Anti-pandemic restrictions, uncertainty and sentiment in seven countries

Autor: Wojciech Charemza, Svetlana Makarova, Krzysztof Rybiński

Publikováno v: Economic Change and Restructuring. 56:1-27

We investigate how the stringency of government anti-pandemic policy measures might affect economic policy uncertainty in countries with different degrees of press freedom, various press reporting styles and writing conventions. We apply a text-based

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::dd86035f76182bcad203eb04baa4ae4d
https://doi.org/10.1007/s10644-022-09447-8

Quasi ex-ante inflation forecast uncertainty

Autor: Carlos Díaz, Wojciech Charemza, Svetlana Makarova

Publikováno v: International Journal of Forecasting. 35:994-1007

We propose a measure of the effects of monetary policy based on an analysis of the distribution of the ex-post inflation forecast uncertainty. We argue that the difference between the distributions of the ex-ante and ex-post uncertainties reflects th

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::7a03b576e82735988a2ed6bbe02285e0
https://doi.org/10.1016/j.ijforecast.2019.03.002

Forecasting the duration of short-term deflation episodes

Autor: Svetlana Makarova, Wojciech Charemza, Yinkai Wu

Publikováno v: Journal of Forecasting. 37:475-488

The paper proposes a simulation‐based approach to multistep probabilistic forecasting, applied for predicting the probability and duration of negative inflation. The essence of this approach is in counting runs simulated from a multivariate distrib

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::eb0a465a7ef8527764f1c2326663531e
https://doi.org/10.1002/for.2514

Making the most of high inflation

Autor: Wojciech Charemza, Svetlana Makarova, Imran Hussain Shah

Publikováno v: Charemza, W, Makarova, S & Shah, I H 2015, ' Making the most of high inflation ', Applied Economics, vol. 47, no. 34-35, pp. 3723-3739 . https://doi.org/10.1080/00036846.2015.1021462

The article examines the relationship between the real effects of inflation and its level in countries with frequent episodes of high inflation. The real effects are computed as asymmetric impulse responses of output to inflation separately for the r

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abf5185f475ecc53ef4070c360919c44
https://doi.org/10.1080/00036846.2015.1021462

A small forward-looking inter-country model (Belarus, Russia and Ukraine)

Autor: Julia Raskina, Svetlana Makarova, Yulia Vymyatnina, Wojciech Charemza, Yaroslav Prytula

Publikováno v: Economic Modelling. 26:1172-1183

The paper describes an inter-country model developed on the New Keynesian Phillips curve principle for the economies of Belarus, Russia and Ukraine. Technically the modelling idea has been grounded within the concept of the infinite dimensional vecto

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::64e0107c84ea6556d0852894b0152d70
https://doi.org/10.1016/j.econmod.2009.05.005