This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Wojciech W. Charemza

Personal Details | Affiliation | Works
This is information that was supplied by Wojciech Charemza in registering through RePEc. If you are Wojciech W. Charemza , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Wojciech
Middle Name: W.
Last Name: Charemza
Suffix:

RePEc Short-ID: pch204

Email:
Homepage: http://www.le.ac.uk/economics/staff/wch.html
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Charemza , Wojciech W. & Makarov, Svetlana, 2005. "Ex-ante dynamics of real effects of monetary policy: Theory and evidence for Poland and Russia, 2001-2003," BOFIT Discussion Papers 20/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]

  2. Svetlana Makarova & Wojciech Charemza, 2005. "Stochastic and deterministic unit root models: problem of dominance," Computing in Economics and Finance 2005 190, Society for Computational Economics.

  3. Charemza W.W. & M. Lifshits & S. Makarova, 2002. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002 251, Society for Computational Economics. [Downloadable!]
    Published as:

  4. Wojciech W. Charemza, 1998. "Guesstimation," Discussion Papers in Economics 98/1, Department of Economics, University of Leicester, revised Sep 1998. [Downloadable!]
    Published as:

  5. Charemza, W. & Quandt, R.E., 1989. "Waiting Lists And Disequilibrium Modelling Of The Housing Market In Poland, 1955-1986," Papers 101, Princeton, Department of Economics - Financial Research Center.

  6. Wojciech W. Charemza & Ewa Majerowska, . "Regulation of the Warsaw Stock Exchange: The Portfolio Allocation Problem," Discussion Papers in European Economics 98/1, Department of Economics, University of Leicester. [Downloadable!]
    Published as:

Articles

  1. Wojciech W Charemza & Svetlana Makarova, 2006. "Ex ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001–2003," Comparative Economic Studies, Palgrave Macmillan Journals, vol. 48(3), pages 458-479, September. [Downloadable!] (restricted)

  2. Charemza, Wojciech W. & Lifshits, Mikhail & Makarova, Svetlana, 2005. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 63-96, January. [Downloadable!] (restricted)
    Other versions:

  3. Wojciech W. Charemza & Daniela Hristova & Peter Burridge, 2005. "Is inflation stationary?," Applied Economics, Taylor and Francis Journals, vol. 37(8), pages 901-903, May. [Downloadable!] (restricted)

  4. Wojciech Charemza & Kalvinder Shields & Anna Zalewska, 2004. "Predictability of stock markets with disequilibrium trading," European Journal of Finance, Taylor and Francis Journals, vol. 10(5), pages 329-344, October. [Downloadable!] (restricted)

  5. Wojciech W. Charemza & Zbigniew Kominek, 2003. "Speculative processes and stable distributions: some simulation results," Applied Economics Letters, Taylor and Francis Journals, vol. 10(2), pages 69-72, February. [Downloadable!] (restricted)

  6. Charemza, Wojciech W, 2002. "Guesstimation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(6), pages 417-33, September.
    Other versions:

  7. Blangiewicz, Maria & Charemza, Wojciech W., 2001. "East European economic reform: Some simulations on a structural VAR model," Journal of Policy Modeling, Elsevier, vol. 23(2), pages 147-160, February. [Downloadable!] (restricted)

  8. Charemza, Wojciech W. & Majerowska, Ewa, 2000. "Regulation of the Warsaw Stock Exchange: The portfolio allocation problem," Journal of Banking & Finance, Elsevier, vol. 24(4), pages 555-576, April. [Downloadable!] (restricted)
    Other versions:

  9. Blangiewicz, Maria & Charemza, Wojciech W., 1999. "East European Economic Reform: Some Simulations on a Structural Vector Autoregressive Model," Journal of Policy Modeling, Elsevier, vol. 21(5), pages 535-557, September. [Downloadable!] (restricted)

  10. Charemza, Wojciech W. & Syczewska, Ewa M., 1998. "Joint application of the Dickey-Fuller and KPSS tests," Economics Letters, Elsevier, vol. 61(1), pages 17-21, October. [Downloadable!] (restricted)

  11. Charemza, Wojciech W., 1996. "Detecting stochastic bubbles on an East European foreign exchange market: An estimation/simulation approach," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 35-53, March. [Downloadable!] (restricted)

  12. Charemza, Wojciech W. & Deadman, Derek F., 1995. "Speculative bubbles with stochastic explosive roots: The failure of unit root testing," Journal of Empirical Finance, Elsevier, vol. 2(2), pages 153-163, June. [Downloadable!] (restricted)

  13. Charemza, Wojciech W & Deadman, Derek F, 1995. "Rational and Intrinsic Bubbles: A Reinterpretation of Empirical Results," Applied Financial Economics, Taylor and Francis Journals, vol. 5(4), pages 199-202, August. [Downloadable!] (restricted)

  14. Charemza, Wojciech W., 1994. "Comments : Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola," European Economic Review, Elsevier, vol. 38(6), pages 1277-1281, June. [Downloadable!] (restricted)

  15. Charemza, Wojciech W, 1992. " Market Failure and Stagflation: Some Aspects of Privatisation in Poland," Economic Change and Restructuring, Springer, vol. 25(1), pages 21-35.

  16. Charemza, Wojciech W., 1991. "Letter to the editor," Journal of Comparative Economics, Elsevier, vol. 15(3), pages 572-573, September. [Downloadable!] (restricted)

  17. Charemza, Wojciech W., 1991. "Large econometric models of an East European economy : A critique of the methodology," Economic Modelling, Elsevier, vol. 8(1), pages 45-62, January. [Downloadable!] (restricted)

  18. Charemza, Wojciech W & Kiraly, Julia, 1990. "Plans and Exogeneity: The Genetic-Teleological Dispute Revisited," Oxford Economic Papers, Oxford University Press, vol. 42(3), pages 562-73, July. [Downloadable!] (restricted)

  19. Charemza, Wojciech W & Quandt, Richard E, 1990. "Dual Housing Markets in a Centrally Planned Economy: An Empirical Analysis," Kyklos, Blackwell Publishing, vol. 43(3), pages 411-36.

  20. Charemza, Wojciech W., 1990. "Parallel markets, excess demand and virtual prices : An empirical approach," European Economic Review, Elsevier, vol. 34(2-3), pages 331-339, May. [Downloadable!] (restricted)

  21. Charemza, Wojtek, 1990. "A quantity-constrained expenditure system: A note on Podkaminer's disequilibrium computations," Journal of Comparative Economics, Elsevier, vol. 14(2), pages 327-339, June. [Downloadable!] (restricted)

  22. Blangiewicz, Maria & Charemza, Wojciech W, 1990. "Cointegration in Small Samples: Empirical Percentiles, Drifting Moments and Customized Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(3), pages 303-15, August.

  23. Charemza, Wojciech W & Ghatak, Subrata, 1990. "Demand for Money in a Dual-Currency, Quantity-Constrained Economy: Hungary and Poland, 1956-1985," Economic Journal, Royal Economic Society, vol. 100(403), pages 1159-72, December. [Downloadable!] (restricted)

  24. Charemza, Wojcieh W, 1989. " Computational Controversies in Disequilibrium and Shortage Modelling of Centrally Planned Economies," Journal of Economic Surveys, Blackwell Publishing, vol. 3(4), pages 305-24.

  25. Charemza, Wojciech & Gronicki, Miroslaw & Quandt, Richard E., 1988. "Modelling parallel markets in centrally planned economies : The case of the automobile market in Poland," European Economic Review, Elsevier, vol. 32(4), pages 861-883, April. [Downloadable!] (restricted)

  26. Charemza, Wojciech, 1987. " Maximum Likelihood Methods of Estimation for Disequilibrium Models in a Centrally Planned Economy," Economic Change and Restructuring, Springer, vol. 21(2-3), pages 87-99.

  27. Charemza, Wojciech & Gronicki, Miroslav, 1986. "A model for investment in Poland : A disequilibrium econometrics approach," Economic Modelling, Elsevier, vol. 3(2), pages 106-116, April. [Downloadable!] (restricted)

  28. Charemza, Wojciech & Gronicki, Miroslaw, 1982. " Rational Expectations and Disequilibria in a Model of Foreign Trade Behaviour: The Case of Poland," Economic Change and Restructuring, Springer, vol. 18(2), pages 53-64.

  29. Charemza, Wojciech & Quandt, Richard E, 1982. "Models and Estimation of Disequilibrium for Centrally Planned Economies," Review of Economic Studies, Blackwell Publishing, vol. 49(1), pages 109-16, January. [Downloadable!] (restricted)

  30. Charemza, Wojciech & Domsta, Joachim, 1981. "Estimation of demand and supply functions from univariate sample with known separation," Economics Letters, Elsevier, vol. 8(2), pages 163-168. [Downloadable!] (restricted)

  31. Charemza, Wojciech, 1979. "Some spectral definitions for disequilibrium analysis," Economics Letters, Elsevier, vol. 2(1), pages 33-35. [Downloadable!] (restricted)

Editor

  1. Economic Change and Restructuring, Springer.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-10-07 Author is listed
  2. NEP-CIS: Confederation of Independent States (1) 2006-10-07 Author is listed
  3. NEP-ECM: Econometrics (1) 2003-10-20 Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2003-10-20 Author is listed
  5. NEP-FMK: Financial Markets (1) 1998-09-28 Author is listed
  6. NEP-MAC: Macroeconomics (1) 2006-10-07 Author is listed
  7. NEP-MON: Monetary Economics (1) 2006-10-07 Author is listed
  8. NEP-TRA: Transition Economics (1) 2006-10-07 Author is listed
Did you know? There is a FAQ (frequently asked questions).

This page was last updated on 2008-8-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.