4
H index
0
i10 index
32
Citations
University of Melbourne | 4 H index 0 i10 index 32 Citations RESEARCH PRODUCTION: 5 Articles 7 Papers RESEARCH ACTIVITY:
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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: |
Working Papers Series with more than one paper published | # docs |
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Economics Working Papers / European University Institute | 3 |
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2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper |
2024 | Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345. Full description at Econpapers || Download paper |
2024 | From Multidimensional Ornstein - Uhlenbeck Process to Bayesian Vector Autoregressive Process. (2024). , Lewis. In: Journal of Mathematics Research. RePEc:ibn:jmrjnl:v:15:y:2024:i:1:p:32. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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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 | 6 |
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: 6 | 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 | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team