MACROMODELS 2022 conference programme

Monday, November 14, 2022

from 18:00 Hotel registration

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


Tuesday, November 15, 2022

7:45 – 9:00 Breakfast

9:30 – 9:45 Conference registration

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

10:00 – 11:00 Invited session

Chair: Aleksander WELFE

Stephen G. HALL, George TAVLAS, Yongli WANG, Drivers and Spillover Effects of inflation: The United States, The Euro Area, and the United Kingdom

11:00 – 13:15 Session 2: Dynamic econometrics

Chair: Stephen G. HALL

Wojciech GRABOWSKI, Aleksander WELFE, The Frictional Cointegrated Vector Autoregressive Model

Justyna WRÓBLEWSKA, Łukasz KWIATKOWSKI, Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroscedasticity

Michał MAJSTEREK, Stochastic and deterministic co-movements. Comparison


13:15 – 15:00 Lunch


15:00 – 17:15 Session 3: Applied econometrics I


Paweł STRAWIŃSKI, Aleksandra MAJCHROWSKA, Minimum wage in Poland

Rafał CHMURA, Determinants of public investment in EU countries. Role and importance of fiscal rules UE

Marek A. DĄBROWSKI, Jakub JANUS, Uncovered interest parity in Central and Eastern Europe under permanent external shocks


17:15 – 17:30 Break


17:30 – 19:00 Session 4: Fiscal policy models I

Chair: Wojciech GRABOWSKI

Rafał CHMURA, Szymon FABJAŃSKI, Robert KELM, Piotr KĘBŁOWSKI, Izabela SOBIECH-PELLEGRINI, New Macroeconometric Model of Public Finance

Robert KELM, Determinants of the VAT Gap in EU Member States


19:30-21.00 Ceremonial Dinner


Wednesday, November 16, 2022

7:45 – 9:00 Breakfast

9:30 – 13:45 Sightseeing tour

14:00 – 15:00 Lunch


15:00 – 16:30 Session 5: Topic models

Chair: Piotr KĘBŁOWSKI

Viktoriia NABOKA, Peter WINKER, Peter TILLMANN, Albina LATIFI, Measuring fiscal policy preferences based on the German Bundestag speeches and public discourse

Victor BYSTROV, Viktoriia NABOKA, Anna STASZEWSKA-BYSTROVA, Peter WINKER, Choosing the Number of Topics in LDA Models – A Monte Carlo Comparison of Selection Criteria


16:30 – 17:00 Break


17:00 – 19:15 Session 6: Crisis and pandemy: new challenges in modelling

Chair: Robert KELM

Anna PAJOR, Łukasz KWIATKOWSKI, Justyna WRÓBLEWSKA, Do the pre-Covid long-term relationships improve forecasts over the pandemic?

Dmytro KOVALENKO, Forecasting budget losses due fiscal risks associated with the war

Emilia GOSIŃSKA, Mariusz GÓRAJSKI, Magdalena ULRICHS, Micro-firms' productivity growth in Poland before and during COVID-19. Do the industry and region where they operate matter?


19:30 - 21:00 Dinner


Thursday, November 17, 2022

7:45 – 9:00 Breakfast


9:00 – 10:30 Session 7: Financial stability


Małgorzata OLSZAK, Christophe GODLEWSKI, Sylwia ROSZKOWSKA, The role of stringency and sanctions for the effects of macroprudential policy on the profitability of EEA banks

Arkadiusz ORZECHOWSKI, Dynamics of industrial metal prices and their linkages


10:30 – 12:00 Session 8: Applied econometrics II

Chair: Sylwia ROSZKOWSKA

Ewa LECHMAN, Helena ANACKA, Digitalization process and its impact on economic growth. A panel data study for developing countries

Emilia GOSIŃSKA, Katarzyna LESZKIEWICZ-KĘDZIOR, The asymmetry in the process of price formation


12:30 – 13:30 Lunch