Program na rok 2017

13.11

Monday

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

14.11

Tuesday

  • 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
  • Paweł 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

15.11

Wednesday

  • 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 methodology for assessment of metamodel quality
  • 19:00 Dinner

16.11

Thursday

  • 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