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 0 2 18 173
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 0 139 0 2 12 435
Granger causality and regime inference in Bayesian Markov-Switching VARs 0 0 0 57 0 0 14 116
Granger-causal analysis of GARCH models: a Bayesian approach 0 0 0 43 0 0 14 115
Granger-causal analysis of VARMA-GARCH models 0 1 3 127 0 10 32 478
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference 0 0 3 19 0 3 29 37
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 0 1 9 170
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 0 2 18 238
Total Working Papers 0 1 6 608 0 20 146 1,762


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 1 2 14 95
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 1 2 3 28 1 5 20 103
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 0 4 19 1 2 22 72
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 0 5 1 2 22 53
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 0 0 6 51
Total Journal Articles 1 2 8 94 4 11 84 374


Statistics updated 2026-08-07