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	3	4	157
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	2	4	448
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference	0	1	16	16	2	3	10	10
Testing Causality Between Two Vectors in Multivariate GARCH Models	0	0	0	80	1	4	5	223
Testing Causality Between Two Vectors in Multivariate GARCH Models	0	0	0	38	0	0	0	161
Total Working Papers	0	1	16	602	6	14	29	1,625

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	1	1	5	27	2	3	15	84
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity	0	0	3	25	1	4	9	86
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods	1	2	3	17	1	3	9	52
Granger-causal analysis of GARCH models: A Bayesian approach	0	0	1	5	0	3	10	32
Testing causality between two vectors in multivariate GARCH models	0	0	0	15	0	1	3	45
Total Journal Articles	2	3	12	89	4	14	46	299

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Statistics updated 2025-10-06