Valentyn Panchenko

Professor, Head of School

School of Economics - PhD, University of Amsterdam, Netherlands


Econometric theory, financial econometrics, behavioural models, economic networks

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About Valentyn

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 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.

For more information, visit Valentyn's research website.