Researcher

Professor Valentyn Panchenko

My Expertise

Financial econometrics; time series analysis; dependence measures and copulae; non-parametric and semi-parametric statistics; agent-based models.

Field of Research (FoR)

Biography

Valentyn Panchenko joined UNSW in 2006. He is currently a Professor in Economics, UNSW Business School and the Head in Economics. He holds a PhD degree from the University of Amsterdam, Netherlands, an MPhil degree from Tingergen Institute, Netherlands.

Valentyn's main research area is Econometrics including big data, networks, dependence modelling, Granger causality, model evaluation and prediction, and structural modelling. He is also...view more

Valentyn Panchenko joined UNSW in 2006. He is currently a Professor in Economics, UNSW Business School and the Head in Economics. He holds a PhD degree from the University of Amsterdam, Netherlands, an MPhil degree from Tingergen Institute, Netherlands.

Valentyn's main research area is Econometrics including big data, networks, dependence modelling, Granger causality, model evaluation and prediction, and structural modelling. He is also interested in economic models with bounded rationality, heterogeneous agents, learning and economic interactions.

Valentyn has published articles in the AEJ:Micro, Journal of Econometrics, Journal of Economic Dynamics & Control and Journal of Banking & Finance among others. Valentyn has been the chief investigator on various research projects and grants including the ARC Discovery Projects and DECRA.

For more information, visit Valentyn's research website.

 

View less

Location

Room 440, UNSW Business School building

Map reference (Google map)

Contact

+61-2-9065 1096

Publications

by Professor Valentyn Panchenko