Organised Sessions in International Conferences
* The 9th CSDA International Conference on Computational and Financial Econometrics (CFE2015)
12-14 December 2015, University of London.
Session CO448: Macroeconomic Uncertainty and Policy (Organisers: Wojciech Charemza and Svetlana Makarova)
- When information on forecast uncertainty improves the performance of a combined forecast (Presenter: C. Conrad, Heidelberg University, Germany)
- Quantitative easing and tapering uncertainty: Evidence from Twitter (Presenter: A. Meinusch, ustus-Liebig University Giessen, Germany)
- Understanding the role of uncertainty in the Euro area business cycle (Presenter: G. Kenny, European Central Bank, Germany)
- Measuring economic uncertainty using news-media textual data (Presenter: P. Eckley, Bank of England, UK)
- ECB footprints on the inflation forecast uncertainty (Presenter: S. Makarova, University College London, UK)
* The 8th CSDA International Conference on Computational and Financial Econometrics (CFE2014)
6-8 December 2014, University of Pisa, Italy.
Session CS13: Modelling Uncertainty in Macroeconomics (Organisers: Wojciech Charemza and Svetlana Makarova)
- What's the outlook: Combining narrative, numerical forecasts, and policy uncertainty (Presenter: P. Siklos, Wilfrid Laurier University, Canada)
- Uncertainty and economic activity: A global perspective (Presenter: A. Cesa-Bianchi, Bank of England, UK)
- Fan charts vs. survey forecasts. How similar are they in Poland? (Presenter: H. Kowalczyk, National Bank of Poland, Poland)
- Measuring global and country-specific macroeconomic uncertainty (Presenter: X. Sheng, American University, US )
- Ex-post inflation forecast uncertainty and skew normal distribution: `Back from the future' approach (Presenter: S. Makarova, University College London, UK)
* The 7th CSDA International Conference on Computational and Financial Econometrics (CFE 2013)
14-16 December 2013, London, UK.
Session CS13: Probabilistic Forecasting: Statistical Issues (Organisers: Wojciech Charemza and Svetlana Makarova)
- On the usefulness of product spreads for forecasting: An empirical evaluation of the Verleger hypothesis (Presenter: C. Baumeister, Bank of Canada, Canada)
- Parsimonious models for probabilistic macroeconomic forecasting (Presenter: P. McSharry, University of Oxford, UK)
- Forecasting VARs, model selection, and shrinkage (Presenter: C. Kascha, University of Zurich, Switzerland)
Session CS35: Probabilistic Forecasting: Density Forecasts and Disagreement (Organisers: Wojciech Charemza and Svetlana Makarova)
- Forecasting exchange rate densities using model averaging (Presenter: E. Mise, Department of Economics, University of Leicester, UK)
- Measuring uncertainty of a combined forecast and a new test for forecaster heterogeneity (Presenter: X. Sheng, American University, US)
- Forecasting disaggregates: Small open economies and foreign transmission channels (Presenter: L. Thorsrud, Norwegian Business School, Norway)
- Two-dimensional fan charts and uncertainties (Presenter: W. Charemza, University of Leicester, UK)
* The 10th International Conference on Computer Data Analysis and Modelling: Theoretical and Applied Stochastics.
10-14 September 2013, Minsk, Belarus.
Closing Lecture: Too Many Skew Normal Distribution? The Practioneer's Perspective (Presenter: Wojciech Charemza)
* Forecasting Stream at the 26th European Conference on Operational Research
1-4 July 2013, Rome, Italy.
Special Session: Probabilistic Approach to Modelling Macroeconomic Uncertainties (Organiser: Carlos Díaz)
- Combining density forecasts (Presenter: Stephen Hall, University of Leicester, UK)
- Inflation and inflation uncertainty: A dynamic framework (Presenter: Yeliz Yalcin, Gazi University, Turkry. Co-author: H. Berrumet)
- Defective probabilistic forecasts: Confronting the perplexed (Presenter: Reason L. Machete, University of Botswana, Botswana and London School of Economics)
- Inflation fan charts, monetary policy and skew normal distributions (Presenter: Carlos Díaz, University of Leicester, UK. Co-authors: W. Charemza and Svetlana Makarova)
* International Conference on Economic Modeling (EcoMod2013)
1-3 July 2013, Prague, Czech Republic.
Session D: Miscellaneous Modeling Techniques (Chair: Wojciech Charemza)
- Trends in real convergence and structural changes in EU (Presenter: Lucian-Liviu Albu)
- How responsive are people to changes in their bargaining position? Earned bargaining power and the 50-50 norm (Presenter: Nejat Anbarci, Nick Feltovich)
- Frequent episodes of high inflation and real effects (Presenter: Wojciech Charemza. Co-authors: Svetlana Makarova, Imran Shah)
* The 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012)
1-3 December 2012, Oviedo, Spain.
CS14: Modelling with heavy tails: Applications (Organisers: Wojciech Charemza and Svetlana Makarova)
- Do European Sovereign CDS price correctly? (Presenter: David Veredas, Université libre de Bruxelles, Belgium)
- Tempered Ornstein-Uhlenbeck processes: A practical view (Presenter: Michele Bianchi, Bank of Italy, Italy)
- Generating tempered stable random variates from mixture representation (Presenter: Piotr Jelonek, University of Leicester, UK)
- Simulated minimum distance estimators in macroeconomics (Presenter: Svetlana Makarova, University College London, UK)
- Testing exponentiality versus Pareto via likelihood ratio (Presenter: Anna Panorska, University of Nevada, US)
* The 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11)
17-19 December 2011, University of London, UK.
CS11: Modelling with heavy tails: computational issues (Organisers: Wojciech Charemza and Svetlana Makarova)
- Computational problems for multivariate stable laws (Presenter: John Nolan, American University, US)
- Modeling and simulation with tempered stable laws (Presenter: Mark M. Meerschaert, Michigan State University, US)
- Fast calculation of PDFs of multi-factor Levy processes with exponentially decaying tails (Presenter: Marco de Innocentis, University of Leicester, UK. Co-authors: Svetlana Boyarchenko, Sergei Levendorskii)
- Heavy tailed time series: Estimation and numerical issues for dependent observations (Presenter: Svetlana Makarova, University College London, UK. Co-authors: Wojciech Charemza, Christian Francq, Jean-Michel Zakoian)
- On the distribution of European sovereign bond returns: Empirical evidence (Presenter: Christian Lau, Martin Luther University Halle-Wittenberg, Germany. Co-authors: Christian Gabriel)