MACROMODELS 2019 conference programme


Monday, November 18, 2019


 

from 15:00     Hotel registration

19:30 – 22:00 Dinner and Get Together Party

 


Tuesday, November 19, 2019


7:30 – 9:00    Breakfast

 

9:15 – 9:45    Conference registration

 

9:45 – 10:00  Opening of the conference – Aleksander WELFE

 

10:00 – 11:00 Invited Session I

Chair: Aleksander WELFE

Søren JOHANSEN, Weak exogeneity in a common trends causal model

 

11:00 – 12:30 Session 1:  Modelling of Nonstationary Data I

Chair: Søren JOHANSEN

Leopold SÖGNER, Martin WAGNER, Monitoring structural breaks of the cointegration rank in error correction models

Oliver STYPKA, Martin WAGNER, Peter GRABARCZYK, Rafael KAWKA, The asymptotic validity of “standard” fully modified OLS estimation and inference in cointegrating polynomial regressions

Justyna WRÓBLEWSKA, Bayesian analysis of seasonal cointegration - corrigendum

 

12:30 – 13:00 Break

 

13:00 – 14:00 Session 2: Modelling of Nonstationary Data II

Chair: Martin Wagner

Łukasz KWIATKOWSKI, Anna PAJOR, Justyna WRÓBLEWSKA, Jacek OSIEWALSKI, Predictive power comparison of VEC models featuring various structures of time-varying conditional covariance matrix

Piotr KĘBŁOWSKI, Panel or global? A VAR perspective of nonstationary panel data

 

14:00 – 15:00 Lunch

 

15:00 – 16:00 Invited Session II

Chair: Yongcheol SHIN

Anindya BANERJEE, Developments in testing for panel cointegration in the presence of structural breaks

 

16:00 – 17:00 Session 3: Econometric Methods

Chair: Jakub BORATYŃSKI

Grzegorz MARCJASZ, Artificial neural networks in EPF: Are deep structures beneficial?

Henryk GURGUL, Łukasz LACH, Composite indicators of eco-efficiency in generalized IO models

 

17:00 – 17:30 Break

 

17:30 – 18:30 Session 4: Regional Analyses

Chair: Marek DĄBROWSKI

Tomáš MIKLOŠOVIČ, Ivan LICHNER, Marek RADVANSKÝ, Sensitivity analysis of parameters of regional model HERMIN in case of Slovakia

Mateusz PIPIEŃ, Sylwia ROSZKOWSKA, Forecasting regional quarterly GDP. Do interregional cross dependencies matter?

 

19:30 Ceremonial Dinner

 


Wednesday, November 20, 2019


7:30 – 8:45     Breakfast

 

9:00 – 10:00 Invited Session III

Chair: Robert KAUFMANN

Katarina JUSELIUS, Financial deregulation and the real economy: the case of Denmark

 

10:00 – 11:00 Invited Session IV

Chair: Anindya BANERJEE

Robert KAUFMANN, A unified world oil market: divergences between the price of Brent and WTI

 

11:00 – 11:30 Break

 

11:30 – 13:00 Session 5A: Labour Market Modelling

Chair: Sylwia ROSZKOWSKA

Dorota CIOŁEK, Determinants of the spatial wage structure in Polish poviats in the light of the NEG models

Aleksandra MAJCHROWSKA, Paweł STRAWIŃSKI, Heterogeneous effects of minimum wage increases. The case of Poland

Paweł STRAWIŃSKI, Paulina BRONIATOWSKA, Does international firm come to bring technology or explore cheap labour? Study on wage gap due to foreign firm ownership

 

11:30 – 13:00 SMEthod Session 5B: Innovations in SMEs

Chair: Anna STASZEWSKA-BYSTROVA

Paweł NOWAKOWSKI, Dawid KRYSIŃSKI, SME innovativeness and economic development of regions

Wojciech GRABOWSKI, Anna STASZEWSKA-BYSTROVA, The role of public support in improving innovativeness and enhancing its effects for employment in SMEs

Katarzyna STACHURSKA-KADZIAK, Joanna SYRDA, SMEthod methodology of segmenting innovating SMEs: clusters, their characteristics and optimal support measures

 

13:00 – 14:30 Lunch

 

14:30 – 15:30 Invited Session V

Chair: Jacek OSIEWALSKI

Tomohiro ANDO, Matthew GREENWOOD-NIMMO, Yongcheol SHIN, Quantile connectedness: Modelling tail behaviour in the topology of financial networks

 

15:30 – 16:30 Session 6A: Quantile regression

Chair: Michał ŁUKOWSKI

Katarzyna MACIEJOWSKA, Assessing the impact of renewable energy sources on the electricity price level and variability - a quantile regression approach

Bartosz UNIEJEWSKI, Regularization for quantile regression averaging: A new approach to constructing probabilistic forecasts

 

15:30 – 16:30 SMEthod Session 6B: Policy analyses

Chair: Wojciech GRABOWSKI

Ageliki ANAGNOSTOU, Paweł GAJEWSKI, Eric TCHOUAMOU NJOYA, A CGE analysis of policy effects on the regions of the Polish economy

Rumiana GÓRSKA, Impact of the “500 plus” policy on the Polish economy using CGE model

 

16:30 – 17:00 Break

 

17:00 – 18:30  Session 7: Macromodelling

Chair: Paweł STRAWIŃSKI

Jakub BORATYŃSKI, Bayesian estimation of a consumption system

Marek A. DĄBROWSKI, Jakub JANUS, Does the uncovered interest parity puzzle hold in Central European economies?

Andrzej KACPRZYK, Do we really need more IPR protection?

 

19:30 Dinner

 

The SMEthod project has received funding from the European Union’s Horizon 2020 research and innovation programme under grant agreement No 777491


 

Thursday, November 21, 2019


7:30 – 8:45 Breakfast

 

9:00 – 10:00 Invited Session VI

Chair: Katarina JUSELIUS

Helmut LÜTKEPOHL, Mika MEITZ, Aleksei NETSUNAJEV, Pentti SAIKKONEN, Testing identification via heteroskedasticity in structural vector autoregressive models

 

10:00 – 11:00 Session 8: Financial Markets Modelling

Chair: Ewa RATUSZNY

Michał ŁUKOWSKI, Equity premium puzzle

Tomasz WÓJTOWICZ, Changes in the impact of macroeconomic news from the US and EU on stock prices on the WSE

 

11:00 – 11:30 Break

 

11:30 – 12:30 Session 9: Risk analyses

Chair: Anna PAJOR

Olga KUTERA, Is fine wine hedge against turmoil on Chinese market?

Ewa RATUSZNY, Vine copula in risk measurement

 

12:30 – 13:30 Lunch

 

12:00 Check out