Valentyn Panchenko

Professor, Deputy Head of School

School of Economics - PhD, University of Amsterdam, Netherlands

Expertise

Econometric theory, financial econometrics, behavioural models, economic networks

  • Bio
  • Publications & Research
  • Grants
  • Engagement

About Valentyn

Valentyn Panchenko joined UNSW in 2006. He is currently an Associate Professor in Economics, UNSW Business School and the Deputy Head in Economics. He holds a PhD degree from the University of Amsterdam, Netherlands and an MPhil degree from Tingergen Institute, Netherlands. Valentyn held visiting positions in Cambridge University (UK), University of Amsterdam (the Netherlands) and Santa Fe Institute (USA).

Valentyn's main research area is Econometrics. He has published articles in the Journal of Econometrics, Journal of Economic Dynamics and Control and Journal of Banking and Finance among others. Valentyn has been the chief investigator on various research projects and grants including the ARC Discovery Projects and DECRA.

​Valentyn Panchenko's expertise is in Econometrics including big data, networks, dependence modelling, Granger causality, model evaluation and prediction, state-space modelling and structural modelling. He is also interested in models with bounded rationality, heterogeneous agents, learning and economic interactions.

For more information, visit Valentyn's research website.

valentynpanchenko