Monday, November 15, 2021
from 15:00 Hotel registration
19:30 – 22:00 Dinner and Get Together Party
Tuesday, November 16, 2021
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 Session 1: Bayesian approach in econometrics
Chair: Aleksander WELFE
Anna PAJOR, Jacek OSIEWALSKI, Justyna WRÓBLEWSKA, Łukasz KWIATKOWSKI, Bayesian ex post evaluation of recursive multi-step-ahead density prediction
Justyna WRÓBLEWSKA, Bayesian VEC-CCF models with time-varying cointegrating space in macroeconomic analyses
11:00 – 12:00 Session 2: Regional and multiregional analyses I
Chair: Jacek OSIEWALSKI
Ewa LECHMAN, Adam MARSZK, Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries
Andrzej TORÓJ, Using geolocation data in spatial-econometric construction of multiregion input-output tables: a Bayesian approach
12:00 – 12:30 Break
12:30 – 13:30 Session 3A: Technological specialisation
Chair: Sławomir ŚMIECH
Aleksandra PARTEKA, Aleksandra KORDALSKA, Zuzanna BAZYCHOWSKA, Modelling Technological Specialisation Using Product-Level Trade Statistics
Zuzanna BAZYCHOWSKA, Aleksandra PARTEKA, What determines countries’ productivity: natural resources or high-tech specialization?
12:30 – 13:30 Session 3B: Macroeconomic analyses
Chair: Monika PAPIEŻ
Anna GOMOLA, What simple econometric analysis will tell us about the Relationship Between Macroeconomic Variables, Stock Market Indices, and the Activity of the Banking Sector?
Aleksandra MAJCHROWSKA, SYLWIA ROSZKOWSKA, Minimum wage and inflation: macroeconomic and regional approach
13:30 – 15:00 Lunch
15:00 – 16:00 Session 4A: Labour Market Modelling I
Chair: Sylwia ROSZKOWSKA
Paweł STRAWIŃSKI, Marcin PENCONEK, Honorata BOGUSZ, Radost WASZKIEWICZ, An extension to the Shimer labour market flow model
Paulina BRONIATOWSKA, How Aging Baby Boomers Affect Younger Workers’ Situation on the Labour Market?
15:00 – 16:00 Session 4B: International financial markets
Chair: Marek DĄBROWSKI
Jakub JANUS, Cross-border flights to safe assets in bond markets: evidence from emerging market economies
Joanna TRĘBSKA, Rest of the world sector in the intersectoral flow of funds system. The Visegrad group after joining the EU
16:00 – 16:30 Break
17:00 – 18:00 Session 5: Regional and multiregional analyses II
Chair: Andrzej TORÓJ
Jan ACEDAŃSKI, Disaggregation and nowcasting of regional GDP dynamics in Poland
Sławomir ŚMIECH, Michał RUBASZEK, Monika PAPIEŻ, Marek DĄBROWSKI, The impact of economic development on the effects of oil market shocks in oil-exporting countries. Evidence from the interacted panel VAR model
19:00 - 21:00 Ceremonial Dinner
Wednesday, November 17, 2021
7:45 – 9:00 Breakfast
9:30 – 13:45 Sightseeing tour
14:00 – 15:00 Lunch
15:00 – 16:30 Session 6: Post-covid economy
Chair: Paweł STRAWIŃSKI
Jagoda KASZOWSKA-MOJSA, Agata SZYMAŃSKA, Przemysław WŁODARCZYK, Epidemic prevention and control in the DSGE model
Michał ŁUKOWSKI, Paweł ŚLIWIŃSKI, Kamil GEMRA, Janusz MARUSZEWSKI, Piotr ZYGMANOWSKI, COVID-19 impact on investor’s behaviour
Julia WŁODARCZYK, Jan ACEDAŃSKI, COVID-19 and dispersion of inflation expectations in Europe
16:30 – 17:00 Break
17:00 – 18:00 Session 7: Monetary and fiscal policy
Chair: Robert KELM
Marek A. DĄBROWSKI, Monetary policy in an open economy under fiscal dominance
Paweł STRAWIŃSKI, CIT Gap for methodology and estimation for Poland 2012-2014 using bottom-up approach
18:00 – 19:30 Session 8: Financial stability
Chair: Wojciech GRABOWSKI
JAGODA KASZOWSKA-MOJSA, Investigating new policies for financial stability that do not create inequality
Mariusz GÓRAJSKI, Zbigniew KUCHTA, Leaning Against the Wind’ versus Macroprudential Policy: Robust Welfare Analysis in a DSGE Model with Two Financial Frictions
Tomasz KACZMAREK, Barbara BĘDOWSKA-SÓJKA, Przemysław GROBELNY, Katarzyna PEREZ, False safe haven assets: evidence from the target volatility strategy based on recurrent neural network
19:45 - 21:00 Dinner
Thursday, November 18, 2021
7:45 – 9:00 Breakfast
9:30 – 10:30 Session 9: Labour market II
Chair: Michał MAJSTEREK
Paulina HOJDA, Sylwia ROSZKOWSKA, Mariusz TROJAK, Determinants of graduates’ labour market success
Paulina BRONIATOWSKA, Paweł STRAWIŃSKI, Olga ZAJKOWSKA, Should I stay or should I go. Why Poles became inactive?
10:30 – 11:30 Session 10: GARCH models
Chair: Anna STASZEWSKA - BYSTROVA
Ewa RATUSZNY, Dependency modeling
Olga KUTERA, Fine wine in risk minimizing portfolios
12:30 – 13:30 Lunch