Citation profile for Tomasz Woźniak

Tomasz Woźniak : Citation Profile

University of Melbourne

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 2
   Journals where Tomasz Woźniak has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 7 (24.14 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo179
   Updated: 2023-03-25    RAS profile: 2023-03-16
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Relations with other researchers

Works with:

LÃ¼tkepohl, Helmut (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tomasz Woźniak.

Is cited by:

Morita, Rubens (2)

Mendieta-MuÃ±oz, Ivan (2)

Wong, Benjamin (2)

Huber, Florian (1)

Pedersen, Rasmus (1)

Psaradakis, Zacharias (1)

Pfarrhofer, Michael (1)

Zoerner, Thomas (1)

Hauzenberger, Niko (1)

Li, Mengheng (1)

Fengler, Matthias (1)

Cites to:

Sims, Christopher (16)

Dufour, Jean-Marie (16)

Geweke, John (12)

LÃ¼tkepohl, Helmut (11)

Hafner, Christian (11)

Diebold, Francis (8)

Geweke, John (8)

Yilmaz, Kamil (8)

TerÃ¤svirta, Timo (8)

Engle, Robert (7)

Zha, Tao (6)

Main data

Where Tomasz Woźniak has published?

Working Papers Series with more than one paper published	# docs
Economics Working Papers / European University Institute	3

Recent works citing Tomasz Woźniak (2022 and 2021)

Year	Title of citing document
2021	Bayesian Testing Of Granger Causality In Functional Time Series. (2021). Sikaria, Shubhangi ; Majumdar, Anandamayee ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2112.15315. Full description at Econpapers \|\| Download paper
2021	Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7. Full description at Econpapers \|\| Download paper
2022	A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203. Full description at Econpapers \|\| Download paper
2022	Causality between energy consumption and economic growth in the presence of GDP threshold effect: Evidence from OECD countries. (2022). Tseng, Wei-Chun ; Chen, Chi-Chung ; Tran, Bao-Linh. In: Energy. RePEc:eee:energy:v:251:y:2022:i:c:s0360544222008052. Full description at Econpapers \|\| Download paper
2022	Bayesian Testing of Granger Causality in Functional Time Series. (2022). Sikaria, Shubhangi ; Majumdar, Anandamayee ; Sen, Rituparna. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-022-00306-x. Full description at Econpapers \|\| Download paper
2022	European Sovereign Bond and Stock Market Granger Causality Dynamics. (2022). Morita, Rubens ; Kurter, Zeynep O ; Gomes, Pedro. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1405. Full description at Econpapers \|\| Download paper

Works by Tomasz Woźniak:

Year	Title	Type	Cited
2016	Bayesian Vector Autoregressions In: Australian Economic Review. [Full Text][Citation analysis]	article	4
2017	Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis]	paper	0
2020	Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity.(2020) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	article
2015	Granger causality and regime inference in Bayesian Markov-Switching VARs In: Working Paper Series. [Full Text][Citation analysis]	paper	5
2015	Testing causality between two vectors in multivariate GARCH models In: International Journal of Forecasting. [Full Text][Citation analysis]	article	3
2012	Testing Causality Between Two Vectors in Multivariate GARCH Models.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3	paper
2012	Testing Causality Between Two Vectors in Multivariate GARCH Models.(2012) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3	paper
2012	Bayesian Testing of Granger Causality in Markov-Switching VARs In: Economics Working Papers. [Full Text][Citation analysis]	paper	3
2012	Granger-causal analysis of VARMA-GARCH models In: Economics Working Papers. [Full Text][Citation analysis]	paper	0
2015	Granger-causal analysis of GARCH models: a Bayesian approach In: Department of Economics - Working Papers Series. [Full Text][Citation analysis]	paper	1
2018	Granger-causal analysis of GARCH models: A Bayesian approach.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	article
2017	Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	6