Program na rok 2011

30.11

Wednesday

  • From 14:00 Hotel registration
  • 18:00–19:00 Conference registration
  • 19:30–21:30 Dinner and Get Together Party

1.12

Thursday

  • 8:00–9:00 Breakfast
  • 9:45–10:00 Opening of the conference – Władysław Welfe
  • 10:00–11:00 Invited Session I
  • Chair: Aleksander Welfe
  • Rafał Weron, The European CO2 Emissions Trading System (EU-ETS): the Good, the Bad and the Interesting
  • 11:00–12:30 Session 1: Macroeconomics
  • Chair: Rafał Weron
  • Barbora Volná Kaličinská, Potential Existence of Devaney, Li-York and Distributional Chaos in two Modifications of Macroeconomic IS-LM Model
  • Robert Kruszewski, The Role of Endogenous Government Spending in the Hicksian Model with Investment Floor and Income Ceiling
  • Michał Burzyński, The Investors` Risk Aversion and the Log-term Economic Growth in a Schumpeterian Framework
  • 12:30–13:00 Break
  • 13:00–14:00 Session 2: Bayesian Econometrics I
  • Chair: Mateusz Pipień
  • Łukasz Kwiatkowski, Bayesian Regime Switching SV Models in Market Risk Evaluation
  • Anna Pajor, A Bayesian Analysis of Exogeneity in Models with Latent Variables
  • 14:00–15:00 Lunch
  • 15:00–16:00 Session 3: Bayesian Econometrics II
  • Chair: Ryszard Doman
  • Jacek Osiewalski, Krzysztof Osiewalski, General Hybrid MSV-MGARCH Models of Multivariate Volatility. Bayesian Approach
  • Łukasz Gątarek, Lennart F. Hoogerheide, Koen Hooning, Herman K. van Dijk, Censored Posterior and Censored Predictive Likelihood in Left-tail Prediction
  • 16:00–17:00 Session 4: Stock Market
  • Chair: Małgorzata Doman
  • Eliza Buszkowska, Linear Combinations of Volatility Forecasts for the WIG20 and Polish Exchange Rates
  • Barbara Będowska-Sójka, American versus German Macro Announcements: the Comparison of the Intraday Effects on the German and the French Stock Markets
  • 17:00–17:30 Break
  • 17:30–19:00 Session 5: Financial Econometrics
  • Chair: Jacek Osiewalski
  • Magdalena Osińska, Detecting risk transfer at financial markets using different risk measures
  • Łukasz Lenart, Mateusz Pipień, Almost Periodically Correlated Time Series in Business Fluctuations Analysis
  • Piotr Płuciennik, The Impact of the World Financial Crisis on the Polish Interbank Market: a Swap Spread Approach
  • 19:30 Ceremonial Dinner

2.12

Friday

  • 8:00–8:45 Breakfast
  • 8:45–9:45 Session 6: Economic Growth Modelling
  • Chair: Barbora Volná Kaličinská
  • Emilia Gosińska, Władysław Welfe, Business Investment Functions
  • Michał Konopczyński, Investment In Human Capital As The Best Source Of Economic Growth After The Adoption Of The Euro
  • 10:00–14:00 Sightseeing Tour
  • 14:00–15:00 Lunch
  • 15:00–15:30 AMFET Meeting
  • 15:30–16:30 Invited Session II
  • Chair: Władysław Welfe
  • Dawn Holland, Modelling the Euro Area Debt Crisis
  • 16:30–17:30 Session 7: Applied Econometrics I
  • Chair: Dawn Holland
  • Dorota Ciołek, External Effects of Industrial Clustering in Poland
  • Jan Gadomski, Time-Varying Distributed Lag Models in the Flow Systems
  • 17:30–18:00 Break
  • 18:00–19:00 Session 8: Financial Crises
  • Chair: Magdalena Osińska
  • Małgorzata Doman, Ryszard Doman, Linkages in Global Stock Market During the Recent Crisis: A Comparison of Acute and Creeping Phases
  • Agata Kliber, Dynamics of the Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Central Europe
  • 19:30–21:00 Dinner

3.12

Saturday

  • 8:00–9:00 Breakfast
  • 9:00–10:30 Session 9: Bayesian Econometrics III
  • Chair: Marek Gruszczyński
  • Justyna Wróblewska, Bayesian Analysis of Common Cyclical Features in VEC Models
  • Roman Huptas, Bayesian Analysis of the ACD Models for Financial UHF Data: Some Specifications and Empirical Results
  • Krzysztof Osiewalski, Jacek Osiewalski, Missing Observations in Volatility Contagion Analysis. Bayesian Approach Using the MSV-MGARCH Framework
  • 10:30–12:30 Session 10: Applied Econometrics II
  • Chair: Waldemar Florczak
  • Marta Skrzypczyńska, Transition Dynamics and the Business Cycle Phases in Poland
  • Katarzyna Leszkiewicz-Kędzior, Władysław Welfe, Consumption Function for Poland. Is Life-cycle Hypothesis Legitimate?
  • Andrzej Torój, Excessive Imbalance Procedure in the EU: a Welfare Evaluation
  • Michał Brzoza-Brzezina, Jacek Kotłowski, Measuring the Natural Yield Curve
  • 13:00–14:00 Lunch