Wojciech Charemza : Citation Profile


Are you Wojciech Charemza?

Akademia Finansów i Biznesu Vistula

8

H index

8

i10 index

284

Citations

RESEARCH PRODUCTION:

40

Articles

22

Papers

2

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 7
   Journals where Wojciech Charemza has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 16 (5.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch204
   Updated: 2020-04-04    RAS profile: 2020-02-05    
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Relations with other researchers


Works with:

Díaz, Carlos (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wojciech Charemza.

Is cited by:

Shah, Imran Hussain (10)

Vymyatnina, Yulia (8)

Waters, George (7)

Shi, Shuping (7)

Phillips, Peter (5)

Yu, Jun (5)

Gabriel, Vasco (4)

Kim, Byung-Yeon (4)

Vespignani, Joaquin (3)

Wohar, Mark (3)

Kanwar, Sunil (3)

Cites to:

Quah, Danny (21)

Vahey, Shaun (15)

Blanchard, Olivier (10)

Phillips, Peter (8)

Reis, Ricardo (8)

Blinder, Alan (8)

Watson, Mark (6)

Wallis, Kenneth (6)

Reichlin, Lucrezia (6)

Mankiw, N. Gregory (6)

Harris, Mark (6)

Main data


Where Wojciech Charemza has published?


Journals with more than one article published# docs
Economics Letters4
European Economic Review3
Economic Modelling3
Economic Change and Restructuring3
Applied Economics Letters2
International Journal of Forecasting2
Journal of Comparative Economics2
Journal of Policy Modeling2
Applied Economics2
Journal for Economic Forecasting2

Working Papers Series with more than one paper published# docs
EUSP Department of Economics Working Paper Series / European University at St. Petersburg, Department of Economics2

Recent works citing Wojciech Charemza (2019 and 2018)


YearTitle of citing document
2018Stock and Flows in the Countegration Context. (2018). Majsterek, Micha . In: Lodz Economics Working Papers. RePEc:ann:wpaper:3/2018.

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2018Inflation and Population Age Structure: The Case of Emerging Economies. (2018). Antonova, Darya ; Vymyatnina, Yulia . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:3-25.

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2017Local explosion modelling by non-causal process. (2017). Zakoian, Jean-Michel ; gourieroux, christian. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:3:p:737-756.

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2018The transmission of international shocks to CIS economies : A Global VAR approach. (2018). Faryna, Oleksandr ; Simola, Heli. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_017.

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2017What does “below, but close to, two percent” mean? Assessing the ECB’s reaction function with real time data. (2017). Paloviita, Maritta ; Kilponen, Juha ; Jalasjoki, Pirkka ; Haavio, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_029.

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2018Investigating the Environmental Kuznets Curve Hypothesis in Egypt: The Role of Renewable Energy and Trade in Mitigating GHGs. (2018). El-Aasar, Khadiga Mohamed ; Hanafy, Shaimaa A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-24.

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2018Economic Survey of Latin America and the Caribbean 2018. Evolution of investment in Latin America and the Caribbean: stylized facts, determinants and policy challenges. (2018). -, . In: Estudio Económico de América Latina y el Caribe. RePEc:ecr:col005:43965.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2017Do iron ore price bubbles occur?. (2017). Dumitrescupeculea, Adelina ; Su, Chi-Wei ; Chang, Hsu-Ling ; Wang, Kai-Hua. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:340-346.

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2018Tsallis non-extensive statistical mechanics in the ionospheric detrended total electron content during quiet and storm periods. (2018). Ogunsua, B O ; Laoye, J A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:236-245.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2019Forecasting the demand of the aviation industry using hybrid time series SARIMA-SVR approach. (2019). Zhang, Tiantian ; Chan, Hing Kai ; Xu, Shuojiang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:122:y:2019:i:c:p:169-180.

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2018Infinite-Variance Error Structure in Finance and Economics. (2018). Serttas, Fatma Ozgu. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:1:p:14-23.

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2017Finite Sample Critical Values of the Generalized KPSS Stationarity Test. (2017). Sephton, Peter. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9586-z.

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2018How should Central Banks Respond to Non-neutral Inflation Expectations?. (2018). Shah, Imran Hussain ; Saboor, Abdul ; Corrick, Ian. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-018-9482-3.

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2020House prices, private debt and the macroeconomics of comparative political economy. (2020). Stockhammer, Engelbert ; Wood, James. In: Working Papers. RePEc:pke:wpaper:pkwp2005.

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2018ARDL model as a remedy for spurious regression: problems, performance and prospectus. (2018). Rehman, Atiq ; Ghouse, Ghulam ; Khan, Saud Ahmed. In: MPRA Paper. RePEc:pra:mprapa:83973.

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2019Information Transmission Among Equity Markets: A Comparison Between ARDL and GARCH Model. (2019). Habeeb, Kashif ; Khan, Saud Ahmed ; Ghouse, Ghulam. In: MPRA Paper. RePEc:pra:mprapa:97925.

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2018Modelling Real Private Consumption Expenditure in South Africa to Test the Absolute Income Hypothesis. (2018). , Kabongo. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:5:p:138-155.

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2018The Transmission of International Shocks to CIS Economies: A Global VAR Approach. (2018). Faryna, Oleksandr ; Simola, Heli. In: Working Papers. RePEc:ukb:wpaper:04/2018.

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2019The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_06.

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2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08.

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2018The stabilizing role of forward guidance: A macro experiment. (2018). Tettamanzi, Michele ; Lustenhouwer, Joep ; Ahrens, Steffen. In: BERG Working Paper Series. RePEc:zbw:bamber:137.

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2017The Stabilizing Role of Forward Guidance: A Macro Experiment. (2017). Ahrens, Steffen ; Tettamanzi, Michele ; Lustenhouwer, Joep. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168063.

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Wojciech Charemza is editor of


Journal
Economic Change and Restructuring

Works by Wojciech Charemza:


YearTitleTypeCited
1989 Computational Controversies in Disequilibrium and Shortage Modelling of Centrally Planned Economies. In: Journal of Economic Surveys.
[Citation analysis]
article2
1990Dual Housing Markets in a Centrally Planned Economy: An Empirical Analysis In: Kyklos.
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article0
1990Cointegration in Small Samples: Empirical Percentiles, Drifting Moments and Customized Testing. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article19
2005Ex-ante dynamics of real effects of monetary policy : theory and evidence for Poland and Russia In: BOFIT Discussion Papers.
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paper0
1990Demand for Money in a Dual-Currency, Quantity-Constrained Economy: Hungary and Poland, 1956-1985. In: Economic Journal.
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article3
2005Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results In: Journal of Economic Dynamics and Control.
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article6
2002Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results.(2002) In: Computing in Economics and Finance 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2009A small forward-looking inter-country model (Belarus, Russia and Ukraine) In: Economic Modelling.
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article7
1986A model for investment in Poland : A disequilibrium econometrics approach In: Economic Modelling.
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article0
1991Large econometric models of an East European economy : A critique of the methodology In: Economic Modelling.
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article1
2010False posteriors for the long-term growth determinants In: Economics Letters.
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article0
1979Some spectral definitions for disequilibrium analysis In: Economics Letters.
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article0
1998Joint application of the Dickey-Fuller and KPSS tests In: Economics Letters.
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article23
1981Estimation of demand and supply functions from univariate sample with known separation In: Economics Letters.
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article0
1988Modelling parallel markets in centrally planned economies : The case of the automobile market in Poland In: European Economic Review.
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article1
1990Parallel markets, excess demand and virtual prices : An empirical approach In: European Economic Review.
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article5
1994Comments : Rational bubbles during Polands hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola In: European Economic Review.
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article0
1995Speculative bubbles with stochastic explosive roots: The failure of unit root testing In: Journal of Empirical Finance.
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article46
2016Central banks’ forecasts and their bias: Evidence, effects and explanation In: International Journal of Forecasting.
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article3
2019Quasi ex-ante inflation forecast uncertainty In: International Journal of Forecasting.
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article0
2000Regulation of the Warsaw Stock Exchange: The portfolio allocation problem In: Journal of Banking & Finance.
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article13
1998Regulation of the Warsaw Stock Exchange: The Portfolio Allocation Problem.(1998) In: Discussion Papers in European Economics.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
1990A quantity-constrained expenditure system: A note on Podkaminers disequilibrium computations In: Journal of Comparative Economics.
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article1
1991Letter to the editor In: Journal of Comparative Economics.
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article0
1999East European Economic Reform: Some Simulations on a Structural Vector Autoregressive Model In: Journal of Policy Modeling.
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article3
2001East European economic reform: Some simulations on a structural VAR model In: Journal of Policy Modeling.
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article2
1996Detecting stochastic bubbles on an East European foreign exchange market: An estimation/simulation approach In: Structural Change and Economic Dynamics.
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article2
2002Nonlinear Inflationary Persistence and Growth: Theory and Comparative Empirical Analysis In: EcoMod2007.
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paper0
0000Ex-ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001-2003 In: EcoMod2006.
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paper2
2006Ex ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001–2003.(2006) In: Comparative Economic Studies.
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This paper has another version. Agregated cites: 2
article
2013Frequent episoded of high inflation and real effects In: EcoMod2013.
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paper0
1997NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION In: Books.
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book37
1992NEW DIRECTIONS IN ECONOMETRIC PRACTICE In: Books.
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book37
2002A Simple Test for Unit Root Bilinearity In: EUSP Department of Economics Working Paper Series.
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paper0
2002A Simple Test for Unit Root Bilinearity In: EUSP Department of Economics Working Paper Series.
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paper0
1989WAITING LISTS AND DISEQUILIBRIUM MODELLING OF THE HOUSING MARKET IN POLAND, 1955-1986. In: Princeton, Department of Economics - Financial Research Center.
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paper0
2002Guesstimation. In: Journal of Forecasting.
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article2
1998Guesstimation.(1998) In: Discussion Papers in Economics.
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paper
1982Rational Expectations and Disequilibria in a Model of Foreign Trade Behaviour: The Case of Poland. In: Economic Change and Restructuring.
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article0
1987Maximum Likelihood Methods of Estimation for Disequilibrium Models in a Centrally Planned Economy. In: Economic Change and Restructuring.
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article0
1992Market Failure and Stagflation: Some Aspects of Privatisation in Poland. In: Economic Change and Restructuring.
[Citation analysis]
article2
2012Stability Price Index, Core Inflation and Output Volatility In: Discussion Papers in Economics.
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paper2
2013Stability price index, core inflation and output volatility.(2013) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 2
article
2012Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence In: Discussion Papers in Economics.
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paper1
2013MPC Voting, Forecasting and Inflation In: Discussion Papers in Economics.
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paper0
2013Making the most of High Inflation In: Discussion Papers in Economics.
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paper3
2015Making the most of high inflation.(2015) In: Applied Economics.
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article
2013Making the Most of High Inflation.(2013) In: UCL SSEES Economics and Business working paper series.
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paper
2013Inflation fan charts, monetary policy and skew normal distribution In: Discussion Papers in Economics.
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paper1
2014TERM STRUCTURE OF INFLATION FORECAST UNCERTAINTIES AND SKEW NORMAL DISTRIBUTIONS.(2014) In: Discussion Papers in Economics.
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This paper has another version. Agregated cites: 1
paper
2015Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach.(2015) In: Discussion Papers in Economics.
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2013Too many skew normal distributions? The practitioner’s perspective In: Discussion Papers in Economics.
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paper1
2015Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma.(2015) In: Discussion Papers in Economics.
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2015Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach In: Discussion Papers in Economics.
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paper5
2019Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach.(2019) In: Journal for Economic Forecasting.
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This paper has another version. Agregated cites: 5
article
1990Plans and Exogeneity: The Genetic-Teleological Dispute Revisited. In: Oxford Economic Papers.
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article1
1982Models and Estimation of Disequilibrium for Centrally Planned Economies In: Review of Economic Studies.
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article18
2006On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model In: Applied Econometrics.
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article1
2009Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis In: Journal for Economic Forecasting.
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article5
2005Stochastic and deterministic unit root models: problem of dominance In: Computing in Economics and Finance 2005.
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paper0
2003Speculative processes and stable distributions: some simulation results In: Applied Economics Letters.
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article0
2005Is inflation stationary? In: Applied Economics.
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article26
2004Predictability of stock markets with disequilibrium trading In: The European Journal of Finance.
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article3
2018Forecasting the duration of short†term deflation episodes In: Journal of Forecasting.
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article0

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