Details about Tomasz Woźniak

Access statistics for papers by Tomasz Woźniak.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pwo179

Working Papers

2017

1. Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
   See also Journal Article Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (6) (2020)

2015

2. Granger causality and regime inference in Bayesian Markov-Switching VARs
   Working Paper Series, European Central Bank View citations (5)
3. Granger-causal analysis of GARCH models: a Bayesian approach
   Department of Economics - Working Papers Series, The University of Melbourne
   See also Journal Article Granger-causal analysis of GARCH models: A Bayesian approach, Econometric Reviews, Taylor & Francis Journals (2018) View citations (1) (2018)

2012

4. Bayesian Testing of Granger Causality in Markov-Switching VARs
   Economics Working Papers, European University Institute View citations (6)
5. Granger-causal analysis of VARMA-GARCH models
   Economics Working Papers, European University Institute View citations (3)
6. Testing Causality Between Two Vectors in Multivariate GARCH Models
   Economics Working Papers, European University Institute View citations (2)
   Also in Department of Economics - Working Papers Series, The University of Melbourne (2012) View citations (4)
   See also Journal Article Testing causality between two vectors in multivariate GARCH models, International Journal of Forecasting, Elsevier (2015) View citations (2) (2015)

Journal Articles

2020

1. Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
   Journal of Economic Dynamics and Control, 2020, 113, (C) View citations (6)
   See also Working Paper Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity, Discussion Papers of DIW Berlin (2017) (2017)

2018

2. Granger-causal analysis of GARCH models: A Bayesian approach
   Econometric Reviews, 2018, 37, (4), 325-346 View citations (1)
   See also Working Paper Granger-causal analysis of GARCH models: a Bayesian approach, Department of Economics - Working Papers Series (2015) (2015)

2017

3. Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods
   Journal of Applied Econometrics, 2017, 32, (4), 802-818 View citations (11)

2016

4. Bayesian Vector Autoregressions
   Australian Economic Review, 2016, 49, (3), 365-380 View citations (5)

2015

5. Testing causality between two vectors in multivariate GARCH models
   International Journal of Forecasting, 2015, 31, (3), 876-894 View citations (2)
   See also Working Paper Testing Causality Between Two Vectors in Multivariate GARCH Models, Economics Working Papers (2012) View citations (2) (2012)