Program na rok 2019

18.11

Monday

  • From 15:00 Hotel registration
  • 19:30–22:00 Dinner and Get Together Party

19.11

Tuesday

  • 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

20.11

Wednesday

  • 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

21.11

Thursday

  • 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