MACROMODELS 2008 conference programme
Below is the detailed programme of the conference. Abstracts or full papers are linked to the titles of the presentations.
Wednesday, December 3, 2008
from 14:00 Hotel registration
18:00 – 19:00 Conference registration
19:00 – 21:00 Dinner and Get Together Party
Thursday, December 4, 2008
8:00 – 9:00 Breakfast
9:45 – 10:00 Opening of the conference – Władysław Welfe
Jeff CHEN, Wende DENG, David KEMME, Yuan real exchange rate undervaluation, 1997-2006. How much, how often? Not much, not often
11:00 – 12:30 Session 1A: Volatility Modelling I
Jeff CHEN, Wende DENG, David KEMME, Yuan real exchange rate undervaluation, 1997-2006. How much, how often? Not much, not often
11:00 – 12:30 Session 1A: Volatility Modelling I
Chair:
Henryk GURGUL, Tomasz WóJTOWICZ, FIGARCH models and long memory
11:00 – 12:30 Session 1B: Labour Market Modelling
Chair: Reinhard Neck
Timo BAAS, The macroeconomic consequences of labour mobility within the enlarged EU
Katarzyna BUDNIK, How do economies with open labour markets work?
Sylwia ROSZKOWSKA, A stock-flow matching function. The case of
13:00 – 14:00 Session 2A: Cointegration
Chair:
Błażej MAZUR, Estimation of large demand systems in VECM form
13:00 – 13:30 Session 2B: Bayesian Econometrics
Chair: Robert Kruszewski
Jacek OSIEWALSKI, Bayesian Value-at-Risk for large portfolios: methodological issues
14:00 – 15:00 Lunch
15:00 – 16:00 Session 3A: Currency Crises
Chair:
Agata KLIBER, Paweł KLIBER, Interdependences among Easter and Central European currencies. A lesson from the crisis
15:00 – 16:00 AMFET Session 3B: Macroeconomic Modelling I
Chair: Francesco Battalia
Władysław WELFE, Long-term macroeconometric model for
16:00 – 17:00 COMISEF Session 4A: Heuristics Optimization
Chair:
16:00 – 17:00 Session 4B: Quantitative Finance I
Chair:
17:00 – 17:30 Coffee break
17:30 – 18:30 Session 5A: Game Theory and Mathematical Economics
Chair: Henryk Gurgul
17:30 – 18:30 COMISEF Session 5B: Macroeconomic Modelling II
Chair: Michal Olexa
19:00 Ceremonial Dinner
Friday, December 5, 2008
8:00 – 9:00 Breakfast
8:30 – 9:00 AMFET Meeting
16:00 – 17:00 COMISEF Session 6A: Quantitative Finance II
Chair:
Enrico SCHUMANN,
16:00 – 17:00 AMFET Session 6B: National Economy Modelling
Chair:
Bartosz RYBARCZYK, et al., New structural macroeconomic model of the NBP
17:30 – 18:30 COMISEF Session 7A: Econometric Methods
Chair:
17:30 – 18:30 COMISEF Session 7B: Genetic Algorithms
Chair:
Saturday, December 6, 2008
10:00 – 11:30 Session 8A: Monetary Policy
Chair: Justyna Wróblewska
Krzysztof MAKARSKI, Michał GRADZEWICZ, The welfare cost of monetary policy loss after the euro adoption
10:00 – 11:30 Session 8B: Methods and Applications
Chair: Piotr Kębłowski
Sheri M. MARKOSE, Optimization with regime switching dynamic weights
Paweł STRAWIŃSKI, What drives the unemployment rate in Poland?
11:30 – 12:30 Session 9A: Quantitative Finance III
Chair: Sheri M. Markose
11:30 – 12:30 AMFET Session 9B: Macroeconomic Modelling III
Chair: Władysław Welfe
Kazimierz KRAUZE, Anna KRAUZE, Public debt and economic growth in