Details about Wojciech Charemza

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 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pch204

---

Jump to Journal Articles Books Chapters Editor

Working Papers

2023

1. On journal rankings and researchers' abilities
   KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis
   See also Journal Article On journal rankings and researchers' abilities, Journal of Informetrics, Elsevier (2024) (2024)

2021

2. Efficiency in rewarding academic journal publications. The case of Poland
   KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis

2020

3. Central banks' voting contest
   MPRA Paper, University Library of Munich, Germany

2015

4. Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (2)
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2013) View citations (2)
5. Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (5)
   See also Journal Article Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach, Journal for Economic Forecasting, Institute for Economic Forecasting (2019) (2019)
6. Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2013)
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014) View citations (2)

2013

7. Frequent episoded of high inflation and real effects
   EcoMod2013, EcoMod
8. MPC Voting, Forecasting and Inflation
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
9. Making the Most of High Inflation
   UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES) View citations (2)
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2013)
   See also Journal Article Making the most of high inflation, Applied Economics, Taylor & Francis Journals (2015) View citations (3) (2015)

2012

10. Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
    See also Chapter Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2014) (2014)
11. Stability Price Index, Core Inflation and Output Volatility
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
    See also Journal Article Stability price index, core inflation and output volatility, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (4) (2013)

2007

12. Nonlinear Inflationary Persistence and Growth: Theory and Comparative Empirical Analysis
    EcoMod2007, EcoMod

2006

13. Ex-ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001-2003
    EcoMod2006, EcoMod View citations (5)
    See also Journal Article Ex ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001–2003, Comparative Economic Studies, Palgrave Macmillan (2006) View citations (5) (2006)

2005

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

2002

16. A Simple Test for Unit Root Bilinearity
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics
17. 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 (3)
    See also Journal Article Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (6) (2005)

1998

18. Guesstimation
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)
    See also Journal Article Guesstimation, Journal of Forecasting, John Wiley & Sons, Ltd. (2002) View citations (1) (2002)

1989

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

Undated

20. Regulation of the Warsaw Stock Exchange: The Portfolio Allocation Problem
    Discussion Papers in European Economics, Division of Economics, School of Business, University of Leicester View citations (4)
    See also Journal Article Regulation of the Warsaw Stock Exchange: The portfolio allocation problem, Journal of Banking & Finance, Elsevier (2000) View citations (12) (2000)

Journal Articles

2024

1. On journal rankings and researchers' abilities
   Journal of Informetrics, 2024, 18, (3)
   See also Working Paper On journal rankings and researchers' abilities, KAE Working Papers (2023) (2023)

2023

2. Anti-pandemic restrictions, uncertainty and sentiment in seven countries
   Economic Change and Restructuring, 2023, 56, (1), 1-27

2022

3. Economic uncertainty and natural language processing; The case of Russia
   Economic Analysis and Policy, 2022, 73, (C), 546-562 View citations (5)

2019

4. Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach
   Journal for Economic Forecasting, 2019, (1), 5-18
   See also Working Paper Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach, Discussion Papers in Economics (2015) View citations (5) (2015)
5. Quasi ex-ante inflation forecast uncertainty
   International Journal of Forecasting, 2019, 35, (3), 994-1007 View citations (2)

2018

6. Forecasting the duration of short†term deflation episodes
   Journal of Forecasting, 2018, 37, (4), 475-488

2016

7. Central banks’ forecasts and their bias: Evidence, effects and explanation
   International Journal of Forecasting, 2016, 32, (3), 804-817 View citations (11)

2015

8. Making the most of high inflation
   Applied Economics, 2015, 47, (34-35), 3723-3739 View citations (3)
   See also Working Paper Making the Most of High Inflation, UCL SSEES Economics and Business working paper series (2013) View citations (2) (2013)

2013

9. Stability price index, core inflation and output volatility
   Applied Economics Letters, 2013, 20, (8), 737-741 View citations (4)
   See also Working Paper Stability Price Index, Core Inflation and Output Volatility, Discussion Papers in Economics (2012) View citations (1) (2012)

2010

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

2009

11. A small forward-looking inter-country model (Belarus, Russia and Ukraine)
    Economic Modelling, 2009, 26, (6), 1172-1183 View citations (8)
12. Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis
    Journal for Economic Forecasting, 2009, 6, (2), 5-22 View citations (5)

2006

13. 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 View citations (5)
    See also Working Paper Ex-ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001-2003, EcoMod2006 (2006) View citations (5) (2006)
14. On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model
    Applied Econometrics, 2006, 2, (2), 124-139 View citations (1)

2005

15. 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 (6)
    See also Working Paper Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results, Computing in Economics and Finance 2002 (2002) View citations (3) (2002)
16. Is inflation stationary?
    Applied Economics, 2005, 37, (8), 901-903 View citations (34)

2004

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

2003

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

2002

19. Guesstimation
    Journal of Forecasting, 2002, 21, (6), 417-33 View citations (1)
    See also Working Paper Guesstimation, Discussion Papers in Economics (1998) View citations (3) (1998)

2001

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

2000

21. Regulation of the Warsaw Stock Exchange: The portfolio allocation problem
    Journal of Banking & Finance, 2000, 24, (4), 555-576 View citations (12)
    See also Working Paper Regulation of the Warsaw Stock Exchange: The Portfolio Allocation Problem, Discussion Papers in European Economics View citations (4)

1999

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

1998

23. Joint application of the Dickey-Fuller and KPSS tests
    Economics Letters, 1998, 61, (1), 17-21 View citations (27)

1996

24. Detecting stochastic bubbles on an East European foreign exchange market: An estimation/simulation approach
    Structural Change and Economic Dynamics, 1996, 7, (1), 35-53 View citations (3)

1995

25. Speculative bubbles with stochastic explosive roots: The failure of unit root testing
    Journal of Empirical Finance, 1995, 2, (2), 153-163 View citations (63)

1994

26. 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

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

1991

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

1990

30. A quantity-constrained expenditure system: A note on Podkaminer's disequilibrium computations
    Journal of Comparative Economics, 1990, 14, (2), 327-339 View citations (1)
31. Cointegration in Small Samples: Empirical Percentiles, Drifting Moments and Customized Testing
    Oxford Bulletin of Economics and Statistics, 1990, 52, (3), 303-15 View citations (29)
32. Demand for Money in a Dual-Currency, Quantity-Constrained Economy: Hungary and Poland, 1956-1985
    Economic Journal, 1990, 100, (403), 1159-72 View citations (7)
33. Dual Housing Markets in a Centrally Planned Economy: An Empirical Analysis
    Kyklos, 1990, 43, (3), 411-436 View citations (2)
34. Parallel markets, excess demand and virtual prices: An empirical approach
    European Economic Review, 1990, 34, (2-3), 331-339 View citations (7)
35. Plans and Exogeneity: The Genetic-Teleological Dispute Revisited
    Oxford Economic Papers, 1990, 42, (3), 562-73 View citations (1)

1989

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

1988

37. 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 (3)

1987

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

1986

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

1982

40. Models and Estimation of Disequilibrium for Centrally Planned Economies
    The Review of Economic Studies, 1982, 49, (1), 109-116 View citations (18)
41. 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

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

1979

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

Books

1997

1. NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION
   Books, Edward Elgar Publishing View citations (72)

1992

2. NEW DIRECTIONS IN ECONOMETRIC PRACTICE
   Books, Edward Elgar Publishing View citations (172)

Chapters

2014

1. Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence
   Springer
   See also Working Paper Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence, Division of Economics, School of Business, University of Leicester (2012) View citations (1) (2012)

Editor

1. Economic Change and Restructuring
   Springer