Program na rok 2015

16.11

Monday

  • From 16:00 Hotel registration
  • 19:00–22:00 Dinner and Get Together Party

17.11

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
  • David Kemme, Kayham Koleyni, The impact of the U.S. financial crisis on Mexico. Saved by the float?
  • 11:00–12:30 Session 1A: Cointegration analysis
  • Chair: Anna Staszewska-Bystrova
  • Emilia Gosińska, Aleksander Welfe, Testing for structural break in cointegrated VAR model.
  • Robert Kelm, Exports, imports and the Polish Zloty exchange rate: A cointegrated VAR perspective.
  • Piotr Kębłowski, Johansen vs. Box-Tiao. Canonical Correlation Analysis in PVEC models.
  • 11:00–12:30 Session 1B: Modelling CEE economies I
  • Chair: Janusz Brzeszczyński
  • Marek Dąbrowski, Monika Papież, Sławomir Śmiech, Uncovering the link between flexible exchange rate and fundamentals: The case of Central and Eastern European economies.
  • Mateusz Pipień, Sylwia Roszkowska, Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters.
  • Paweł Strawiński, Paulina Broniatowska, Aleksandra Majchrowska, Returns to vocational education in Poland.
  • 12:30–13:00 Coffee Break
  • 13:00–14:00 Session 2A: Financial econometrics
  • Chair: David Kemme
  • Janusz Brzeszczyński, Jerzy Gajdka, Ali M. Kutan, Do investors react to surprises? Further evidence from interest rate announcements in Poland.
  • Michał Łukowski, Market efficiency according to employee stock options.
  • 13:00–14:00 Session 2B: Electricity market modelling
  • Chair: Justyna Wróblewska
  • Katarzyna Maciejowska, Structural Vector Autoregressive Model with time varying contemporaneous effects matrix- application to the UK electricity market.
  • Jakub Nowotarski, A hybrid model for GEFCom2014 probabilistic electricity price forecasting
  • 14:00–15:00 Lunch
  • 15:30–16:30 Invited Session II
  • Chair: Jacek Osiewalski
  • George Kouretas, Saving, Investment and Capital Mobility in EU Member Countries: A Panel Data Analysis of the Feldstein-Horioka Puzzle
  • 16:30–17:00 Coffee Break
  • 17:00–18:30 Session 3A: Exchange rate modelling
  • Chair: Robert Kelm
  • Marek Dąbrowski, Justyna Wróblewska, Flexible exchange rate as a shock absorber in Poland and the Czech Republic: Evidence from the Bayesian SVAR models.
  • Wojciech Grabowski, Aleksander Welfe, Qualitative Cointegrated VAR Model. An Application to the Currency Market.
  • Piotr Kębłowski, Katarzyna Leszkiewicz-Kędzior, Aleksander Welfe, The real exchange rates, the U.S. dollar and the crude oil price in a tripolar model.
  • 17:00–18:30 Session 3B: Modelling CEE economies II
  • Chair: Michał Rubaszek
  • Marta Skrzypczyńska, Cyclical processes in the polish economy.
  • Liwiusz Wojciechowski, Short and long term relationships between labour productivity and economy openness in Visegrad Countries.
  • Sławomir Śmiech, Monika Papież, Marek Dąbrowski, In search of hedges and safe havens on financial and commodity markets
  • 19:00 Ceremonial Dinner

18.11

Wednesday

  • 7:45–8:30 Breakfast
  • 9:00–13:00 Sightseeing tour
  • 14:00–15:00 Lunch
  • 15:00–16:30 Session 4: DSGE models
  • Chair: Rafał Weron
  • Paweł Baranowski, Zbigniew Kuchta, Changes in nominal rigidities in Poland – A regime switching DSGE perspective.
  • Michele Cazorzi, Marcin Kolasa, Michał Rubaszek, Exchange rate forecasting with DSGE models.
  • Grzegorz Wesołowski, The role of the long-term interest rate in stabilizing the business cycle in a small open economy.
  • 16:30–17:00 Coffee Break
  • 17:00–18:30 Session 5: Econometric methods
  • Chair: Paweł Baranowski
  • Henryk Gurgul, Łukasz Lach, Turnpike Optimality versus Structural Change: A Polish Perspective.
  • Aneta Morozewicz, Stochastic modeling of maximum and utilitarian policies under the veil of ignorance
  • Jacek Osiewalski, Kamil Makieła, Justyna Wróblewska Bayesian comparison of aggregate production functions and time series GDP models.
  • 19:00 Dinner

19.11

Thursday

  • 7:45–9:00 Breakfast
  • 10:00–11:00 Invited Session III
  • Chair: Piotr Kębłowski
  • Rafał Weron, Recent advances in forecasting in energy markets.
  • 11:00–12:30 Session 6: Financial systems and regional economics
  • Chair: Henryk Gurgul
  • Paweł Maryniak, The (Hidden) Cost of Passive Investing. Impact of ETF Funds on Financial Market Stability
  • Katarzyna Sum, The endogeneity of banking regulations – the case of the EU.
  • Andrzej Torój, Reg. economic impact assessment with missing input-output data: A spatial econometrics approach for Poland
  • 12:30–13:30 Lunch