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Details about Wojciech Charemza

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Homepage:http://www.le.ac.uk/economics/staff/wch.html
Workplace:Wydział Biznesu i Stosunków Międzynarodowych (Faculty of Business and International Reslations), Akademia Finansów i Biznesu Vistula (Vistula University), (more information at EDIRC)

Access statistics for papers by Wojciech Charemza.

Last updated 2016-12-17. Update your information in the RePEc Author Service.

Short-id: pch204


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Working Papers

2015

  1. Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2013) Downloads
  2. Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (4)
  3. Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (2)
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2013) Downloads
    Discussion Papers in Economics, Department of Economics, University of Leicester (2014) Downloads View citations (1)

2013

  1. Frequent episoded of high inflation and real effects
    EcoMod2013, EcoMod Downloads
  2. MPC Voting, Forecasting and Inflation
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
  3. Making the Most of High Inflation
    UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES) Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2013) Downloads

    See also Journal Article in Applied Economics (2015)

2012

  1. Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)
  2. Stability Price Index, Core Inflation and Output Volatility
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Applied Economics Letters (2013)

2005

  1. Ex-ante dynamics of real effects of monetary policy: theory and evidence for Poland and Russia
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads
  2. Stochastic and deterministic unit root models: problem of dominance
    Computing in Economics and Finance 2005, Society for Computational Economics

2002

  1. A Simple Test for Unit Root Bilinearity
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics Downloads
  2. Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)

1998

  1. Guesstimation
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (3)
    See also Journal Article in Journal of Forecasting (2002)

1989

  1. WAITING LISTS AND DISEQUILIBRIUM MODELLING OF THE HOUSING MARKET IN POLAND, 1955-1986
    Working Papers, Princeton, Department of Economics - Financial Research Center

Undated

  1. Ex-ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001-2003
    EcoMod2006, EcoMod Downloads
    See also Journal Article in Comparative Economic Studies (2006)
  2. Nonlinear Inflationary Persistence and Growth: Theory and Comparative Empirical Analysis
    EcoMod2007, EcoMod Downloads
  3. Regulation of the Warsaw Stock Exchange: The Portfolio Allocation Problem
    Discussion Papers in European Economics, Department of Economics, University of Leicester View citations (4)
    See also Journal Article in Journal of Banking & Finance (2000)

Journal Articles

2016

  1. Central banks’ forecasts and their bias: Evidence, effects and explanation
    International Journal of Forecasting, 2016, 32, (3), 804-817 Downloads

2015

  1. Making the most of high inflation
    Applied Economics, 2015, 47, (34-35), 3723-3739 Downloads
    See also Working Paper (2013)

2013

  1. Stability price index, core inflation and output volatility
    Applied Economics Letters, 2013, 20, (8), 737-741 Downloads
    See also Working Paper (2012)

2010

  1. False posteriors for the long-term growth determinants
    Economics Letters, 2010, 109, (3), 144-146 Downloads

2009

  1. A small forward-looking inter-country model (Belarus, Russia and Ukraine)
    Economic Modelling, 2009, 26, (6), 1172-1183 Downloads View citations (2)
  2. Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis
    Journal for Economic Forecasting, 2009, 6, (2), 5-22 Downloads View citations (3)

2006

  1. Ex ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001–2003
    Comparative Economic Studies, 2006, 48, (3), 458-479 Downloads View citations (2)
    See also Working Paper
  2. On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model
    Applied Econometrics, 2006, 2, (2), 124-139 Downloads View citations (1)

2005

  1. Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
    Journal of Economic Dynamics and Control, 2005, 29, (1-2), 63-96 Downloads View citations (5)
    See also Working Paper (2002)
  2. Is inflation stationary?
    Applied Economics, 2005, 37, (8), 901-903 Downloads View citations (20)

2004

  1. Predictability of stock markets with disequilibrium trading
    The European Journal of Finance, 2004, 10, (5), 329-344 Downloads View citations (4)

2003

  1. Speculative processes and stable distributions: some simulation results
    Applied Economics Letters, 2003, 10, (2), 69-72 Downloads

2002

  1. Guesstimation
    Journal of Forecasting, 2002, 21, (6), 417-33 View citations (1)
    See also Working Paper (1998)

2001

  1. East European economic reform: Some simulations on a structural VAR model
    Journal of Policy Modeling, 2001, 23, (2), 147-160 Downloads View citations (2)

2000

  1. Regulation of the Warsaw Stock Exchange: The portfolio allocation problem
    Journal of Banking & Finance, 2000, 24, (4), 555-576 Downloads View citations (10)
    See also Working Paper

1999

  1. East European Economic Reform: Some Simulations on a Structural Vector Autoregressive Model
    Journal of Policy Modeling, 1999, 21, (5), 535-557 Downloads View citations (3)

1998

  1. Joint application of the Dickey-Fuller and KPSS tests
    Economics Letters, 1998, 61, (1), 17-21 Downloads View citations (18)

1996

  1. Detecting stochastic bubbles on an East European foreign exchange market: An estimation/simulation approach
    Structural Change and Economic Dynamics, 1996, 7, (1), 35-53 Downloads View citations (2)

1995

  1. Speculative bubbles with stochastic explosive roots: The failure of unit root testing
    Journal of Empirical Finance, 1995, 2, (2), 153-163 Downloads View citations (41)

1994

  1. Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola
    European Economic Review, 1994, 38, (6), 1277-1281 Downloads

1992

  1. Market Failure and Stagflation: Some Aspects of Privatisation in Poland
    Economic Change and Restructuring, 1992, 25, (1), 21-35 View citations (2)

1991

  1. Large econometric models of an East European economy: A critique of the methodology
    Economic Modelling, 1991, 8, (1), 45-62 Downloads View citations (3)
  2. Letter to the editor
    Journal of Comparative Economics, 1991, 15, (3), 572-573 Downloads

1990

  1. A quantity-constrained expenditure system: A note on Podkaminer's disequilibrium computations
    Journal of Comparative Economics, 1990, 14, (2), 327-339 Downloads View citations (1)
  2. Cointegration in Small Samples: Empirical Percentiles, Drifting Moments and Customized Testing
    Oxford Bulletin of Economics and Statistics, 1990, 52, (3), 303-15 View citations (19)
  3. Demand for Money in a Dual-Currency, Quantity-Constrained Economy: Hungary and Poland, 1956-1985
    Economic Journal, 1990, 100, (403), 1159-72 Downloads View citations (3)
  4. Dual Housing Markets in a Centrally Planned Economy: An Empirical Analysis
    Kyklos, 1990, 43, (3), 411-36 View citations (1)
  5. Parallel markets, excess demand and virtual prices: An empirical approach
    European Economic Review, 1990, 34, (2-3), 331-339 Downloads View citations (5)
  6. Plans and Exogeneity: The Genetic-Teleological Dispute Revisited
    Oxford Economic Papers, 1990, 42, (3), 562-73 Downloads View citations (1)

1989

  1. Computational Controversies in Disequilibrium and Shortage Modelling of Centrally Planned Economies
    Journal of Economic Surveys, 1989, 3, (4), 305-24 View citations (1)

1988

  1. Modelling parallel markets in centrally planned economies: The case of the automobile market in Poland
    European Economic Review, 1988, 32, (4), 861-883 Downloads View citations (1)

1987

  1. Maximum Likelihood Methods of Estimation for Disequilibrium Models in a Centrally Planned Economy
    Economic Change and Restructuring, 1987, 21, (2-3), 87-99

1986

  1. A model for investment in Poland: A disequilibrium econometrics approach
    Economic Modelling, 1986, 3, (2), 106-116 Downloads

1982

  1. Models and Estimation of Disequilibrium for Centrally Planned Economies
    Review of Economic Studies, 1982, 49, (1), 109-116 Downloads View citations (19)
  2. Rational Expectations and Disequilibria in a Model of Foreign Trade Behaviour: The Case of Poland
    Economic Change and Restructuring, 1982, 18, (2), 53-64

1981

  1. Estimation of demand and supply functions from univariate sample with known separation
    Economics Letters, 1981, 8, (2), 163-168 Downloads

1979

  1. Some spectral definitions for disequilibrium analysis
    Economics Letters, 1979, 2, (1), 33-35 Downloads

Books

1997

  1. NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION
    Books, Edward Elgar Publishing Downloads View citations (14)

1992

  1. NEW DIRECTIONS IN ECONOMETRIC PRACTICE
    Books, Edward Elgar Publishing Downloads View citations (20)

Editor

  1. Economic Change and Restructuring
    Springer
 
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