MACROMODELS 2023 conference programme

Tuesday, November 21, 2023

13:00 –13:30 Conference registration

From 14:00  Hotel registration

13:30 –14:30 Lunch

14:30 Opening of the conference – Aleksander WELFE

14:45-16:15 Session 1: Econometric methods

Chair: Aleksander WELFE

Jakub BORATYŃSKI, Jacek OSIEWALSKI, Linear Expenditure Systems – new dynamic Bayesian versions of an old model

Katarzyna MACIEJOWSKA, Identification testing via sample splitting - an application to Structural VAR models

16:15-16:45 Coffee Break

16:45-18:15 Session 2: Monetary policy

Chair: Anna STASZEWSKA-BYSTROVA

Szymon FABIAŃSKI, Piotr KĘBŁOWSKI, Does monetary policy impact renewable energy deployment in the European Union?

Jan ACEDAŃSKI, Monetary policy and regional economic activity in Poland

19:00 – 21:00 Ceremonial Dinner

 

Wednesday, November 22, 2023

8:00 – 9:30 Breakfast

9:30 – 12:00 Sightseeing tour

12:00 – 13:30 Lunch

13:30 – 14:30 Invited Session

Chair: Jacek OSIEWALSKI

Jakub GROWIEC, Hardware, Software, and the Future of Economic Growth in the Digital Era

14:30 – 16:00 Session 3: Applied econometrics

Chair: Jakub GROWIEC

Maciej NASIŃSKI, Paulina BRONIATOWSKA, Paweł STRAWIŃSKI, What do we really know about the determinants of labor market activisation? An analysis using machine learning

Andrzej TORÓJ, Joscha BECKMANN, Michał RUBASZEK, Hans-Jörg SCHMERER, The role of global value chains for the propagation of global and domestic PMI shocks

16:00-16:30 Coffee Break

16:30-18:00 Session 4: Risk and investments

Chair: Andrzej TORÓJ

Michał ŁUKOWSKI, Factors behind market premium

Kingsley Ikani SUCCESS, Julia WŁODARCZYK, Martyna BIELEŃ, Foreign direct investment, its determinants and impact on economic growth and development: A comparative study

18:00 – 19:30 Dinner

 

Thursday, November 23, 2023

8:00 – 9:00 Breakfast

9:00 – 10:30 Session 5: GARCH models

Chair: Michał ŁUKOWSKI

Konrad KOSTRZEWA, Forecasting the volatility of sovereign CDS: A hybrid model integrating LSTM with GARCH-type models

Wojciech GRABOWSKI, COVID-19 pandemic, Russian war against Ukraine and stock market contagion

10:30-10:45 Coffee Break

10:45 – 12:15 Session 6: Labour market

Chair: Wojciech GRABOWSKI

Paulina HOJDA, Sylwia ROSZKOWSKA, Determinants of work engagement in Europe

Sylwia ROSZKOWSKA, Mariusz TROJAK, Paulina HOJDA, What influences university graduates' entrepreneurship within different time horizons after graduation?

12:15 – 13:15 Lunch