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 1 4 154
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 0 139 0 2 3 423
Granger causality and regime inference in Bayesian Markov-Switching VARs 0 0 0 57 0 1 4 102
Granger-causal analysis of GARCH models: a Bayesian approach 0 0 1 43 0 1 2 99
Granger-causal analysis of VARMA-GARCH models 0 0 1 124 0 2 4 446
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference 9 15 15 15 1 7 7 7
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 0 1 1 219
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 0 0 0 161
Total Working Papers 9 15 17 601 1 15 25 1,611


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 4 26 0 1 13 81
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 0 1 3 25 1 2 7 82
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 0 1 15 0 0 6 49
Granger-causal analysis of GARCH models: A Bayesian approach 1 1 2 5 2 3 8 29
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 0 0 2 44
Total Journal Articles 1 2 10 86 3 6 36 285


Statistics updated 2025-07-04