Program na rok 2021
15.11
Monday
- From 15:00 Hotel registration
- 19:30–22:00 Dinner and Get Together Party
16.11
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 Session 1: Bayesian approach in econometrics
- Chair: Aleksander Welfe
- Anna Pajor, Jacek Osiewalski, Justyna Wróblewska, Łukasz Kwiatkowski, Bayesian ex post evaluation of recursive multi-step-ahead density prediction
- Justyna Wróblewska, Bayesian VEC-CCF models with time-varying cointegrating space in macroeconomic analyses
- 11:00–12:00 Session 2: Regional and multiregional analyses I
- Chair: Jacek Osiewalski
- Ewa Lechman, Adam Marszk, Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries
- Andrzej Torój, Using geolocation data in spatial-econometric construction of multiregion input-output tables: a Bayesian approach
- 12:00–12:30 Break
- 12:30–13:30 Session 3A: Technological specialisation
- Chair: Sławomir Śmiech
- Aleksandra Parteka, Aleksandra Kordalska, Zuzanna Bazychowska, Modelling Technological Specialisation Using Product-Level Trade Statistics
- Zuzanna Bazychowska, Aleksandra Parteka, What determines countries’ productivity: natural resources or high-tech specialization?
- 12:30–13:30 Session 3B: Macroeconomic analyses
- Chair: Monika Papież
- Anna Gomola, What simple econometric analysis will tell us about the Relationship Between Macroeconomic Variables, Stock Market Indices, and the Activity of the Banking Sector?
- Aleksandra Majchrowska, Sylwia Roszkowska, Minimum wage and inflation: macroeconomic and regional approach
- 13:30–15:00 Lunch
- 15:00–16:00 Session 4A: Labour Market Modelling I
- Chair: Sylwia Roszkowska
- Paweł Strawiński, Marcin Penconek, Honorata Bogusz, Radost Waszkiewicz, An extension to the Shimer labour market flow model
- Paulina Broniatowska, How Aging Baby Boomers Affect Younger Workers’ Situation on the Labour Market?
- 15:00–16:00 Session 4B: International financial markets
- Chair: Marek Dąbrowski
- Jakub Janus, Cross-border flights to safe assets in bond markets: evidence from emerging market economies
- Joanna Trębska, Rest of the world sector in the intersectoral flow of funds system. The Visegrad group after joining the EU
- 16:00–16:30 Break
- 17:00–18:00 Session 5: Regional and multiregional analyses II
- Chair: Andrzej Torój
- Jan Acedański, Disaggregation and nowcasting of regional GDP dynamics in Poland
- Sławomir Śmiech, Michał Rubaszek, Monika Papież, Marek Dąbrowski, The impact of economic development on the effects of oil market shocks in oil-exporting countries. Evidence from the interacted panel VAR model
- 19:00–21:00 Ceremonial Dinner
17.11
Wednesday
- 7:45–9:00 Breakfast
- 9:30–13:45 Sightseeing tour
- 14:00–15:00 Lunch
- 15:00–16:30 Session 6: Post-covid economy
- Chair: Paweł Strawiński
- Jagoda Kaszowska-Mojsa, Agata Szymańska, Przemysław Włodarczyk, Epidemic prevention and control in the DSGE model
- Michał Łukowski, Paweł Śliwiński, Kamil Gemra, Janusz Maruszewski, Piotr Zygmanowski, COVID-19 impact on investor’s behaviour
- Julia Włodarczyk, Jan Acedański, COVID-19 and dispersion of inflation expectations in Europe
- 16:30–17:00 Break
- 17:00–18:00 Session 7: Monetary and fiscal policy
- Chair: Robert Kelm
- Marek A. Dąbrowski, Monetary policy in an open economy under fiscal dominance
- Paweł Strawiński, CIT Gap for methodology and estimation for Poland 2012-2014 using bottom-up approach
- 18:00–19:30 Session 8: Financial stability
- Chair: Wojciech Grabowski
- Jagoda Kaszowska-Mojsa, Investigating new policies for financial stability that do not create inequality
- Mariusz Górajski, Zbigniew Kuchta, Leaning Against the Wind’ versus Macroprudential Policy: Robust Welfare Analysis in a DSGE Model with Two Financial Frictions
- Tomasz Kaczmarek, Barbara Będowska-Sójka, Przemysław Grobelny, Katarzyna Perez, False safe haven assets: evidence from the target volatility strategy based on recurrent neural network
- 19:45–21:00 Dinner
18.11
Thursday
- 7:45–9:00 Breakfast
- 9:30–10:30 Session 9: Labour market II
- Chair: Michał Majsterek
- Paulina Hojda, Sylwia Roszkowska, Mariusz Trojak, Determinants of graduates’ labour market success
- Paulina Broniatowska, Paweł Strawiński, Olga Zajkowska, Should I stay or should I go. Why Poles became inactive?
- 10:30–11:30 Session 10: GARCH models
- Chair: Anna Staszewska-Bystrova
- Ewa Ratuszny, Dependency modeling
- Olga Kutera, Fine wine in risk minimizing portfolios
- 12:30–13:30 Lunch
