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Wojciech W. Charemza

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Personal Details

First Name: Wojciech
Middle Name: W.
Last Name: Charemza
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RePEc Short-ID: pch204

Email:
Homepage: http://www.le.ac.uk/economics/staff/wch.html
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Affiliation

(50%) Department of Economics
Leicester University
Location: Leicester, United Kingdom
Homepage: http://www.le.ac.uk/economics/
Email:
Phone: +44 (0)116 252 2887
Fax: +44 (0)116 252 2908
Postal: University Road. Leicester. LE1 7RH
Handle: RePEc:edi:deleiuk (more details at EDIRC)
(50%) Ekonomia
Uczelnia Vistula
Location: Warszawa, Poland
Homepage: http://www.vistula.edu.pl/Studia-i-rekrutacja/Studia-licencjackie/Lista-kierunkow/Ekonomia
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:fbvispl (more details at EDIRC)

Works

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Working papers

  1. Wojciech Charemza & Carlos Diaz & Svetlana Makarova, 2014. "Term Structure Of Inflation Forecast Uncertainties And Skew Normal Distributions," Discussion Papers in Economics 14/01, Department of Economics, University of Leicester.
  2. Wojciech Charemza & Svetlana Makarova & Imran Shah, 2013. "Making the most of High Inflation," Discussion Papers in Economics 13/01, Department of Economics, University of Leicester.
  3. Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Inflation fan charts, monetary policy and skew normal distribution," Discussion Papers in Economics 13/06, Department of Economics, University of Leicester.
  4. Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Too many skew normal distributions? The practitioner’s perspective," Discussion Papers in Economics 13/07, Department of Economics, University of Leicester.
  5. Wojciech Charemza & Daniel Ladley, 2012. "MPC Voting, Forecasting and Inflation," Discussion Papers in Economics 12/23, Department of Economics, University of Leicester, revised Jan 2013.
  6. Wojciech Charemza & Imran Hussain Shah, 2012. "Stability Price Index, Core Inflation and Output Volatility," Discussion Papers in Economics 12/21, Department of Economics, University of Leicester.
  7. Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012. "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics 12/22, Department of Economics, University of Leicester.
  8. 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.
  9. 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.
  10. Wojciech Charemza & Mikhail Lifshits & Svetlana Makarova, 2002. "A simple test for unit root bilinearity," EUSP Deparment of Economics Working Paper Series Ec-01/02, European University at St. Petersburg, Department of Economics, revised 29 Mar 2002.
  11. 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.
  12. Wojciech W. Charemza, 1998. "Guesstimation," Discussion Papers in Economics 98/1, Department of Economics, University of Leicester, revised Sep 1998.
  13. 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.
  14. 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.

Articles

  1. Wojciech Charemza & Imran Husssain Shah, 2013. "Stability price index, core inflation and output volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 20(8), pages 737-741, May.
  2. Charemza, Wojciech W. & Strachan, Rodney & Zurawski, Piotr, 2010. "False posteriors for the long-term growth determinants," Economics Letters, Elsevier, vol. 109(3), pages 144-146, December.
  3. Charemza, Wojciech & Makarova, Svetlana, 2009. "Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 5-22, June.
  4. Charemza, Wojciech & Makarova, Svetlana & Prytula, Yaroslav & Raskina, Julia & Vymyatnina, Yulia, 2009. "A small forward-looking inter-country model (Belarus, Russia and Ukraine)," Economic Modelling, Elsevier, vol. 26(6), pages 1172-1183, November.
  5. Charemza, Wojciech & Makarova , Svetlana & Kharin, Yuriy & Malugin, Vladimir & Huryn , Aliaksandr & Raskina, Julia, 2006. "On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 2(2), pages 124-139.
  6. 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, vol. 48(3), pages 458-479, September.
  7. Wojciech Charemza & Daniela Hristova & Peter Burridge, 2005. "Is inflation stationary?," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 901-903.
  8. 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.
  9. Wojciech Charemza & Kalvinder Shields & Anna Zalewska, 2004. "Predictability of stock markets with disequilibrium trading," The European Journal of Finance, Taylor & Francis Journals, vol. 10(5), pages 329-344.
  10. Wojciech Charemza & Zbigniew Kominek, 2003. "Speculative processes and stable distributions: some simulation results," Applied Economics Letters, Taylor & Francis Journals, vol. 10(2), pages 69-72.
  11. Charemza, Wojciech W, 2002. "Guesstimation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(6), pages 417-33, September.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Charemza, Wojciech W., 1991. "Letter to the editor," Journal of Comparative Economics, Elsevier, vol. 15(3), pages 572-573, September.
  22. 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.
  23. 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.
  24. Charemza, Wojciech W & Quandt, Richard E, 1990. "Dual Housing Markets in a Centrally Planned Economy: An Empirical Analysis," Kyklos, Wiley Blackwell, vol. 43(3), pages 411-36.
  25. 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.
  26. 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.
  27. 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.
  28. Charemza, Wojcieh W, 1989. " Computational Controversies in Disequilibrium and Shortage Modelling of Centrally Planned Economies," Journal of Economic Surveys, Wiley Blackwell, vol. 3(4), pages 305-24.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. Charemza, Wojciech & Quandt, Richard E, 1982. "Models and Estimation of Disequilibrium for Centrally Planned Economies," Review of Economic Studies, Wiley Blackwell, vol. 49(1), pages 109-16, January.
  34. 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.
  35. Charemza, Wojciech, 1979. "Some spectral definitions for disequilibrium analysis," Economics Letters, Elsevier, vol. 2(1), pages 33-35.

Editor

  1. Economic Change and Restructuring, Springer.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-10-07 2012-10-27 2014-02-08. Author is listed
  2. NEP-CDM: Collective Decision-Making (1) 2012-10-27
  3. NEP-CIS: Confederation of Independent States (2) 2006-10-07 2013-05-22
  4. NEP-DCM: Discrete Choice Models (1) 2013-05-22
  5. NEP-ECM: Econometrics (3) 2003-10-20 2013-05-22 2014-02-08. Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2003-10-20 2012-10-27
  7. NEP-FMK: Financial Markets (1) 1998-09-28
  8. NEP-FOR: Forecasting (4) 2012-10-27 2012-10-27 2013-05-22 2014-02-08. Author is listed
  9. NEP-MAC: Macroeconomics (5) 2006-10-07 2012-10-27 2012-10-27 2013-02-16 2014-02-08. Author is listed
  10. NEP-MON: Monetary Economics (6) 2006-10-07 2012-10-27 2012-10-27 2013-02-16 2013-05-22 2014-02-08. Author is listed
  11. NEP-POL: Positive Political Economics (1) 2012-10-27
  12. NEP-SEA: South East Asia (1) 2012-10-27
  13. NEP-TRA: Transition Economics (2) 2006-10-07 2013-05-22

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