Breakfast
9:30 – 9:45 Conference registration
9:45 – 10:00 Opening of the conference – Aleksander WELFE
10:00 – 11:00 Invited session
Chair: Aleksander WELFE
Stephen G. HALL, George TAVLAS, Yongli WANG, Drivers and Spillover Effects of inflation: The United States, The Euro Area, and the United Kingdom
11:00 – 13:15 Session 2: Dynamic econometrics
Chair: Stephen G. HALL
Wojciech GRABOWSKI, Aleksander WELFE, The Frictional Cointegrated Vector Autoregressive Model
Justyna WRÓBLEWSKA, Łukasz KWIATKOWSKI, Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroscedasticity
Michał MAJSTEREK, Stochastic and deterministic co-movements. Comparison
13:15 – 15:00 Lunch
15:00 – 17:15 Session 3: Applied econometrics I
Chair: Jacek OSIEWALSKI
Paweł STRAWIŃSKI, Aleksandra MAJCHROWSKA, Minimum wage in Poland
Rafał CHMURA, Determinants of public investment in EU countries. Role and importance of fiscal rules UE
Marek A. DĄBROWSKI, Jakub JANUS, Uncovered interest parity in Central and Eastern Europe under permanent external shocks
17:15 – 17:30 Break
17:30 – 19:00 Session 4: Fiscal policy models I
Chair: Wojciech GRABOWSKI
Rafał CHMURA, Szymon FABJAŃSKI, Robert KELM, Piotr KĘBŁOWSKI, Izabela SOBIECH-PELLEGRINI, New Macroeconometric Model of Public Finance
Robert KELM, Determinants of the VAT Gap in EU Member States
19:30-21.00 Ceremonial Dinner
Wednesday, November 16, 2022
7:45 – 9:00 Breakfast
9:30 – 13:45 Sightseeing tour
14:00 – 15:00 Lunch
15:00 – 16:30 Session 5: Topic models
Chair: Piotr KĘBŁOWSKI
Viktoriia NABOKA, Peter WINKER, Peter TILLMANN, Albina LATIFI, Measuring fiscal policy preferences based on the German Bundestag speeches and public discourse
Victor BYSTROV, Viktoriia NABOKA, Anna STASZEWSKA-BYSTROVA, Peter WINKER, Choosing the Number of Topics in LDA Models – A Monte Carlo Comparison of Selection Criteria
16:30 – 17:00 Break
17:00 – 19:15 Session 6: Crisis and pandemy: new challenges in modelling
Chair: Robert KELM
Anna PAJOR, Łukasz KWIATKOWSKI, Justyna WRÓBLEWSKA, Do the pre-Covid long-term relationships improve forecasts over the pandemic?
Dmytro KOVALENKO, Forecasting budget losses due fiscal risks associated with the war
Emilia GOSIŃSKA, Mariusz GÓRAJSKI, Magdalena ULRICHS, Micro-firms' productivity growth in Poland before and during COVID-19. Do the industry and region where they operate matter?
19:30 - 21:00 Dinner
Thursday, November 17, 2022
7:45 – 9:00 Breakfast
9:00 – 10:30 Session 7: Financial stability
Chair: Anna STASZEWSKA-BYSTROVA
Małgorzata OLSZAK, Christophe GODLEWSKI, Sylwia ROSZKOWSKA, The role of stringency and sanctions for the effects of macroprudential policy on the profitability of EEA banks
Arkadiusz ORZECHOWSKI, Dynamics of industrial metal prices and their linkages
10:30 – 12:00 Session 8: Applied econometrics II
Chair: Sylwia ROSZKOWSKA
Ewa LECHMAN, Helena ANACKA, Digitalization process and its impact on economic growth. A panel data study for developing countries
Emilia GOSIŃSKA, Katarzyna LESZKIEWICZ-KĘDZIOR, The asymmetry in the process of price formation
12:30 – 13:30 Lunch