Professor Wojciech Charemza

Honorary Professor Wojciech Charemza

Contact Details

Research Interests

  • Financial Econometrics
  • Monetary policy, inflation modelling
  • Simulation methods in econometrics
  • Modelling macroeconomic uncertainty
  • Probabilistic and simulation models of voting

Research papers can be downloaded via RePEc.

PhD Supervision

Most Recent Publications

  • (2016) Charemza, W. and D. Ladley: ‘Central banks’ forecasts and their bias: evidence, effects and explanation’, International Journal of Forecasting 32, 2016, 804-817
  • (2015) Charemza, W., S. Makarova and I. Shah: ‘Making the most of high inflation’, Applied Economics 47, 2015, 737-741.
  • (2014) Charemza, W., Yu. Kharin and V. Maevskiy: ‘Bilinear forecast risk assessment for non-systematic inflation: theory and evidence’, in (F. Schller, ed.) Advances in Non-Linear Economic Modeling: Theory and Applications, Springer, 2014.
  • (2013) Charemza, W. and I. H. Shah: ‘Stability price index, core inflation and output volatility’ Applied Economics Letters 20, 2013, 737-741.
  • (2010) Charemza, W., R. Strachan and P. Żurawski: ‘False posteriors and Bayesian averaging of empirical estimates: a reinterpretation of the long-term growth determinants’, Economics Letters 109, 2010, 144-146.
  • (2009) Charemza, W., S. Makarova, Ya. Prytula, J. Raskina and Y. Vymyatnina: ‘A small forward-looking inter-country model (Belarus, Russia and Ukraine)’, Economic Modelling 26, 2009, 1172-1183.

  • (2009) Charemza, W. and  S. Makarova ‘Nonlinear inflationary persistence and growth: theory and empirical comparative analysis’, Romanian Journal of Economic Forecasting 10, no.2, 2009, 5-22.

List of Earlier Publications

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