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 2 8 14 167
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 0 139 3 7 10 431
Granger causality and regime inference in Bayesian Markov-Switching VARs 0 0 0 57 0 10 14 115
Granger-causal analysis of GARCH models: a Bayesian approach 0 0 0 43 6 8 13 111
Granger-causal analysis of VARMA-GARCH models 0 1 2 126 0 6 15 459
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference 0 2 18 18 1 17 31 31
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 0 3 9 227
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 1 4 4 165
Total Working Papers 0 3 20 606 13 63 110 1,706


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 2 27 0 6 15 91
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 0 0 2 26 0 5 13 93
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 0 3 18 5 14 19 68
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 1 5 2 10 23 48
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 0 1 3 47
Total Journal Articles 0 0 8 91 7 36 73 347


Statistics updated 2026-03-04