Details about Wojciech Charemza

Access statistics for papers by Wojciech Charemza.

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Short-id: pch204

Working Papers

2005

1. Ex-ante dynamics of real effects of monetary policy: Theory and evidence for Poland and Russia, 2001-2003
   BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition
2. Stochastic and deterministic unit root models: problem of dominance
   Computing in Economics and Finance 2005, Society for Computational Economics

2002

3. 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 View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2005)

1998

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

1989

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

Undated

6. Regulation of the Warsaw Stock Exchange: The Portfolio Allocation Problem
   Discussion Papers in European Economics, Department of Economics, University of Leicester View citations
   See also Journal Article in Journal of Banking & Finance (2000)

Journal Articles

2009

1. Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis
   Journal for Economic Forecasting, 2009, 6, (2), 5-22

2006

2. 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

2005

3. 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 View citations
   See also Working Paper (2002)
4. Is inflation stationary?
   Applied Economics, 2005, 37, (8), 901-903 View citations

2004

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

2003

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

2002

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

2001

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

2000

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

1999

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

1998

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

1996

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

1995

13. Rational and Intrinsic Bubbles: A Reinterpretation of Empirical Results
    Applied Financial Economics, 1995, 5, (4), 199-202
14. Speculative bubbles with stochastic explosive roots: The failure of unit root testing
    Journal of Empirical Finance, 1995, 2, (2), 153-163 View citations

1994

15. 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

1992

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

1991

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

1990

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

1989

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

1988

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

1987

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

1986

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

1982

29. Models and Estimation of Disequilibrium for Centrally Planned Economies
    Review of Economic Studies, 1982, 49, (1), 109-16 View citations
30. 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

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

1979

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

Editor

1. Economic Change and Restructuring
   Springer