archive_program

Program na rok 2014

17.11

Monday

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

18.11

Tuesday

7:45–9:00 Breakfast
9:00–9:45 Conference registration
9:45–10:00 Opening of the conference – Aleksander Welfe
10:00–11:00 Invited Session I
Chair: Aleksander Welfe
Marianne Gogstad, Ali M. Kutan, Yaz Gulnur Muradoglu, Do International Institutions Affect Financial Markets?: Evidence from the Greek Sovereign Debt Crisis
11:00–12:30 Session 1: Financial econometrics
Chair: Ricardo C. Lima
Łukasz Gątarek, Søren Johansen, Optimizing the sharpe ratio in the cointegrated VAR
Emilia Gosińska, Aleksander Welfe, Testing for Structural Breaks in Vector Error Correction Models
Marcin Wojtowicz, The determinants of CDS bid-ask spreads
12:30–13:00 Coffee Break
13:00–14:00 Session 2: Monetary policy modeling
Chair: Taufiq Choudhry
Janusz Brzeszczyński, Jerzy Gajdka, Ali M. Kutan, Does Central Bank Communication Matter in Emerging European Markets? Evidence from Poland
Jocildo F. Bezerra, Ricardo C. Lima and Igor E. M. Silva, A study on bank landing channel in Brazil matching impulse response
14:00–15:00 Lunch
15:00–16:00 AMFET Session 3: Exchange rate modelling I
Chair: Robert Kelm
Marek A. Dąbrowski, Justyna Wróblewska, Exchange rates and macroeconomic shocks in Central European countries: Evidence from the Bayesian SVAR models with common serial correlation
Piotr Kębłowski, Fixed or float? The panel approach to the real exchange rates of the CEEC’s
19:00 Ceremonial Dinner

19.11

Wednesday

7:45–8:30 Breakfast
8:30–9:00 AMFET Meeting
10:00–11:00 Invited Session II
Chair: Jacek Osiewalski
Manfred Gili, Enrico Schumann, Optimization Cultures
11:00–12:30 Session 4: Economic Growth and Business Cycle Modeling
Chair: Jan Gadomski
Jacek Osiewalski, Kamil Makieła, Justyna Wróblewska, Bayesian comparison between GDP models based on VAR and SF specifications
Jan Acedański, Welfare gains from eliminating business cycle in Poland
Marta Skrzypczyńska, How has the last financial crisis changed the business cycle in Poland – spectral analysis conclusions
12:30–13:00 Coffee Break
13:00–14:00 Session 5: Labour market modeling
Chair: Piotr Kębłowski
Mateusz Pipień, Sylwia Roszkowska, Heterogeneity of Return on Education in Emerging and Developed Countries in Europe – the Empirical Importance of the Systems of Regressions Approach
Karolina Konopczak, Aleksandra Majchrowska, Agnieszka Skierska, Paweł Strawiński, Why are women paid less than men? An investigation into gender wage gap in Poland
14:00–15:00 Lunch
15:00–16:00 AMFET Session 6: Exchange rate modelling II
Chair: Jan Hagemejer
Wojciech Grabowski, Aleksander Welfe, Exchange rate model with market pressure and herding behaviour. Application to the polish currency market
Katarzyna Maciejowska, Jakub Nowotarski, Rafał Weron, Computing prediction intervals using quantile regression and forecast averaging
16:00–16:30 Coffee Break
16:30–17:30 AMFET Session 7: Inflation modeling
Chair: Magdalena Osińska
Katarzyna Leszkiewicz-Kędzior, The impact of fuel prices on inflation in the Polish economy
Monika Naskręcka, A Non-Tâtonnement Model with Producers’ Stocks and Costs of Storage
19:00 Dinner

20.11

Thursday

7:45–9:00 Breakfast
10:00–11:00 Invited Session III
Chair: Manfred Gili
Taufiq Choudhry, Syed Shabi Ul Hassan, Fotios I. Papadimitriou, UK Imports, Third country effect and the Global financial crisis: Evidence from the Asymmetric ARDL Method
11:00–12:30 Session 8: Economic Growth and International Trade Modeling
Chair: Łukasz Gątarek
Jan Gadomski, Lech Kruś, Zbigniew Nahorski, The Impact of EU GHG Limiting Policies on Economic Growth of Poland. A Multicriteria Approach
Jan Hagemejer, Mahdi Ghodsi, Up or down the value chain? The comparative analysis of the GVC position of the economies of the new EU member states
Magdalena Osińska, Tadeusz Kufel, Marcin Błażejowski, Paweł Kufel, Economic growth determinants in developed and emerging economies – a threshold model approach
12:30–13:30 Lunch