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 1 6 18 171
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 0 139 2 5 10 433
Granger causality and regime inference in Bayesian Markov-Switching VARs 0 0 0 57 0 1 15 116
Granger-causal analysis of GARCH models: a Bayesian approach 0 0 0 43 2 10 16 115
Granger-causal analysis of VARMA-GARCH models 0 0 2 126 8 9 24 468
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference 0 1 19 19 1 4 34 34
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 7 9 17 236
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 2 5 8 169
Total Working Papers 0 1 21 607 23 49 142 1,742


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Vector Autoregressions 0 0 1 27 2 2 12 93
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 0 0 1 26 3 5 17 98
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 1 1 4 19 2 7 21 70
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 1 5 2 5 25 51
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 2 4 7 51
Total Journal Articles 1 1 7 92 11 23 82 363


Statistics updated 2026-05-06