Tomasz Woźniak
Names
| first: | Tomasz |
| last: | Woźniak |
Identifer
| RePEc Short-ID: | pwo179 |
Contact
| homepage: | http://bit.ly/tomaszwozniak |
| phone: | +61 3 834 45310 |
| postal address: | Department of Economics The University of Melbourne 111 Barry Street FBE Building, Level 4 Carlton 3053 Victoria Australia |
Affiliations
-
University of Melbourne
/ Faculty of Business and Economics
/ Department of Economics
- EDIRC entry
- location:
Research profile
author of:
- Bayesian Vector Autoregressions (RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380)
by Tomasz Woźniak - Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity (RePEc:diw:diwwpp:dp1707)
by Helmut Lütkepohl & Tomasz Woźniak - Granger causality and regime inference in Bayesian Markov-Switching VARs (RePEc:ecb:ecbwps:20151794)
by Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz - Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324)
by Lütkepohl, Helmut & Woźniak, Tomasz - Testing causality between two vectors in multivariate GARCH models (RePEc:eee:intfor:v:31:y:2015:i:3:p:876-894)
by Woźniak, Tomasz - Bayesian Testing of Granger Causality in Markov-Switching VARs (RePEc:eui:euiwps:eco2012/06)
by Matthieu Droumaguet & Tomasz Wozniak - Granger-causal analysis of VARMA-GARCH models (RePEc:eui:euiwps:eco2012/19)
by Tomasz Wozniak - Testing Causality Between Two Vectors in Multivariate GARCH Models (RePEc:eui:euiwps:eco2012/20)
by Tomasz Wozniak - Testing Causality Between Two Vectors in Multivariate GARCH Models (RePEc:mlb:wpaper:1139)
by Tomasz Wozniak - Granger-causal analysis of GARCH models: a Bayesian approach (RePEc:mlb:wpaper:1194)
by Tomasz Wozniak - Granger-causal analysis of GARCH models: A Bayesian approach (RePEc:taf:emetrv:v:37:y:2018:i:4:p:325-346)
by Tomasz Woźniak - Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods (RePEc:wly:japmet:v:32:y:2017:i:4:p:802-818)
by Matthieu Droumaguet & Anders Warne & Tomasz Woźniak