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H index
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i10 index
284
Citations
Wojciech Charemza : Citation Profile
Akademia Finansów i Biznesu Vistula | RESEARCH PRODUCTION: 40 Articles 22 Papers 2 Books EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1979 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Wojciech Charemza. | Is cited by:
| Cites to:
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Main data
Where Wojciech Charemza has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| EUSP Department of Economics Working Paper Series / European University at St. Petersburg, Department of Economics | 2 |
Recent works citing Wojciech Charemza (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2018 | Stock and Flows in the Countegration Context. (2018). Majsterek, Micha . In: Lodz Economics Working Papers. RePEc:ann:wpaper:3/2018. Full description at Econpapers || Download paper |
| 2018 | Inflation 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. Full description at Econpapers || Download paper |
| 2017 | Local 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. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
| 2017 | What 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. Full description at Econpapers || Download paper |
| 2018 | Investigating 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. Full description at Econpapers || Download paper |
| 2018 | Economic 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. Full description at Econpapers || Download paper |
| 2017 | When 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. Full description at Econpapers || Download paper |
| 2017 | Do 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. Full description at Econpapers || Download paper |
| 2018 | Tsallis 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. Full description at Econpapers || Download paper |
| 2017 | Asymmetric 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. Full description at Econpapers || Download paper |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper |
| 2018 | Infinite-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. Full description at Econpapers || Download paper |
| 2017 | Finite 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. Full description at Econpapers || Download paper |
| 2018 | How 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. Full description at Econpapers || Download paper |
| 2020 | House prices, private debt and the macroeconomics of comparative political economy. (2020). Stockhammer, Engelbert ; Wood, James. In: Working Papers. RePEc:pke:wpaper:pkwp2005. Full description at Econpapers || Download paper |
| 2018 | ARDL 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. Full description at Econpapers || Download paper |
| 2019 | Information 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. Full description at Econpapers || Download paper |
| 2018 | Modelling 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. Full description at Econpapers || Download paper |
| 2018 | The Transmission of International Shocks to CIS Economies: A Global VAR Approach. (2018). Faryna, Oleksandr ; Simola, Heli. In: Working Papers. RePEc:ukb:wpaper:04/2018. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2018 | The stabilizing role of forward guidance: A macro experiment. (2018). Tettamanzi, Michele ; Lustenhouwer, Joep ; Ahrens, Steffen. In: BERG Working Paper Series. RePEc:zbw:bamber:137. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
Wojciech Charemza is editor of
| Journal | |
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| Economic Change and Restructuring |
Works by Wojciech Charemza:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1989 | Computational Controversies in Disequilibrium and Shortage Modelling of Centrally Planned Economies. In: Journal of Economic Surveys. [Citation analysis] | article | 2 |
| 1990 | Dual Housing Markets in a Centrally Planned Economy: An Empirical Analysis In: Kyklos. [Full Text][Citation analysis] | article | 0 |
| 1990 | Cointegration in Small Samples: Empirical Percentiles, Drifting Moments and Customized Testing. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 19 |
| 2005 | Ex-ante dynamics of real effects of monetary policy : theory and evidence for Poland and Russia In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Demand for Money in a Dual-Currency, Quantity-Constrained Economy: Hungary and Poland, 1956-1985. In: Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2005 | Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2002 | Conditional 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 | |
| 2009 | A small forward-looking inter-country model (Belarus, Russia and Ukraine) In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 1986 | A model for investment in Poland : A disequilibrium econometrics approach In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 1991 | Large econometric models of an East European economy : A critique of the methodology In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2010 | False posteriors for the long-term growth determinants In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | Some spectral definitions for disequilibrium analysis In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1998 | Joint application of the Dickey-Fuller and KPSS tests In: Economics Letters. [Full Text][Citation analysis] | article | 23 |
| 1981 | Estimation of demand and supply functions from univariate sample with known separation In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | Modelling parallel markets in centrally planned economies : The case of the automobile market in Poland In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1990 | Parallel markets, excess demand and virtual prices : An empirical approach In: European Economic Review. [Full Text][Citation analysis] | article | 5 |
| 1994 | Comments : Rational bubbles during Polands hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1995 | Speculative bubbles with stochastic explosive roots: The failure of unit root testing In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 46 |
| 2016 | Central banks’ forecasts and their bias: Evidence, effects and explanation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2019 | Quasi ex-ante inflation forecast uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2000 | Regulation of the Warsaw Stock Exchange: The portfolio allocation problem In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 1998 | Regulation 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 | |
| 1990 | A quantity-constrained expenditure system: A note on Podkaminers disequilibrium computations In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Letter to the editor In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | East European Economic Reform: Some Simulations on a Structural Vector Autoregressive Model In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 3 |
| 2001 | East European economic reform: Some simulations on a structural VAR model In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 2 |
| 1996 | Detecting stochastic bubbles on an East European foreign exchange market: An estimation/simulation approach In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2002 | Nonlinear Inflationary Persistence and Growth: Theory and Comparative Empirical Analysis In: EcoMod2007. [Full Text][Citation analysis] | paper | 0 |
| 0000 | Ex-ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001-2003 In: EcoMod2006. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Ex ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001–2003.(2006) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2013 | Frequent episoded of high inflation and real effects In: EcoMod2013. [Full Text][Citation analysis] | paper | 0 |
| 1997 | NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION In: Books. [Full Text][Citation analysis] | book | 37 |
| 1992 | NEW DIRECTIONS IN ECONOMETRIC PRACTICE In: Books. [Full Text][Citation analysis] | book | 37 |
| 2002 | A Simple Test for Unit Root Bilinearity In: EUSP Department of Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A Simple Test for Unit Root Bilinearity In: EUSP Department of Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1989 | WAITING LISTS AND DISEQUILIBRIUM MODELLING OF THE HOUSING MARKET IN POLAND, 1955-1986. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 0 |
| 2002 | Guesstimation. In: Journal of Forecasting. [Citation analysis] | article | 2 |
| 1998 | Guesstimation.(1998) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1982 | Rational Expectations and Disequilibria in a Model of Foreign Trade Behaviour: The Case of Poland. In: Economic Change and Restructuring. [Citation analysis] | article | 0 |
| 1987 | Maximum Likelihood Methods of Estimation for Disequilibrium Models in a Centrally Planned Economy. In: Economic Change and Restructuring. [Citation analysis] | article | 0 |
| 1992 | Market Failure and Stagflation: Some Aspects of Privatisation in Poland. In: Economic Change and Restructuring. [Citation analysis] | article | 2 |
| 2012 | Stability Price Index, Core Inflation and Output Volatility In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Stability price index, core inflation and output volatility.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | MPC Voting, Forecasting and Inflation In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Making the most of High Inflation In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Making the most of high inflation.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | Making the Most of High Inflation.(2013) In: UCL SSEES Economics and Business working paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Inflation fan charts, monetary policy and skew normal distribution In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | TERM STRUCTURE OF INFLATION FORECAST UNCERTAINTIES AND SKEW NORMAL DISTRIBUTIONS.(2014) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach.(2015) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Too many skew normal distributions? The practitioner’s perspective In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma.(2015) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach.(2019) In: Journal for Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 1990 | Plans and Exogeneity: The Genetic-Teleological Dispute Revisited. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 1982 | Models and Estimation of Disequilibrium for Centrally Planned Economies In: Review of Economic Studies. [Full Text][Citation analysis] | article | 18 |
| 2006 | On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2005 | Stochastic and deterministic unit root models: problem of dominance In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2003 | Speculative processes and stable distributions: some simulation results In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | Is inflation stationary? In: Applied Economics. [Full Text][Citation analysis] | article | 26 |
| 2004 | Predictability of stock markets with disequilibrium trading In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Forecasting the duration of short†term deflation episodes In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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