List of staff:

  • Director: Prof. dr hab. Wojciech Charemza

    Position in VCAS: Director

    Email: w.charemza@vistula.edu.pl

    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.

  • Administrative Director: Dr Olga Petranevskaya

    Position in VCAS: Administrative Director

    Email: o.petranevskaya@vistula.edu.pl

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

    Research Interests

    • Business economy
    • Financial crises
    • economic development

    Selected Recent Publications

    Petranevskaya, O.: “Ukrainian process of integration”, Collection of materials of the VII International scientific and practical conference “State and law: Problems of formation and Strategy of development”, 2014

    Petranevskaya, O., : “The impact of individual and situational factors on ethical decision making at the workplace” A VISTA, Students Internet Scientific publications of Vistula University #1’2013

    Petranevskaya, O.: “Problems of stabilization of the financial system of the Russian Federation in the conditions of the world economic crisis”, Collection of theoretical and practical conference of students between universities “Stabilization of development of agricultural sector in condition of global economic crisis”, (2009)

    Petranevskaya, O.: “Causes of the crisis of the banking system of the Russian Federation as a part of the global economic crisis’, The students’ collection treatise “Problems of the social and economic development of Russia and regions during the global financial crisis” (2009)

    Petranevskaya, O., M. Dmitrovskiy: “To the problem of stimulating of innovation activity in Russia”, Collection treatise of 5th all-Russian scientific-practical conference, of youth economic forum “Innovation development”, (2008)

     

  • Senior Research Fellows: Prof. dr hab. Wojciech Charemza

    Position in VCAS: Director

    Email: w.charemza@vistula.edu.pl

    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.

  • Postdoctoral Fellow: Dr Rafał Raciborski

  • Postdoctoral Fellow: Dr Piotr Denderski

  • Junior Research Fellow: Dr Hakan Aras

  • Junior Research Fellow: Dr Jasurbek Babayev

    Position in VCAS: Junior Research Fellow

    Email: j.babaev@vistula.edu.pl

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

    Research Interests

    • Behavioral finance and accounting
    • Alternative finance

    Selected Recent Publications

    Jasurbek Babaev, Islamic Finance and its Place in the World Financial System, Vistula University Quarterly Journal, 2014

     

  • Junior Research Fellow: Dr Olga Petranevskaya

    Position in VCAS: Administrative Director

    Email: o.petranevskaya@vistula.edu.pl

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

    Research Interests

    • Business economy
    • Financial crises
    • economic development

    Selected Recent Publications

    Petranevskaya, O.: “Ukrainian process of integration”, Collection of materials of the VII International scientific and practical conference “State and law: Problems of formation and Strategy of development”, 2014

    Petranevskaya, O., : “The impact of individual and situational factors on ethical decision making at the workplace” A VISTA, Students Internet Scientific publications of Vistula University #1’2013

    Petranevskaya, O.: “Problems of stabilization of the financial system of the Russian Federation in the conditions of the world economic crisis”, Collection of theoretical and practical conference of students between universities “Stabilization of development of agricultural sector in condition of global economic crisis”, (2009)

    Petranevskaya, O.: “Causes of the crisis of the banking system of the Russian Federation as a part of the global economic crisis’, The students’ collection treatise “Problems of the social and economic development of Russia and regions during the global financial crisis” (2009)

    Petranevskaya, O., M. Dmitrovskiy: “To the problem of stimulating of innovation activity in Russia”, Collection treatise of 5th all-Russian scientific-practical conference, of youth economic forum “Innovation development”, (2008)

  • Visiting Fellow: Dr Elvin Mammadov

  • Associate Fellow: Prof Dr hab. Leszek Morawski

    Position in VCAS: Associate Fellow

    Email: l.morawski@vistula.edu.pl

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

    Research Interests

    • Ageing and retirement
    • Tax and benefit policies
    • Income inequality

    Selected Recent Publications

    Kalbarczyk, M., L. Morawski and R. Miśta: Subjective Equivalence Scale – Cross-country and time differences, International Journal of Social Economics 44, no.8, 2017, 1092-1105

    Morawski, L. and A. Domitrz: Subjective approach to assessing poverty in Poland – implications for social policy, Statistics in Transition (new series) 18, no. 3, 2017, 271–290,

    Myck, M., A. Domitrz, L. Morawski and A.Semeniuk: Financial incentives to work in the context of a complex reform package and growing wages: the Polish experience 2005–2011, Baltic Journal of Economics 15, no.2, 2015, 91-121

    Morawski, L. and M. Myck, `Klin’-ing up: effects of Polish tax reforms on those in and on those out, Labour Economics 17, 2010, 556-566

     

    Project/papers in development (selected)

    1. OPUS 12 project (NCN, National Council of Science, Poland), The effect of social transfers and social capital on happiness of elderly, Duration of the project: 2017-2018, Main Investigator (Coordinator: Adam Okulicz-Kozaryn)Okulicz-Kozaryn, A., and L. Morawski, ‘The effect of social transfers and social capital on happiness of elderly’, presented at 15th International Society for Quality of Life Studies (ISQOLS 2017) Insbruck, September 2017.
    2. Other researchMorawski, L., ‘Historia zatrudnienia i aktywność po zakończeniu kariery zawodowej’, projekt ‘Pokolenie 50+ w Polsce na tle Europy: aktywność, zdrowie i jakość życia, Ministerstwo Rodziny, Pracy i Polityki Społecznej, 2017 (Coordinator: Myck M. , CenEA)

     

  • Associate Fellow: Dr Martyna Kobus

  • Associate Fellow: Dr Agata Wancio

  • Associate Fellow: Dr Svetlana Makarova

    Position in VCAS: Associate Fellow

    Permanent position: Senior Lecturer in Comparative Economics, UCL School of Slavonic and East European Studies, UK

    Email: s.makarova@ucl.ac.uk

    Research Interests

    • Macroeconomics of uncertainty and volatility.
    • Monetary policy, inflation modelling. 
    • Economic growth and inflationary process in Eastern Europe and developing economies.
    • Applied and theoretical time series econometrics.
    • Simulation methods in econometrics.

    Selected Recent Publications

    ‘European central bank footprints on inflation forecast uncertainty’, Economic Inquiry, 2017, DOI: 10.1111/ecin.12469.

    ‘Making the most of high inflation’ (with W. Charemza and I. Shah), Applied Economics 47, 2015, 737-741.

    ‘Risk and Uncertainty: Macroeconomic Perspective’. In ‘Risk for development in European and global economy’, ed. J. Kotyński, 2014, Vistula University, Warsaw. An earlier version is available as UCL SSEES WP 129.

    ‘A class of stochastic unit-root bilinear processes. Mixing properties and unit-root test’ (with C. Francq and J.-M. Zakoian), Journal of Econometrics, 142, 2008, pp. 312-326.

     

    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.‘Quasi ex-ante inflation forecast uncertainty’ (with W. Charemza, and C. Díaz), 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. 
    2. Other research‘Geopolitical uncertainty and financial markets’, 7th European Financial Congress, Sopot, June 2017.‘Testing for policy affected uncertainty in ARMA-GARCH model’ (with W. Charemza, C. Francq, and J.-M. Zakoïan), Workshop on the macroeconomic of uncertainty and volatility, Stanford Institute for Theoretical Economics (SITE), Stanford University, September 2016.

Językowe kursy przygotowujące, Studia Podyplomowe, Executive education

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