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 1 2 103 1 3 6 143
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 1 137 0 0 1 415
Granger causality and regime inference in Bayesian Markov-Switching VARs 0 0 1 55 0 1 7 94
Granger-causal analysis of GARCH models: a Bayesian approach 0 0 1 41 0 4 11 93
Granger-causal analysis of VARMA-GARCH models 0 0 2 122 0 1 5 435
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 1 1 3 218
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 0 0 0 161
Total Working Papers 0 1 7 576 2 10 33 1,559


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 17 2 2 8 56
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 0 0 3 17 1 2 13 56
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 0 0 14 0 0 2 42
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 0 3 0 0 1 20
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 0 0 0 42
Total Journal Articles 0 0 5 66 3 4 24 216


Statistics updated 2023-06-05