Publications

• 2006 2005 2004 2002
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2006

• ‘Ex-ante dynamics and real effects of monetary policy: theory and evidence for Poland and Russia, 2001-2003’, Comparative Economic Studies 48, pp 458-479. (with S. Makarova)

2005

• 'Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results', Journal of Economic Dynamic and Control, 29, pp. 63-96 (with B. Lifshits and S. Makarova)
• ‘Is inflation stationary?’, Applied Economics 37, pp. 901-903. (with D. Hristova and P. Burridge)
• 'Deciding between the deterministic and bilinear unit root models', Austrian Journal of Statistics 34, pp. 69-72.

2004

• 'Predictability of stock markets with disequilibrium trading', European Journal of Finance, 10, pp. 329-344 (with K. K. Shields and A. Zalewska)

2003

     Applied Economics Letters 10, 2003, pp. 69-72 (with Z. Kominek)

2002

• 'Guesstimation' Journal of Forecasting 21, pp. 417-433

Publications Prior to 2002