Valentyn Panchenko
School of Economics - PhD, University of Amsterdam, Netherlands
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.
From This Author
Can an open data regime meet what consumers expect?
Easier price comparison is just one gain from new legislation
The promise and the pitfalls of harnessing big data
Among the useful possibilities lurk some spurious correlations