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	0	1	2	155
Bayesian Testing of Granger Causality in Markov-Switching VARs	0	0	0	139	0	0	2	423
Granger causality and regime inference in Bayesian Markov-Switching VARs	0	0	0	57	0	0	1	102
Granger-causal analysis of GARCH models: a Bayesian approach	0	0	0	43	0	2	3	101
Granger-causal analysis of VARMA-GARCH models	0	0	0	124	1	1	4	447
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference	0	10	16	16	0	2	8	8
Testing Causality Between Two Vectors in Multivariate GARCH Models	0	0	0	80	2	3	4	222
Testing Causality Between Two Vectors in Multivariate GARCH Models	0	0	0	38	0	0	0	161
Total Working Papers	0	10	16	602	3	9	24	1,619

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	0	4	26	1	1	13	82
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity	0	0	3	25	2	4	8	85
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods	1	1	2	16	1	2	8	51
Granger-causal analysis of GARCH models: A Bayesian approach	0	1	1	5	1	5	10	32
Testing causality between two vectors in multivariate GARCH models	0	0	0	15	0	1	3	45
Total Journal Articles	1	2	10	87	5	13	42	295

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Statistics updated 2025-09-05