Program na rok 2016

14.11

Monday

  • From 16:00 Hotel registration
  • 19:00–22:00 Dinner and Get Together Party

15.11

Tuesday

  • All conference sessions and lunch on Tuesday will be held at the Faculty of Economics and Sociology (3/5 POW Street)
  • 7:45–8:45 Breakfast
  • 9:00 Departure from the hotel to the Faculty of Economics and Sociology (University of Lodz). The conference bus will wait for the participants.
  • 9:15–9:45 Conference registration
  • 9:45–10:00 Opening of the conference – Aleksander Welfe
  • 10:00–11:00 Invited Session I (room C101)
  • Chair: Aleksander Welfe
  • Anindya Banerjee, Structural analysis using factor augmented VARs and three-pass regression filters
  • 11:00–12:00 AMFET Session 1A: Panel data analysis I (room C101)
  • Chair: Piotr Kębłowski
  • Thomas Walther, Tony Klein, Hien Pham Thu, Krzysztof Piontek, True or spurious long memory in European non-EMU currencies
  • Mateusz Pipień, Sylwia Roszkowska, Cross-country heterogeneity in convergence rates
  • 11:00–12:00 Session 1B: Financial econometrics I (room C140)
  • Chair: Janusz Brzeszczyński
  • Jacek Kotłowski, Michał Brzoza-Brzezina, The nonlinear nature of country risk
  • Dominik Korniluk, Optimal financial policy of the Polish local government units
  • 12:00–12:30 Break
  • 12:30–14:00 Session 2: Econometric theory I (room C101)
  • Chair: Justyna Wróblewska
  • Tony Klein, Thomas Walther, Fast fractional differencing in modelling long memory of conditional variance
  • Magdalena Osińska, Jerzy Boehlke, Marcin Fałdziński, Maciej Gałecki, Economic growth in Ireland – a comparison of GDP and GNP
  • Łukasz Lenart, Properties of multi-frequency stochastic cycle
  • 14:00–15:00 Lunch
  • 15:15–16:15 Invited Session II (room C101)
  • Chair: Anindya Banerjee
  • Karim M. Abadir, Gabriel Talmain, Forecastable timings of recession and recoveries: Econometric implications of a dynamic GE model with heterogeneous firms
  • 16:15–16:45 Break
  • 16:45–18:15 Session 3A: Bayesian econometrics I (room C101)
  • Chair: Andrzej Torój
  • Jacek Osiewalski, Krzysztof Osiewalski, Hybrid MSV-MGARCH models – general remarks and GMSF-SBEKK specifications
  • Roman Huptas, Bayesian autoregressive conditional volume models for forecasting intra-daily traded volume
  • Anna Pajor, Justyna Wróblewska, VEC-MSV models in Bayesian analysis of short- and long-run relationships
  • 16:45–18:15 Session 3B: Cointegration analysis I (room C140)
  • Chair: Michał Majsterek
  • Wojciech Grabowski, Aleksander Welfe, Tobit Cointegrated VAR model. An application to the currency market
  • Dobromił Serwa, Piotr Wdowiński, Identification problem in structural VARs
  • Emilia Gosińska, Katarzyna Leszkiewicz-Kędzior, Asymmetric price adjustments in the fuel market – threshold cointegration analysis
  • 19:30 Ceremonial Dinner (restaurant „Klub Spadkobierców”, 77 Piotrkowska Street)

16.11

Wednesday

  • All conference sessions, breakfast, lunch and dinner on Wednesday will be held at the conference centre of Hotel “Stare Kino Cinema Residence” (120 Piotrkowska Street)
  • 7:45–9:00 Breakfast
  • 9:30–13:45 Sightseeing tour
  • 14:00–15:00 Lunch
  • 15:00–16:30 Invited Session III
  • Chair: Jacek Osiewalski
  • Dirk Baur, Brian Lucey, Samuel Vigne, The Extreme bounds of gold
  • 16:30–18:00 AMFET Session 4A: Modelling European Union economies
  • Chair: Robert Kelm
  • Jose Carrasco, Margarita Rubio, Coordinating macroprudential policies within the Euro area: The case of Spain
  • Andrzej Torój, Regionalising input-output matrices using spatial econometrics: the case of NUTS-3 level in selected EU countries
  • Paulina Broniatowska, Population ageing and inflation in European Union countries
  • 16:30–18:00 Session 4B: Financial crises
  • Chair: Samuel Vigne
  • Boulis M. Ibrahim, Janusz Brzeszczyński, Geographical changes in influence of stock trading centres around the 2007 global financial crisis
  • Aleksandra Majchrowska, Jakub Mućk, Real convergence in the EU: How has it changed after the crisis?
  • Wojciech Grabowski, Ewa Stawasz, Determinants of daily sovereign bond yields in the peripheral Euro area countries. Pre-crisis and post-crisis analysis
  • 19:00 Dinner

17.11

Thursday

  • All conference sessions, breakfast and lunch on Thursday will be held at the conference centre of Hotel “Stare Kino Cinema Residence” (120 Piotrkowska Street)
  • 7:45–9:00 Breakfast
  • 9:30–10:30 Invited Session IV
  • Chair: Karim M. Abadir
  • Margarita Rubio, Rental housing market in a DSGE model
  • 10:30–11:30 Session 5A: Financial econometrics II
  • Chair: Margarita Rubio
  • Dorota Celińska, Paweł Strawiński, Occupational risk wage premium
  • Adam Czerniak, Michał Rubaszek, The size of the rental market and housing market fluctuations
  • 10:30–11:30 Session 5B: Applications
  • Chair: Anna Pajor
  • Karolina Konopczak, Labour adjustment strategies over the business cycle – evidence from Polish industry
  • Janusz Brzeszczyński, Jerzy Gajdka, Ali M. Kutan, Do foreign exchange market responses to interest rates announcements evolve over time? Evidence from Poland
  • 12:30–13:30 Lunch
  • 14:00 Check out