Program na rok 2018

12.11

Monday

  • From 15:00 Hotel registration
  • 19:30–22:00 Dinner and Get Together Party

13.11

Tuesday

  • 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 Invited Session I
  • Chair: Aleksander Welfe
  • Karim Abadir, Gabriel Talmain, Solving the ‘forward-premium puzzle’ of finance
  • 11:00–12:30 Session 1A: Regional Economic Modelling
  • Chair: Valery Charnavoki
  • Angeliki Anagnostou, Paweł Gajewski, Eric T. Njoya, A CGE analysis of policy effects on the regions of the Polish Economy
  • Tomáš Miklošovič, Ivan Lichner, Marek Radvanský, Ex-ante modeling of alternative regional cohesion policy and its effect on Slovakia
  • Sylwia Roszkowska, Estimating regional quarterly GDP using additional set of variables
  • 11:00–12:30 Session 1B: Macroeconomic I-O Modelling
  • Chair: Jakub Boratyński
  • Henryk Gurgul, Łukasz Lach, On measuring eco-efficiency in extended IO models: The case of intersectoral linkages in Polish economy in transition
  • Ivan Lichner, Marek Radvanský, Integrated econometric input-output model of Czech economy
  • Jakub Boratyński, Emilia Fraszka-Sobczyk, Michał Przybyliński, Iwona Świeczewska, Joanna Trębska, Inforum model based on WIOD for Poland
  • 12:30–13:00 Break
  • 13:00–14:00 Session 2A: Macromodelling I
  • Chair: Aleksandra Majchrowska
  • Jan Acedański, Consumption habits and the distribution of wealth in an OLG model
  • Paulina Broniatowska, Does demographics affect monetary policy? A panel data approach
  • 13:00–14:00 Session 2B: Financial Econometrics I
  • Chair: Janusz Brzeszczyński
  • Jakub Janus, Unconventional monetary policy of the European Central Bank and volatility spillovers to Poland
  • Olga Kutera, Multivariate GARCH models in the analysis of volatility on the fine wine market
  • 14:00–15:00 Lunch
  • 15:00–16:00 Invited Session II
  • Chair: Peter Winker
  • Wojciech Charemza, Christian Francq, Svetlana Makarova, Jean-Michel Zakoïan, Testing for policy affected uncertainty in ARMA-GARCH model
  • 16:00–17:30 Session 3A: Labour Market
  • Chair: Marek A. Dąbrowski
  • Aleksandra Majchrowska, Paweł Strawiński, Regional effects of minimum wage policy in Poland
  • Marcin Kolasa, Michał Rubaszek, Małgorzata Skibińska, Are flexible working hours really helpful in stabilizing unemployment?
  • Maciej Nasiński, Paweł Strawiński, Does machine learning can improve over economic theory in estimation of wage equation
  • 16:00–17:30 Session 3B: Macromodelling II
  • Chair: Angeliki Anagnostou
  • Michał Antoszewski, Macroeconomic, sectoral and fiscal implications of decreasing energy intensity of the Polish economy
  • Karolina Konopczak, Can inaction account for the incomplete exchange rate pass-through? Evidence from Polish industry
  • Sławomir Śmiech, Monika Papież, Marek A. Dąbrowski, How important are different aspects of uncertainty in driving the industrial production in CEE countries?
  • 17:30–18:00 Break
  • 18:00–19:00 Session 4: Enterprise Behaviour Modelling
  • Chair: Paweł Strawiński
  • Dorota Bochnacka, Darya Filatova, How to select the optimal cooperation strategy for the vertically integrated enterprises?
  • Bartłomiej Szymczyk, Darya Filatova, On the effectiveness of financing mechanisms for the corporate structure implementing innovations under market uncertainty
  • 19:30 Ceremonial Dinner

14.11

Wednesday

  • 7:45–8:45 Breakfast
  • 9:00–13:00 Sightseeing tour (Zakopane)
  • 14:00–15:00 Lunch
  • 15:00–16:00 Invited Session III
  • Chair: Wojciech Charemza
  • Valery Charnavoki, Monetary and exchange rate policy in emerging market economies: Evidence from Mexico
  • 16:00–17:00 Invited Session IV
  • Chair: Karim Abadir
  • Jacek Osiewalski, Anna Pajor, A hybrid MSV-MGARCH generalisation of the t-MGARCH model
  • 17:00–17:30 Break
  • 17:30–19:00 Session 5: Financial Econometrics II
  • Chair: Anna Staszewska-Bystrova
  • Janusz Brzeszczyński, Jerzy Gajdka, Tomasz Schabek, Ali M. Kutan, Ultra short-term responses of EUR/PLN exchange rate to the National Bank of Poland (NBP) monetary policy announcements
  • Michał Łukowski, Behavioral portfolio theory
  • Justyna Mokrzycka, Bayesian comparison of the dynamic tCopula-GARCH and MGARCH models for returns of stock market indices
  • 19:30 Dinner

15.11

Thursday

  • 7:45–9:00 Breakfast
  • 9:30–10:30 Invited Session V
  • Chair: Jacek Osiewalski
  • Peter Winker, David Lenz, Economic modeling using novel text mining methods
  • 10:30–11:00 Break
  • 11:00–12:30 Session 6: Macromodelling III
  • Chair: Wojciech Grabowski
  • Jakub Boratyński, Jacek Osiewalski, Bayesian estimation of capital stock and depreciation in the production function framework
  • Marek A. Dąbrowski, A quantitative assessment of actively managed component of foreign exchange reserves in emerging market economies
  • Justyna Wróblewska, Bayesian analysis of seasonal cointegration
  • 13:00–14:00 Lunch
  • 12:00 Check out