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 2 19 174
Bayesian Testing of Granger Causality in Markov-Switching VARs 0 0 0 139 0 0 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 0 3 127 1 2 32 479
Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference 0 0 3 19 0 2 29 37
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 80 0 2 16 238
Testing Causality Between Two Vectors in Multivariate GARCH Models 0 0 0 38 0 0 9 170
Total Working Papers 0 0 6 608 2 8 145 1,764


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 13 95
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 0 2 3 28 1 3 19 104
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 0 0 3 19 1 3 22 73
Granger-causal analysis of GARCH models: A Bayesian approach 0 0 0 5 0 1 21 53
Testing causality between two vectors in multivariate GARCH models 0 0 0 15 0 0 6 51
Total Journal Articles 0 2 7 94 2 9 81 376


Statistics updated 2026-09-10