Access Statistics for Tomasz Woźniak

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	4	6	159
Bayesian Testing of Granger Causality in Markov-Switching VARs	0	0	0	139	1	1	3	424
Granger causality and regime inference in Bayesian Markov-Switching VARs	0	0	0	57	2	3	4	105
Granger-causal analysis of GARCH models: a Bayesian approach	0	0	0	43	1	2	5	103
Granger-causal analysis of VARMA-GARCH models	1	1	1	125	2	6	9	453
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference	0	0	16	16	3	6	14	14
Testing Causality Between Two Vectors in Multivariate GARCH Models	0	0	0	80	1	2	6	224
Testing Causality Between Two Vectors in Multivariate GARCH Models	0	0	0	38	0	0	0	161
Total Working Papers	1	1	17	603	11	24	47	1,643

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bayesian Vector Autoregressions	0	1	2	27	0	3	11	85
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity	1	1	2	26	1	3	8	88
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods	1	2	4	18	1	3	9	54
Granger-causal analysis of GARCH models: A Bayesian approach	0	0	1	5	4	6	15	38
Testing causality between two vectors in multivariate GARCH models	0	0	0	15	0	1	4	46
Total Journal Articles	2	4	9	91	6	16	47	311

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Statistics updated 2025-12-06