Program na rok 2012

5.12

Wednesday

  • From 16:00 Hotel and conference registration
  • 19:30–21:30 Dinner and Get Together Party

6.12

Thursday

  • 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 Korobilis, 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

7.12

Friday

  • 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

8.12

Saturday

  • 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