Thank you for attending!The workshop took place on Monday 12 October 2026. We hope to see you again.

Macroeconomic and Financial Modelling in an Era of Extremes

Date: Monday 12 October 2026
Venue: The Riverside Room, The Guildhall, York

About

This workshop brings together leading experts on macroeconomic and financial modelling to discuss recent advances in the modelling of extreme events. The workshop will be of interest to academic researchers at all levels, policymakers and practitioners.

Programme

09:30 – 10:00Morning coffee, followed by opening remarks by Michael Thornton

10:00 – 10:30Contagion and Immunisation: Directional Comoment Tests
Renee Fry-McKibbin
Australian National University

10:30 – 11:00Search Effort, Screening Capacity, and the Matching Function: Evidence from Online Vacancies
Tho Pham
University of York

11:00 – 11:30Equilibrium Treatment Effects with Network Interference and Latent Factors
Yongcheol Shin
University of York

11:30 – 11:50Coffee break

11:50 – 12:20Common and Hazard-Specific Variation in U.S. Natural Disaster Losses
Matthew Greenwood-Nimmo
University of Melbourne

12:20 – 12:50Semiparametric forecast comparison in unstable environments
Laura Coroneo
University of York

12:50 – 14:00Lunch

14:00 – 14:30Quantile Inflation Spillover Networks of the G7: Transmission and Propagation
Ze-Yu Zhong
Melbourne Business School

14:30 – 15:00Bootstrap Inference in Factor-Augmented Regressions with Weak Factors
Takashi Yamagata
University of York

15:00 – 15:30Advancing Multi-Dimensional Spatial/Network Econometrics: The MSAR Framework
Chaowen Zheng
University of Southampton

15:30 – 15:50Coffee break

15:50 – 16:20Nonparametric Dyadic Quantile Regression
Francesco Bravo
University of York

16:20 – 16:50The Quantile Vector Autoregressive Model with Observed Common Factors
Daniel Tiong
University of Melbourne

16:50 – 17:20Rate-Adaptive Inference for Smoothed Instrumental Variable Quantile Regression
Byunghoon Kang
Lancaster University

Dinner

18:00 – 20:00
Chopping Block at Walmgate Ale House
25 Walmgate, York YO1 9TX

Venue

The Riverside Room, The Guildhall
St Martin's Courtyard, Coney Street
York YO1 9QL, United Kingdom

The Entrance to the Guildhall:

From the Mansion House building, walk through the archway to the bottom.

Mansion House on St Helen's Square — Guildhall

Side view of the archway passage — The view from the side of the building, Miller & Carter, and Tomahawk will be on your right.

View towards St Helen's Square — The view looking out from the Guildhall entrance to St Helen's Square.

Practical Information

Wi-Fi: please use the UoY-Fi network

Local Organiser

Yongcheol Shin (University of York)

Organising Committee

Tomohiro Ando (Melbourne Business School)
Renee Fry-McKibbin (Australian National University)
Matthew Greenwood-Nimmo (University of Melbourne)
Yongcheol Shin (University of York)

Contact

Yongcheol Shin (Workshop) yongcheol.shin@york.ac.uk