Program na rok 2024

19.11

Tuesday

  • From 13:00 Hotel registration
  • 13:00 –14:00 Lunch
  • 14:00 Opening of the conference – Aleksander WELFE
  • 14:15-15:15 Invited Session I
  • Chair: Aleksander WELFE
  • Karim ABADIR, Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
  • 15:15-16:15 Session 1: Financial econometrics
  • Chair: Justyna WRÓBLEWSKA
  • Roman HUPTAS, Bayesian nonlinear ACV models for density and interval prediction of intraday trading volumes from equity markets
  • Katarzyna BIEŃ-BARKOWSKA, Rodrigo HERRERA, Can we beat the Hawkes process? Dynamic binary models for extreme risk in financial markets
  • 16:15-16:45 Coffee Break
  • 16:45-18:15 Session 2: Microeconometrics
  • Chair: Piotr KĘBŁOWSKI
  • Julia JABŁOŃSKA, Jakub MUĆK, Appetite for Destruction. A firm-level portrait of automation in Poland
  • Olga ZAJKOWSKA, Maternity leave, childcare and transitions to employment – evidence from Poland
  • Julia WŁODARCZYK, Prosocial behavior in the internet: increased transparency and impure altruism
  • 19:00 – 21:00 Ceremonial Dinner

20.11

Wednesday

  • 8:00 – 9:00 Breakfast
  • 9:00 – 10:00 Invited Session II
  • Chair: Karim ABADIR
  • Anindya BANERJEE, Josep Lluìs CARRION-I-SILVESTRE, A Further Look at Panel Cointegration Bounds Testing with Common Factors
  • 10:00 – 11:00 Session 3: Labour market
  • Chair: Anna STASZEWSKA-BYSTROVA
  • Maciej NASIŃSKI, Paweł STRAWIŃSKI, Paulina BRONIATOWSKA, Use of machine learning tools to find determinants of labour market activisation
  • Aleksandra MAJCHROWSKA, Sylwia ROSZKOWSKA, How minimum wage growth impacts inflation in the EU countries?
  • 11:00-11:15 Coffee Break
  • 11:15 – 12:45 Session 4: Policy analysis
  • Chair: Marek A. DĄBROWSKI
  • Jakub BORATYŃSKI, Linking EU ETS with other carbon pricing mechanisms: a CGE simulation analysis
  • Robert KELM, Mateusz NAJSZTUB, Monika WESOŁOWSKA, Heterogeneous effects of social policy in Poland in the period 2017-2019: an empirical analysis
  • Sylwia ROSZKOWSKA, Jarosław NENEMAN, Michał PTAK, How much fuel can you buy? Fuel affordability and CO2 emissions in Europe
  • 13:00 – 14:30 Lunch
  • 15:00 – 16:00 Invited Session III
  • Chair: Peter WINKER
  • Helmut LÜTKEPOHL, Martin BRUNS, James McNEIL, Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis
  • 16:00-17:00 Session 5: SVAR and VEC analysis
  • Chair: Helmut LÜTKEPOHL
  • Justyna WRÓBLEWSKA, Bayesian VEC models with complex unit roots
  • Michał CHOJNOWSKI, Market sentiments extraction with Bayesian SVAR model. Applications in US and Polish economy
  • 17:00-17:15 Coffee Break
  • 17:15-18:45 Session 6: Macroeconomics
  • Chair: Sylwia ROSZKOWSKA
  • Marek A. DĄBROWSKI, Jan ACEDAŃSKI, Looking behind facade of the Feldstein-Horioka puzzle
  • Rumiana GÓRSKA, Estimation and calibration of CES production function
  • Jakub JANUS, Financially-driven exchange rates and international consumption risk sharing in advanced and emerging economies
  • 19:00 – 21:00 Dinner

21.11

Thursday

  • 8:00 – 9:00 Breakfast
  • 9:00 – 10:00 Invited Session IV
  • Chair: Anindya BANERJEE
  • Peter WINKER, Albina LATIFI, Viktoriia NABOKA-KRELL, Peter TILLMANN, Disagreement about Fiscal Policy
  • 10:00 – 11:00 Session 7: Fiscal policy
  • Chair: Robert KELM
  • Anna SZNAJDERSKA, On Modelling the Effects of Fiscal Policy Shocks in Poland
  • Jakub BARTAK, Łukasz JABŁOŃSKI, Katarzyna OBŁĄKOWSKA, Fiscal Policy Preferences: Evidence from Poland
  • 11:00-11:15 Break
  • 11:15 – 12:15 Session 8: Crisis and resilience
  • Chair: Anna SZNAJDERSKA
  • Zuzanna WOŚKO, Are EBA banking sector’s stress test results country or ownership specific?
  • Jan Jakub SZCZYGIELSKI, Ailie CHARTERIS, Lidia OBOJSKA, Janusz BRZESZCZYŃSKI, Energy market connectedness: A tale of two crises
  • 12:30 – 13:30 Lunch