Concepedia

Wojciech Charemza

WC

Statistics

Publications

17

Citations

934

H-Index

13

Active since

1981

Affiliations

University of Leicester(Current)

University of Gdańsk

Princeton University

Wojciech Charemza is an author at University of Leicester specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceEconomic AnalysisEconometricsMacroeconomicsManagementStatisticsAsset PricingMicroeconomics

Publications per year

1981–2021

17

Publications

17

NEW DIRECTIONS IN ECONOMETRIC PRACTICE

Wojciech Charemza, Derek Deadman · RePEc: Research Papers in Economics · 1992 · 350 citations

Econophysics, Econometric Model, Economics +12

COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING<sup>1</sup>

Maria Blangiewicz, Wojciech Charemza · Oxford Bulletin of Economics and Statistics · 1990 · 80 citations

Empirical Finance, Volatility Modeling, Finance +7

Speculative bubbles with stochastic explosive roots: The failure of unit root testing

Wojciech Charemza, Derek Deadman · Journal of Empirical Finance · 1995 · 79 citations

Economics, Market Trend, Shock (Economics) +9

Joint application of the Dickey-Fuller and KPSS tests

Wojciech Charemza, Ewa Marta Syczewska · Economics Letters · 1998 · 61 citations

Joint Application, Measurement, Particle Physics +3

Demand for Money in a Dual-Currency, Quantity-Constrained Economy: Hungary and Poland, 1956-1985

Wojciech Charemza, Subrata Ghatak · The Economic Journal · 1990 · 60 citations

Monetary Policy, Economics, International Finance +14

Rows per page

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