Access Statistics for Tomasz Woźniak

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity 0 0 0 105 0 0 3 153
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 0 139 2 2 4 423
Granger causality and regime inference in Bayesian Markov-Switching VARs 0 0 0 57 0 0 3 101
Granger-causal analysis of GARCH models: a Bayesian approach 0 0 1 43 1 1 3 99
Granger-causal analysis of VARMA-GARCH models 0 0 1 124 0 0 3 444
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference 0 0 0 0 0 0 0 0
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 0 0 0 161
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 1 1 1 219
Total Working Papers 0 0 2 586 4 4 17 1,600


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Vector Autoregressions 0 1 5 26 1 6 16 81
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 1 1 4 25 1 1 9 81
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 0 1 15 0 3 6 49
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 1 4 0 2 5 26
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 0 0 2 44
Total Journal Articles 1 2 11 85 2 12 38 281


Statistics updated 2025-05-12