Modelling for Public Policy Purposes (MPP)
The research team is focused on creating simulation models and tools used in the analysis of potential changes economic policy. In particular, team members study the effects of the not yet implemented legal and regulatory changes on the economy, financial system and society. In the past, the research group conducted research on financial stability, financial risk and redistributive effects of macroprudential policy. Currently, we are primarily concerned with the incorporation of AI technology into the models multi-agents and their use in economic policy.
Public policy, systemic risk, central banking, macroprudential policies, simulation, forecasting, agent-based modelling, artificial intelligence, big data,
James Doyne Farmer (University of Oxford, projekt H2020 MACROPRU, grant no. 101023445)
The most important achievements within the presented area research:
Marie Skłodowska Curie Research Fellowship at the University of Oxford (MACROPRU, Grant agreement ID: 101023445)
“Investigating New Policies for Financial Stability that Do Not Create Inequality”
Fulbright Junior Advanced Research Award
“Systemic Risk Measurement and Modelling”
Kaszowska-Mojsa J, Pipień M. Macroprudential Policy in a Heterogeneous Environment—An Application of Agent-Based Approach in Systemic Risk Modelling. Entropy. 2020; 22(2):129. https://doi.org/10.3390/e22020129
Kaszowska-Mojsa J, Włodarczyk P. To Freeze or Not to Freeze? Epidemic Prevention and Control in the DSGE Model Using an Agent-Based Epidemic Component. Entropy. 2020; 22(12):1345. https://doi.org/10.3390/e22121345
Kaszowska-Mojsa J, Włodarczyk P, Szymańska A. Immunity in the ABM-DSGE Framework for Preventing and Controlling Epidemics—Validation of Results. Entropy. 2022; 24(1):126. https://doi.org/10.3390/e24010126
Promotion by the University of Oxford:
- Win at the Women in Tech Summit (https://www.inet.ox.ac.uk/news/win-at-the-women-in-tech-summit/)
- Jagoda Kaszowska-Mojsa has been awarded the prestigious Excellence in Artificial Intelligence Award for the MACROPRU project at the Perspektywy Women in Tech Summit, Warsaw, June 2022.
- Nomination of the European Commission for the 7th Lindau Meeting on Economic Sciences with the Nobel Prize Winners and young economists (27-27 August 2022)