List of Publications, in Descending Chronological Order in Each Section
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List of publications, in descending chronological order in each section
Articles in refereed journals of international circulation
Charemza, W., M. Blangiewicz: ‘East European economic reform: some simulations on a structural VAR model’, Journal of Policy Modeling23, 2001, pp. 147-160. Earlier version published in the same journal, 21, 1999, pp. 535-557.
Charemza, W. and E. Majerowska: ‘Regulation of the Warsaw Stock Exchange: the portfolio allocation problem’, Journal of Banking and Finance24, 2000, pp. 555-526.
Charemza, W. and E. Syczewska, ‘Joint application of the Dickey-Fuller and KPSS tests’, Economics Letters61, 1998, pp. 17-21.
Charemza, W.: ‘Detecting explosive bubbles on an East European foreign exchange market: an estimation/simulation approach', Structural Change and Economic Dynamics7, 1996, pp. 35-53.
Charemza, W.: ‘Unit root econometrics and economic nonlinearities', Journal of Statistical Planning and Inference 49, 1996, pp. 105-126.
Charemza, W. and D.F. Deadman: ‘Bubbles Charemza, W., stochastic explosive roots: the failure of unit root testing’, Journal of Empirical Finance2, 1995, pp. 153-163.
Charemza, W. and D.F. Deadman: ‘Rational and intrinsic bubbles: a reinterpretation of empirical results', Applied Financial Economics5, 1995, pp. 199-202.
Charemza, W.: ‘Rational bubbles during Poland's hyperinflation: implications and empirical results. A comment', European Economic Review38, 1994, pp. 1277-1281.
Charemza, W., M. Blangiewicz and T.W. Bołt: ‘Alternative data for the dynamic modelling of the East European transformation', Journal of Economic and Social Measurement20, 1994, pp. 1-23.
Charemza, W.: ‘Market failure and stagflation: Some aspects of privatisation in Poland', Economics of Planning 25, 1992, pp. 2135.
Charemza, W.: ‘Alternative paths for macroeconomic stabilisation in Czechoslovakia', European Economy, Special Edition No. 2, 1991, pp. 4156.
Charemza, W.: ‘Large econometric models of the centrally planned economy: A critique of the methodology', Economic Modelling 8, 1991, pp. 4562.
Charemza, W. and S. Ghatak: ‘Demand for money in a dualcurrency, quantityconstrained economy', The Economic Journal 100, 1990, pp. 11591172.
Charemza, W. and R. E. Quandt: 'The housing market in a centrally planned economy: An empirical analysis', Kyklos 43, 1990, pp. 411436.
Charemza, W. and M. Blangiewicz: ‘Cointegration in small samples: Empirical percentiles, drifting moments and customised testing', Oxford Bulletin of Economics and Statistics52, 1990, pp. 303305.
Charemza, W.: ‘A quantityconstrained expenditure system: A comment on the Podkaminer's disequilibrium computations', Journal of Comparative Economics 14, 1990, pp. 327339.
Charemza, W. and J. Király: ‘Plans and exogeneity: The geneticteleological dispute revisited', Oxford Economic Papers 42, 1990, pp. 562573.
Charemza, W.: ‘Parallel markets, excess demand and virtual prices: An empirical approach', European Economic Review 34, 1990, pp. 331339.
Charemza, W.: ‘Computational controversies in disequilibrium and shortage modelling of centrally planned economies', Journal of Economic Surveys 3, 1989, pp. 305324.
Charemza, W., M. Gronicki and R.E. Quandt: ‘Modelling parallel markets in centrally planned economies: The case of automobile market in Poland', European Economic Review38, 1988, pp. 861883. Reprinted in: European Economic Review 50, 2007, Half Century Journal Issue, pp. 36-58.
Charemza, W.: ‘Maximum likelihood estimation methods for disequilibrium models in a centrally planned economy', Economics of Planning 21, 1987, pp. 1-13, (Slovak translation published in Informacne Systemy5, 1987, pp. 449-467).
Charemza, W.: ‘Plans, disequilibria and macroeconomic policy simulations', International Review of Applied Economics 1, 1987, pp. 190-208.
Charemza, W. and M. Gronicki: ‘A model for investment in Poland: A disequilibrium econometrics approach', Economic Modelling 3, 1986, pp. 106-116.
Charemza, W. and M. Gronicki: ‘Rational expectations and disequilibria in a model of foreign trade behaviour: The case of Poland', Economics of Planning 18, 1982 (appeared in 1985), pp. 53-64.
Charemza, W. and R.E. Quandt: ‘Models and estimation for centrally planned markets in disequilibrium', Review of Economic Studies 49, 1982, pp. 109-116.
Charemza, W. and J. Domsta: ‘Estimation of supply and demand functions from univariate sample Charemza, W., known separation', Economic Letters 8, 1982, pp. 163-168.
Charemza, W. and M. Gronicki: ‘An econometric model of world shipping and shipbuilding', Maritime Policy and Management 8, 1981, pp. 21-30.
Charemza, W.: ‘Some spectral definitions for disequilibrium analysis', Economics Letters 2, 1979, pp. 33-35.
Books and edited volumes, (in English, unless stated otherwise)
Charemza, W. and K. Strzala (editors), East European transition and EU enlargement: a quantitative approach, Physica Verlag, Heidelberg, 2002.
Charemza, W. and D.F. Deadman: New directions in econometric practice: General to specific modelling, cointegration and vector autoregression,
Second Edition: Edward Elgar, Cheltenham, 1997,
First Polish Edition: Nowa ekonometria, Polskie Wydawnictwo Ekonomiczne, Warszawa, 1997.
First Edition: Edward Elgar, Cheltenham, 1992,
Davis, C.M. and W. Charemza, (editors): Disequilibrium and shortage models in centrally planned economies, edited volume, Chapman and Hall, Cambridge, 1989 (series: International Studies in Economic Modelling).
Charemza, W. and M. Gronicki: Plans and disequilibria in centrally planned economies(Empirical investigation for Poland), North-Holland, Amsterdam, 1988 (series: Contributions to economic analysis, No. 159).
Charemza, W. and M. Gronicki: Econometric analysis of disequilibrium in Poland, Polish Scientific Publishers (PWN), Warsaw, 1985, (in Polish).
Charemza, W.: Econometric disequilibrium models: Problems of specification and estimation, University of Gdańsk Academic Press, 1981, (in Polish).
Charemza, W. and A. Balicki: Statistics, University of Gdańsk Academic Press, 1979, (in Polish).
Chapters in edited volumes and conference proceedings, (in English, unless stated otherwise)
Charemza, W. and S. Makarova, ‘Deciding between deterministic and bilinear unit root models’, in Computer data analysis and modelling, vol. 2, pp. 19-24, Minsk, 2004
Charemza, W., S. Makarova and V. Parkhomenko: ‘LAM modelling of East European economies: Methodology, EU accession and privatisation’, proceedings of the conference EcoMod2002, Brussels, 2003.
Charemza, W., M. Blangiewicz and K. Strzala: ‘The EU accession rally: some cross-country simulation results’, in: (W. Charemza and K. Strzała, ed.), East European transition and EU enlargement: a quantitative approach, Physica Verlag, Heidelberg, 2002.
Charemza, W., S. Makarova and V. Parkhomenko: ‘Core inflation: estimation and forecasting’, in Economic studies: theory and applications, vol. 2, EuropeanUniversity at St. Petersburg, St. Petersburg (in Russian), 2002.
Charemza, W. and S. Makarova: ‘Joint probabilities of unit root confirmation and the b-test for bilinearity’, proceedings of the conference Computer Data Analysis and Modelling Vol. 1, Minsk, 2001.
Charemza, W. and S. Makarova: ‘Bilinear error-correction mechanism: interpretation and applications’, in Economic studies: theory and applications, vol. 1, EuropeanUniversity at St. Petersburg, St. Petersburg (in Russian), 2000.
Charemza, W. and S. Makarova: ‘The LAM-3 model of East European economies: foundations and specification’, in: (W. Welfe, ed) Macromodels and modelling economies in transition, Vol. 1. (Proceedings of the 25th Conference ‘Macromodels 98’), Absolwent, Lodz, 1999.
Charemza, W. and G. Norman: ‘Mobile sellers and oligopoly: An empirical analysis of the foreign exchange market in Poland, 19881989’, in (T. Url and A. Wörgötter, ed.) Econometrics of short and unreliable time series(Series Studies in Empirical Economics), Physica Verlag, Heidelberg, 1996.
Charemza, W. and M. Blangiewicz: ‘Evolutionary economic reform and policy issues: a structural VAR approach’, in (K. Poznanski, ed.) The evolutionary transition to capitalism, Westview Press, Boulder, 1995.
Charemza, W.: ‘Exchange rates, inflation and purchasing power parity in Eastern Europe’, in (S. Lombardini, and P. C. Padoan, eds.) Europe between East and South, Kluwer Academic Publishers, Dordrecht, 1994.
Charemza, W.: ‘East European transformation: the supply side’, in (K. Poznanski, ed.) Economic stabilization in Poland, Kluwer Academic Publishers, Dordrecht, 1993.
Charemza, W.and V. Dlouhý: ‘Two alternative disequilibrium models for a planned economy’, in (L. Bergman, D. Jorgenson and E. Zalai, eds.) General equilibrium modelling and economic policy analysis, Basil Blackwell, New York, 1990.
Davis, C.M. and W. Charemza: ‘Introduction to disequilibrium and shortage models of the centrally planned economy’, a chapter in the book Disequilibrium and shortage models in the centrally planned economy, above, 1989, Russian translation in Sociologicheskyie Issledovanyia1990, No.1, pp. 2033.
Charemza, W.: ‘Disequilibrium modelling of consumption in the centrally planned economy’, a chapter in the book Disequilibrium and shortage models in centrally planned economies, above, 1989.
Charemza, W.: ‘Econometric models of consumption demand in case of disequilibrium: A comparison’, in: (W. Maciejewski, ed.) Dilemmas of the development of the European CMEA countries, University of Warsaw Academic Press, Warsaw, 1986, (in Polish).
Charemza, W.: ‘Application of spectral analysis for simulation results: An example’, In: Time Series Analysis for SocioEconomic Processes, Szczecin, 1975, pp. 7-17, (in Polish)
Articles in refereed journals of national circulation,(titles in English translation, if relevant)
Charemza, W., Yu. Kharin, S. Makarova, V. Malyugin, V. Majkowska, A. Huryn, J. Vymyatnina and Yu. Raskina, ‘Modelling and forecasting of the macroeconomic indicators for Belarus, Russia and Ukraine Charemza, W., the use of inter-country LAM-ICM model’, Ekonomicheskii Biulleten4, 2007, pp. 18-34 (in Russian).
Charemza, W., Yu. Kharin, S. Makarova, V. Malyugin, A. Huryn, Yu. Raskina, ‘On the modelling of Russian and Belarussian economies on the basis of the LAM-3 model’, Prikladnaya ekonometrika2, 2006, pp. 124-139 (in Russian).
Charemza, W.: ‘Estimation of a model with three disequilibrium regimes’, Przegląd Statystyczny 33, 1986, pp. 71-78, (in Polish).
Charemza, W.: ‘An alternative for the PAMEQ disequilibrium model’, Przegląd Statystyczny 29, 1982, pp. 55-59, (in Polish).
Charemza, W. and A. Grykałowska: ‘Remarks on econometric consumption models under rationing’, Przegląd Statystyczny 28, 1981, pp. 97-106, (in Polish).
Charemza, W., B. Gierusz and M. Krzysztofiak: ‘Econometric analysis of Polish maritime transport’, Technika i Gospodarka Morska, 1981, pp. 231-233, (in Polish).
Charemza, W. and B. Gierusz: ‘Supply/demand model of retail sales in Poland’, Przegląd Statystyczny 27, 1980, (in Polish).
Charemza, W. and B. Gierusz: ‘Calculation of neutralization points for a disequilibrium model’, Zeszyty Naukowe Uniwersytetu Gdańskiego, 1980, pp. 31-43, (in Polish).
Charemza, W.: ‘Unobservable exogenous variables in a model of Polish maritime transport’, Zeszyty Naukowe Uniwersytetu Gdańskiego, 1979, pp. 53-61, (in Polish).
Charemza, W. and M. Blangiewicz: ‘A model of cargo movement for tramp shipping’, Wissenschaftliche Zeitschrift 28, 1979, pp. 385-387, (in German).
Charemza, W.: ‘An application of cross-spectral analysis for analysis of laid-up tonnage and freight rates’, Technika i Gospodarka Morska, 1978, pp. 184-186, (in Polish).
Charemza, W.: ‘A shortrun econometric model of the world tanker charter market’, Technika i Gospodarka Morska, 1977, pp. 452-456, (in Polish).
Charemza, W.: ‘Estimation of elasticity of expectations for the tanker charter market’, Technika i Gospodarka Morska, 1977, pp. 520-522, (in Polish).
Charemza, W.: ‘Simulation and forecasting properties of a disequilibrium model’, Zeszyty Naukowe Uniwersytetu Gdańskiego, 1976, pp. 5-13, (in Polish).
Charemza, W.: ‘Spectral analysis of the world tanker charter market’, Zeszyty Naukowe Uniwersytetu Gdańskiego, 1975, pp. 101-113, (in Polish).
Charemza, W.: ‘Laidup tonnage and freight rates: An econometric approach', Zeszyty Naukowe Uniwersytetu Gdańskiego, 1975, pp. 43-55, (in Polish).
Selected discussion papers, conference papers and academic articles published in non-refereed journals (other than those published or submitted to refereed journals) In English, unless stated otherwise.Some of the papers are English versions of papers published in Polish. Publications in professional newspapers are excluded.
Charemza, W.: ‘LAM-PL model, version 2.01’, Occasional Bulletin of the Macroeconomic and Financial data Centre1, 1994.
Charemza, W. and S. Ghatak: ‘Financial dualism and “virtual” interest rates: case of India’, Economic and Political Weekly (Bank of India Publication), April 9, 1994, pp. 871-875.
Charemza, W.: ‘East Europe in Wonderland, or: what happened to the money?’, Discussion Papers in European Economic Studies No. 92/8, University of Leicester.
Charemza, W.: ‘The free market for foreign exchange in Poland: Cointegration, speculative bubbles and errorcorrection’, Department of Economics Discussion Paper No. 133, University of Leicester 1990.
Charemza, W.: ‘Excess demand estimates from disequilibrium econometric models’, Department of Economics Discussion Paper No. 123, University of Leicester 1989.
Charemza, W. and S. Ghatak: ‘Financial liberalisation in Sri Lanka: An empirical analysis’, Department of Economics Discussion Paper No. 117, University of Leicester 1989.
Charemza, W. and J. Király: ‘A simple test for structural invariance and policy exogeneity’, Department of Economics Discussion Paper No. 95, Leicester 1988.
Charemza, W.: ‘A note on definitions of invariance and exogeneity’, Department of Economics Discussion Paper No. 96, University of Leicester, 1988.
Charemza, W. and J. Király: ‘Plans and exogeneity: Some further results’, Department of Economics Discussion Paper No.76, University of Leicester, 1988.
Charemza, W.and J. Király: `Plans, output and expectations in centrally planned economies: A causality-exogeneity approach’, CREES Discussion Paper No. G7, University of Birmingham, 1986.
Charemza, W. and M. Gronicki: ‘Internal versus external factors of excess demand in Poland Econometric evidence’, Conference Paper, Conference "East-West Trade and Financial Relations", European University Institute, Florence, 1985.
Charemza, W. and M. Gronicki: ‘Simultaneous consumption-labour-money analysis in a disequilibrium framework: Poland 19601980’, CREES Discussion Paper No. RC/B20, University of Birmingham, May 1984.
Charemza, W.: ‘The centrally planned economy and the international crisis: Poland 197980’, CREES Annual Conference, University of Birmingham, 1984.
Charemza, W. and M. Gronicki: ‘Rational expectations, wage illusion and consumption excess demand: An empirical investigation for Poland’, University of London, BirkbeckCollege, Discussion Paper No. 43, October 1983.
Charemza, W. and M. Gronicki: ‘Rational expectations in a disequilibrium model for centrally planned economies: The case of Poland’, University of Gdansk, Discussion Paper No. 14, March 1982.
Charemza, W.: ‘OLS and 2SLS methods in a disequilibrium model', Conference Paper, V International Conference, `Models and Forecasts', 1982.
Charemza, W. and M. Gronicki: ‘On two theories of firms' behaviour under rationing’, University of Gdańsk, Discussion Paper No. 10, October 1981, (in Polish).
Charemza, W. and M. Gronicki: ‘Disequilibrium indicators in a simple econometric model of Poland: OLS and Bayesian results’, University of Gdańsk, Discussion Paper No. 7/R, October 1980.
Charemza, W.: ‘A method of estimation for centrally planned markets in disequilibrium’, University of Gdańsk, Discussion Paper No. 6, April 1980.
Charemza, W. and B. Gierusz: ‘Problems of building and applications of large disequilibrium econometric models', Conference Paper, 6th International Conference, ‘Macromodels’, 1979.
Charemza, W., B. Gierusz and M. Krzysztofiak ‘Models of Polish maritime transport’, Conference Paper, Econometric Society European Meeting, Athens, 1979.
Charemza, W.: ‘Estimation of a disequilibrium model Some Monte Carlo results’, Conference paper, 5th International Conference `Macromodels', 1978.
Charemza, W.: ‘A spectral approach to disequilibrium analysis’, University of Gdańsk, Discussion Paper No. 1, September 1977.
Charemza, W. and M. Gronicki: ‘Utilisation of a market model to optimal decision-making in case of disequilibrium’. Conference paper, III International Conference, ‘Models and Forecasts', 1976.
Charemza, W. and M. Gronicki: ‘Simple tests against autocorrelation in a simultaneous dynamic model Monte Carlo study’. Conference paper, III International Conference `Models and Forecasts', 1976.
Charemza, W.: ‘A simulation model of the tanker charter market Charemza, W., the assumption of disequilibrium’, Rostocker Betriebswirtschaftliche Manuskripte, Rostock, 1975, pp. 75-83.