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	2	4	8	161
Bayesian Testing of Granger Causality in Markov-Switching VARs	0	0	0	139	0	1	3	424
Granger causality and regime inference in Bayesian Markov-Switching VARs	0	0	0	57	7	10	11	112
Granger-causal analysis of GARCH models: a Bayesian approach	0	0	0	43	0	2	5	103
Granger-causal analysis of VARMA-GARCH models	1	2	2	126	2	7	11	455
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference	1	1	17	17	11	15	25	25
Testing Causality Between Two Vectors in Multivariate GARCH Models	0	0	0	80	1	2	7	225
Testing Causality Between Two Vectors in Multivariate GARCH Models	0	0	0	38	0	0	0	161
Total Working Papers	2	3	19	605	23	41	70	1,666

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	2	27	0	1	11	85
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity	0	1	2	26	2	4	10	90
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods	0	1	4	18	4	6	13	58
Granger-causal analysis of GARCH models: A Bayesian approach	0	0	1	5	3	9	18	41
Testing causality between two vectors in multivariate GARCH models	0	0	0	15	1	2	4	47
Total Journal Articles	0	2	9	91	10	22	56	321

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Statistics updated 2026-01-09