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 1 2 11 99 2 14 34 129
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 1 1 135 0 5 7 410
Granger causality and regime inference in Bayesian Markov-Switching VARs 1 2 4 51 1 5 12 77
Granger-causal analysis of GARCH models: a Bayesian approach 0 0 1 39 0 0 7 72
Granger-causal analysis of VARMA-GARCH models 1 1 3 116 1 6 22 402
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 2 79 1 3 5 202
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 0 0 2 156
Total Working Papers 3 6 22 557 5 33 89 1,448


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 15 1 4 8 39
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 1 2 5 5 2 6 14 14
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 0 0 8 0 0 7 33
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 1 3 0 1 3 12
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 1 3 3 41
Total Journal Articles 1 2 8 46 4 14 35 139


Statistics updated 2020-11-03