List of staff:

  • Director: Prof. dr hab. Wojciech Charemza

    Position in VCAS: Director


    Office: Room 306, VCAS, Vistula University, ul. Stokłosy 3, 02-787 Warsaw, Poland

    Research Interests

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

    Selected Recent Publications


    Charemza, W. and D. Ladley: ‘Central banks’ forecasts and their bias: evidence, effects and explanation’, International Journal of Forecasting 32, 2016, 804-817.

    Charemza, W., S. Makarova and I. Shah: ‘Making the most of high inflation’, Applied Economics 47, 2015, 737-741.

    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.

    Charemza, W. and I. H. Shah: ‘Stability price index, core inflation and output volatility’ Applied Economics Letters 20, 2013, 737-741.

    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.

    Project/papers in development (selected)

    1. OPUS 8 project (NCN, National Council of Science, Poland), Evaluation of macroeconomic uncertainty, Duration of the project: 2015-2018.Charemza, W., C Díaz and S. Makarova, ‘Quasi ex-ante inflation forecast uncertainty’, presented at the Econometric Research in Finance Workshop, SGH, Warsaw, September 2017; 10th International Conference on Computational and Financial Econometrics (CFE 2016) Seville, December 2016.Charemza, W. S. Makarova and Y. Wu, ‘Probability of short-term deflation episodes and their expected duration: the case of China’, 4th International Symposium in Computational Economics and Finance in Paris, April, 2016.
    2. Other researchCharemza, W., ‘Geopolitical uncertainty and financial markets’, 7th European Financial Congress, Sopot, June 2017.Charemza, W., Francq, C., S. Makarova and J-M. Zakoïan, ‘Testing for policy affected uncertainty in Arma-Garch model’, Workshop on the macroeconomics of uncertainty and volatility, Stanford Institute for Theoretical Economics (SITE), Stanford University, September 2016.
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