3
H index
0
i10 index
22
Citations
University of Melbourne | 3 H index 0 i10 index 22 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 |
Year | Title of citing document |
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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 |
Year | Title | Type | Cited |
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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 |
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