The Church does not believe nor teach the popular notion ghosts. While apparitions are a given, these are allowed by God and are generally a one-way communication wherein the apparition is typically seen as requesting prayers for their souls in purgatory. The more unique apparitions of Mary and Jesus are not ghosts in the sense that they are bodily existing in heaven.
The Church does teach the existence of demonic forces and beings that can infest a location, posses a person and "haunt" (I can't remember the exact word, it's like pestering) an individual or family.
Ghosts like Slimer are all great comedy.