Department of Economics

Academic Staff

Prof. Wojciech Charemza
Professor of Economics

Room: Astley Clarke 005
Tel: 0116 252 2899
Email: wch@le.ac.uk

Personal Page

Professor Charemza is currently on secondment to the National Bank of Poland, where he holds a position of the Principal Economist and Advisor to the Governor. His teaching is concentrated in the Second Semester each year.

Research Interests

• Financial econometrics, modelling of East European Economies, simulation methods in econometrics.

Representative Publications

• (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)
   
• (2005) ‘Is inflation stationary?’, Applied Economics 37, pp. 901-903. (with D. Hristova and P. Burridge)
   
• (2004) 'Predictability of stock markets with disequilibrium trading', European Journal of Finance, 10, pp. 329-344 (with K. K. Shields and A. Zalewska)
   
• (2002) 'Guesstimation' Journal of Forecasting 21, pp. 417-433
   
• (2000) 'Regulation of the Warsaw Stock Exchange: the portfolio allocation problem' Journal of Banking and Finance 24, 555-576, (with E. Majerowska)
  

Current Teaching

• EC3064: Applied Econometrics Project
• EC3074: Empirical Finance
• EC7079: Financial Econometrics

Current Administrative Duties

• Member of the Senior Management Team
• Director of Research Programmes
• Thesis Committee Chair (Semester Two)