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 1 5 18 172
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 0 139 2 4 12 435
Granger causality and regime inference in Bayesian Markov-Switching VARs 0 0 0 57 0 1 14 116
Granger-causal analysis of GARCH models: a Bayesian approach 0 0 0 43 0 4 16 115
Granger-causal analysis of VARMA-GARCH models 1 1 3 127 9 18 31 477
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference 0 1 13 19 1 4 29 35
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 0 9 17 236
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 1 5 9 170
Total Working Papers 1 2 16 608 14 50 146 1,756


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 1 27 0 2 12 93
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 0 0 1 26 3 8 20 101
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 1 4 19 0 2 21 70
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 1 5 1 4 25 52
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 0 4 7 51
Total Journal Articles 0 1 7 92 4 20 85 367


Statistics updated 2026-06-04