Monday, November 13, 2017
from 16:00 Hotel registration
19:00 – 22:00 Dinner and Get Together Party
Tuesday, November 14, 2017
7:45 – 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
Helmut LÜTKEPOHL, George MILUNOVICH , Minxian YANG, Inference in partially identified heteroskedastic simultaneous equations models
11:00 – 12:30 AMFET Session 1A: Macromodelling I
Chair: Marcin KOLASA
Jakub GROWIEC, Jakub MUĆK, Isoelastic elasticity of substitution production functions
Michał GOSTKOWSKI, Bolesław BORKOWSKI, Complete demand systems and their practical issues
Liwiusz WOJCIECHOWSKI, Kamil MAKIEŁA, Foreign direct investment and total factor productivity. Empirical verification of the theoretical model of conditional interdependencies. The case of V4 countries
11:00 – 12:30 Session 1B: Labour market
Chair: Jan HAGEMEJER
Sylwia ROSZKOWSKA, Structural unemployment in Poland
Paulina BRONIATOWSKA, Population ageing and its macroeconomic consequences
Pawel STRAWIŃSKI, Paulina BRONIATOWSKA, Maciej NASIŃSKI, Does extension of general education period enhances labour market performance. Evidence from natural experiment
12:30 – 13:00 Break
13:00 – 14:00 Session 2: Demographics and Monetary Policy
Chair: Stephen G. HALL
Marcin BIELECKI, Michał BRZOZA-BRZEZINA Marcin KOLASA, The demographic transition and monetary policy in a small open economy
Jan ACEDAŃSKI, Julia WŁODARCZYK, Demographics and real interest rates in a monetary union
14:00 – 15:00 Lunch
15:00 – 16:00 Invited Session II
Chair: Helmut LÜTKEPOHL
Harris DELLAS, Heather D. GIBSON, Stephen G. HALL, George S. TAVLAS, The macroeconomic and fiscal implications of inflation forecast errors
16:00 – 17:00 Session 3: Exchange Rate Modelling
Chair: Robert KELM
Marek DĄBROWSKI, Łukasz KWIATKOWSKI, Justyna WRÓBLEWSKA, Sources of real exchange rate variability in Poland – Evidence from a Bayesian SVAR model with Markov Switching Heteroscedasticity
Adrian BURDA, Błazej MAZUR, Mateusz PIPIEŃ, Linear VECM with many variables or ESTVECM for PPP variables? Which strategy drives to better forecasts of EUR/PLN exchange rate?
17:00 – 17:30 Break
17:30 – 18:30 Session 4: Global Value Chains and Economic Growth
Chair: Wojciech CHAREMZA
Jan HAGEMEJER, Jakub MUĆK, Unraveling the economic performance in the CEE countries – the role of exports and GVCs
Henryk GURGUL, Łukasz LACH, Measuring value added in global value chains: Evidence from a dynamic IO model with layers of techniques
19:30 Ceremonial Dinner
Wednesday, November 15, 2017
7:45 – 8:45 Breakfast
9:00 – 13:45 Sightseeing tour
14:00 – 15:00 Lunch
15:00 – 16:00 Invited Session III
Chair: Marek GRUSZCZYŃSKI
Wojciech CHAREMZA, Carlos DÍAZ, Svetlana MAKAROVA, Quasi ex-ante inflation forecast uncertainty
16:00 – 17:00 AMFET Session 5A: Emerging Economies Modelling
Chair: Andrzej TORÓJ
Marek DĄBROWSKI, Sławomir ŚMIECH, Why do foreign exchange reserves fluctuate? A quantitative assessment of actively managed component of reserves in emerging market economies
Wojciech GRABOWSKI, Determinants of sensitivity of stock markets in Central and Eastern European countries to external shocks
16:00 – 17:00 Session 5B: Non-linear Models
Chair: Piotr KĘBŁOWSKI
Magdalena OSIŃSKA, Jerzy BOEHLKE, Marcin FAŁDZIŃSKI, Maciej GAŁECKI, Modeling economic growth in the TECM framework
Emilia GOSIŃSKA, Katarzyna LESZKIEWICZ-KĘDZIOR, Aleksander WELFE, Asymmetric price adjustment in the fuel market: A threshold cointegration analysis
17:00 – 17:30 Break
17:30 – 18:30 Session 6: Macromodelling II
Chair: Magdalena OSIŃSKA
Piotr DYBKA, Michał KOWALCZUK, Bartosz OLESIŃSKI, Marek ROZKRUT, Andrzej TORÓJ, Currency demand and MIMIC models: towards a structured hybrid model-based estimation of the shadow economy size
Bogumił KAMIŃSKI, Bartosz PANKRATZ, A metodology for assessment of metamodel quality
19:00 Dinner
Thursday, November 16, 2017
7:45 – 9:00 Breakfast
9:15 – 10:15 Invited Session IV
Chair: Michał MAJSTEREK
Marek GRUSZCZYŃSKI, Tadeusz SMUGA, 86 years of Gospodarka Narodowa (National Economy)
10:15 – 11:15 Session 7: Forecasting
Chair: Anna STASZEWSKA-BYSTROVA
Roman HUPTAS, Density forecasting performance of linear ACV models for intra-daily traded volume - an application to the Polish stock market
Daniel KOSIOROWSKI, Dominik MIELCZAREK, Jerzy P. RYDLEWSKI, Forecasting of a hierarchical functional time series on example of macromodel for day and night air pollution in Silesia region – a critical overview
11:15 – 11:45 Break
11:45 – 12:45 Session 8: Bayesian econometrics
Chair: Wojciech GRABOWSKI
Justyna WRÓBLEWSKA, Łukasz KWIATKOWSKI, Identifying macroeconomic shocks within a Markov-switching heteroskedastic VEC model: a Bayesian approach
Przemysław WŁODARCZYK, A change in volatility or an asymmetry: monetary transmission mechanism in small open European economies during a crisis
12:45 – 13:45 Lunch
14:00 Check out