Magdalena Osińska

Professor of Economics in Nicolaus Copernicus University of Torun, Poland

Resume

1987 – Master degree in economics Nicolaus Copernicus University of Torun, Poland

1994 – Ph D. in economics (field: econometrics). Dissertation title: Methods of Testing for Causality in Economics. Nicolaus Copernicus University of Torun, Poland

2000 – Habilitation in economics (field: econometrics). Econometric Modelling of Economic Expectations. (in Polish). Nicolaus Copernicus University of Torun, Poland.

2009 – Professor in economics.

Professional Experience

1987-1994	Assistant, Department of Econometrics and Statistics NCU, Torun, Poland
1994-2001	Assistant professor, Department of Econometrics and Statistics NCU, Torun, Poland
Since 2009	Professor, Department of Econometrics and Statistics NCU, Torun, Poland
Since 2001	Associate professor, Department of Econometrics and Statistics NCU, Torun, Poland
1998-2001	Assistant professor in University of Computer Sciences and Economics, Olsztyn, Poland;
2001-2006	Associate professor in University of Computer Sciences and Economics, Olsztyn, Poland
2001-2002	Associate professor Torun School of Banking, Torun, Poland
2006-2010	Associate professor; University of Economy, Bydgoszcz, Poland, Director of the Institute of Economics
Since 2010	Professor in University of Economy, Bydgoszcz, Poland, Director of the Institute of Economics and Management
Since 2011	Head of Doctoral Studies NCU, Torun, Poland
Since 2012	Expert of Polish Accreditation Committee

Teaching experience:

Lectures in: Econometrics, Applied Econometrics, Financial Econometrics, Business Forecasting,  Basic Statistics and Mathematical Statistics for graduates, post graduates and MBA level. Statistics in Audit, Causality Analysis in Economics at doctoral level.

Research Grants

1992-94 - ACE Project MEET II, "Econometric Inference into the Macroeconomic Dynamics of East European Economies", coordinator: prof. W. W.Charemza, University of Leicester.

1995-96 - ACE Project MEET III, "Econometric Inference into the Macroeconomic Dynamics of East European Economies", coordinator: prof. W. W. Charemza, University of Leicester.

1997 – Nicolaus Copernicus Research Programme „Comparative Analysis of Some Non-linear Econometric Models with Application to business cycle in Polish economy, coordinator prof. M. Osińska.

1999 -  Polish Ministry of Science Research Grant 1 H02C 002 14 “Business Cycle Indicators for Polish Economy”, coordinator prof. Z. Matkowski.

2003-2006 -  Polish Ministry of Science Research Grant H02B 015 25 “Stochastic Unit Roots Processes – models, identification, estimation, forecasting”, coordinator prof. M. Osińska

2010-2012 - Polish Ministry of Science Research Grant N N111 328839 “Chinese capital market and its connections with global economic processes - econometric analysis”, coordinator prof. M. Osińska.

Honors and Awards

Awards of the Rector of Nicolaus Copernicus University in Torun for research activity in 2001, 2005, 2007, 2008

Award of the Dean of Faculty of Economics and Management NCU in Torun 2009

Membership in cultural, educational and professional societies

Since 1988 – Member of Polish Statistical Association

Since 1994 — Association for Modelling and Forecasting Economies in Transition (AMFET)

Since 2004 – Member of the Editorial Board of Dynamic Econometric Models, NCU, Torun, Poland

Since 2007 – International Atlantic Economic Society

Since 2007 – Econometric Society

Since 2005 - Member of Scientific Council for Central Statistical Office in Poland.

since 2008 -  Vice editor-in-chief of Statistical Review Journal of Polish Academy of Sciences

Since 2011 – Member of the Committee of Econometrics and Statistics of Polish Academy of Sciences

Since 2012 - Editor-in-chief of Statistical Review, Journal of Polish Academy of Sciences

 

Practice, seminars, scientific consultation and onsite visits

1992-1994      Co-ordinator of TEMPUS (JEP 2651) MOE "Marché et organisation économique" project.

1994                 Cambridge Univeristy (England), Faculty of Economics, Tempus Project.

2010-2012      The author of the independent report on the impact of the newly introduced electronic toll collect system on financial situation of Polish road transport enterprises. Prepared for the  Association of International Road Transport Operators (ZMPD) in Poland, Warsaw.

Education tours and fairs

2003 University of Joensuu (Finland) visiting professor, lectures in Financial econometrics. Socrates Project.

Conferences (international only):

I.  Member of the conference board

Annual International Conference “Forecasting Financial Markets and Economic Decision-making”, Lodz, Poland in sequent years: 2006, 2008, 2009, 2011

Dynamic Econometric Models, Toruń, Poland in sequent years: 2001, 2003, 2005, 2007, 2009, 2011

Contemporary Issues in Economy, Toruń, Poland, 2007, 2008, 2009, 2011.

Innowacjonnaja ekonomika i promyszljennaja politika regiona, Technical University of St Petersburg, Russia, 2010.

Modelling Panel Data, Warsaw 2012 and 2013.

II.  Participation (selected items)

59th Conference of The International Atlantic Economic Society, London, 9-14 March 2005.  Paper: Detecting some dynamic properties of the euro/dollar exchange rate. (with A. Matuszewska). Panelist.

4th Annual International Conference “Forecasting Financial Markets and Economic Decision-making”. Uniwersytet Łódzki, Łódź 12-14 May 2005.
Paper: Detecting Nonlinear Causality at Financial Markets (with W. Orzeszko).
Session chairman

5th Annual International Conference “Forecasting Financial Markets and Economic Decision-making”.  Lodz University. Lodz, Poland, May 2006.
Paper: Forecasting stochastic unit root models.
Session chairman

24th International Conference „Mathematical Methods in Economics“. University of West Bohemia in Pilsen (Czechy), September 2006.
Paper: STUR tests and their sensitivity for non-linear transformations and GARCH. A Monte Carlo analysis (with: J. Górka).

Conference „Dynamic Econometric Models”, 4–6 September 2007, Nicolaus Copernicus University of Torun, Torun, Poland. 
Paper: GARCH and SV models with Application of Extreme Value Theory (with M. Fałdziński).
Session chairman

7th Annual International Conference “Forecasting Financial Markets and Economic Decision-making”.  Lodz University. Lodz, Poland, May 2008. 
Paper: Forecasting ability of causal relationships in the Granger sense.
Session chairman

67th Conference of The International Atlantic Economic Society 11-14 March 2009, Rome (Italy). 
Paper: Testing for out-of-the-sample Granger causality for chosen economic relationships in Poland. Panelist.

8th Annual International Conference “Forecasting Financial Markets and Economic Decision-making”.  Lodz University. Lodz, Poland, May 2009. 
Paper: What drives Chinese financial markets? (with T. Zdanowicz)

Conference „Dynamic Econometric Models”, 4–6 September 2009, Nicolaus Copernicus University of Torun, Torun, Poland. 
Paper: Analysis of Causality in the Money Demand Model in the Short and Long Run.
Session chairman

Workshop: “What Could We Learn From the Greek Experience With Europeanization?”, 27-29 May 2010, University of Pireus, Pireus-Athens, Greece.
Paper: Convergence of Greek economy with the EU, and some comparisons with Polish experience (with K. Kluth).

Conference „Innowacjonnaja ekonomika i promyszljennaja politika regiona”, 28 September – 2 October, 2010, Technical University of St Petersburg, Russia. 
Paper: Quality of the forecasts of currencies exchange rates and its importance for industrial development
Invited speaker.

37th Macromodels International Conference,  1-4 December, 2010, Pułtusk, University of Lodz, Poland. 
Paper: Identification of Behavioural Inclinations in Investing at WSE using SEM Methodology (with M. Pietrzak, M. Żurek)
Session chairman

71th Conference of The Atlantic International Economic Society, Athens 16-19 March 2011. 
Paper: Econometric Analysis of the Risk Transfer on Capital Markets. A Case of China. (With  M. Fałdziński, T Zdanowicz). Session chairman and panelist.

V Conference for Memory of Professor Aleksander Zelias Modelling and forecasting of social and economic phenomena Zakopane, 10–13 May 2011. University of Economics in Krakow, Poland. 
Paper: New reaerch methodology in financial economics
Invited speaker. 

Second Gretl Conference, Toruń, Poland 16-17 June 2011.
Paper: Granger causality in variance - implementation of Cheung-Ng and Hong procedures in Gretl (with M. Faldziński, T Zdanowicz)

73th Conference of The International Atlantic Economic Society, Istanbul 28-31 March 2012. 
Paper: Interrelations between capital market and fundamental processes in China. (with M. Fałdziński, T. Zdanowicz). Panelist.

74th Conference of The International Atlantic Economic Society, Montreal 4-7 October 2012. 
Paper: Macromodel of Chinese economy with respect to saving system. (with M. Fałdziński, T. Zdanowicz).
Session chairman and panelist.

 

Publications (Selected items)

Books

1. Forecasting in Logistics. Author: Magdalena Osińska, University of Economy, Bydgoszcz, 2012; 130 pp.

2. Descriptive Statistics. Authors: Edward Dolny, Magdalena Osińska, University of Economy, Bydgoszcz, 2009; 170 pp.

3. Econometric modeling of causal relationships. Author: Magdalena Osińska. UMK Torun, 2008; 263 pp.

4. STUR Processes – Modeling and Application to Financial Time Series. Magdalena Osińska (ed)., TNOIK Torun, 2007; 163 pp.

5. Contemporary Econometrics. Author: Magdalena Osińska (ed)., TNOIK Torun, 2007; 443 pp.

6. Financial econometrics. Author: Magdalena Osińska. PWE, Warsaw, 2006; 261 pp.

 

Peer-reviewed journal articles

1. Detecting some dynamic properties of the euro/dollar exchange rate (A. Matuszewska, M. Osińska). International Advances in Economic Research. Volume 12, Number 3, August 2006, 26 pp.

2. Impact of Monetary Impulses for Capital Market in Poland. (M. Osińska) [In:] S. Buczek, A. Fierla (red.) Rynek kapitałowy w Polsce i na świecie – jak mądrze inwestować. Oficyna wydawnicza SGH, Warszawa, 2008 (in Polish).

3. GARCH and SV models with application of Extreme Value Theory (M. Osińska, M. Fałdziński). [in:] Dynamic Econometric Models  v. 8, Z. Zielinski (ed), Toruń, Poland, 2008, pp. 41-50.

4. STUR tests and their sensitivity for non-linear transformations and GARCH. A Monte Carlo analysis (J. Górka, M. Osińska). Statistical Review (Przegląd Statystyczny) 4/2008, pp. 52-69.

5. Market and Institutional Determinants of Fuel Prices and Their Influence on the Road Transport Development in Poland in 2004-2008 (in Polish) (J. Łacny, M. Osińska). Acta Universitatis Nicolai Copernici, Ekonomia XXXVIII, UMK, Toruń, Poland 2009, pp. 225-240.

6. Changes on the labour market in the transport of goods by road in a current economic crisis (J. Łacny, M. Osińska). Logistics and Transport, 2(9)/2009, pp. 63-73.

7. Convergence of Greek economy with the EU, and some comparisons with Polish experience (M. Osińska, K. Kluth). European Research Studies Journal. XIII, 4/2010, pp. 139-156.

8. Quality of the forecasts of currencies exchange rates volatilities (M. Osińska). International Research Journal of Finance and Economics, 60/2010,  pp. 73-85.

9. What Drives Chinese Financial Markets? (M. Osińska, T. Zdanowicz) [in:] W.Milo, G.Szafrański, P.Wdowiński (eds.) Financial Markets. Principles of Modelling, Forecasting and Decision-Making, FindEcon Monograph Series: Advances in Financial Market Analysis, 9/2011, Łódź University Press, Łódź, pp. 51-69.

10. On the Interpretation of Causality in Granger’s Sense. (M. Osińska). Dynamic Econometric Models v.11. Toruń, 2011, pp. 129-139.

11. Econometric Analysis of the Risk Transfer on Capital Markets. A Case of China (M. Osińska, M. Fałdziński, T. Zdanowicz). Argumenta Oeconomica (forthcoming).

 

 Number of bachelor and master dissertations supervision

1. Bachelor dissertation: 240

2. Master dissertation: 303

 

Number of doctoral thesis supervision 6 finished, 7 continued

Ph. D. Supervisor for:

1. Witold Orzeszko: Identification and Forecasting of Deterministic Chaos in Economic Time Series – 2004.

2. Tomasz Stryjewski: Modular-relation Approach as an Universal Scheme of Econometric Model of an Enterprise  – 2005.

3.  Monika Kośko: Markov-switching Models in Economic and Financial Applications – 2008.

4. Dominik Śliwicki: Kernel Estimation in Econometric Analysis – 2010.

5. Jarosław Krajewski: Application of Dynamic Factor Models in Modelling and Forecasting of Macroeconomic Processes – 2012.

6. Paweł Kufel: Congruent Linear Dynamic Model as a Predictor of Non-Linear Relations – 2012.

Ph. D. Reviewer - 16 times.

 

Uniwersytet Mikołaja Kopernika w Toruniu

Wydział Nauk Ekonomicznych i Zarządzania