Valentyn Panchenko Deputy Head of School Research opens in a new window

Valeriy Panchenko is a Professor of Economics at the University of New South Wales (UNSW), Australia. He is known for his research in econometrics, financial economics, and nonlinear dynamics. His work often bridges theoretical and applied economics, with a focus on understanding market behavior, financial integration, and the dynamics of economic systems. Panchenko has made significant contributions to the development of nonparametric tests for Granger causality, serial independence, and goodness-of-fit tests for copulas. He has also worked on the econometric analysis of financial networks, particularly in the context of the interbank market. His research has been published in top-tier journals such as the *Journal of Economic Dynamics and Control*, *Physica A*, and *Studies in Nonlinear Dynamics and Econometrics*. In addition to his academic work, Panchenko has developed software tools for econometric analysis and has contributed to the field of computational economics through the creation of user-friendly software packages for nonlinear economic dynamics.