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 1 105 0 0 7 153
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 0 139 0 0 2 421
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 0 0 2 98
Granger-causal analysis of VARMA-GARCH models 0 0 2 124 0 0 5 444
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 0 0 0 218
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 0 0 0 161
Total Working Papers 0 0 4 586 0 0 19 1,596


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 25 1 2 12 76
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 0 0 4 24 0 0 13 80
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 1 1 15 3 4 7 49
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 1 4 1 2 4 25
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 0 2 2 44
Total Journal Articles 0 1 10 83 5 10 38 274


Statistics updated 2025-03-03