3
H index
0
i10 index
25
Citations
Tomasz Woźniak : Citation Profile
University of Melbourne | RESEARCH PRODUCTION: 5 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
8 years (2012 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tomasz Woźniak. | Is cited by:
| Cites to:
|
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper |
| 2023 | Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34. Full description at Econpapers || Download paper |
| 2023 | Simultaneous identification of fiscal and monetary policy shocks. (2023). Mansur, Alfan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02352-z. 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 | 5 |
| 2017 | Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
| 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 nother version. Agregated cites: 2 | 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 nother 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 nother 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 nother 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team