Tomasz Woźniak : Citation Profile

University of Melbourne

4

H index

0

i10 index

33

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 2
   Journals where Tomasz Woźniak has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 7 (17.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo179
   Updated: 2026-01-17    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Lütkepohl, 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:

Majumdar, Anandamayee (3)

Wong, Benjamin (3)

Morita, Rubens (2)

Mendieta-Muñoz, Ivan (2)

Morley, James (2)

Lanne, Markku (1)

Pfarrhofer, Michael (1)

Zoerner, Thomas (1)

Marcellino, Massimiliano (1)

Rao, D.S. Prasada (1)

Mansur, Alfan (1)

Cites to:

Sims, Christopher (16)

Dufour, Jean-Marie (16)

Lütkepohl, Helmut (12)

Geweke, John (12)

Hafner, Christian (11)

Yilmaz, Kamil (8)

Teräsvirta, Timo (8)

Geweke, John (8)

Diebold, Francis (8)

Zha, Tao (7)

Engle, Robert (7)

Main data

Where Tomasz Woźniak has published?

Working Papers Series with more than one paper published# docs
Economics Working Papers / European University Institute3

Recent works citing Tomasz Woźniak (2025 and 2024)

YearTitle of citing document
2025Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars. (2025). Wo, Tomasz. In: Papers. RePEc:arx:papers:2410.15090.

Full description at Econpapers || Download paper

2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

Full description at Econpapers || Download paper

2024Non-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

2024Blended 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

2024From 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

2024Resilience of Developing Economies to External Shocks: Empirical Evidence from CEMAC Countries. (2024). Aumeboonsuke, Vesarach ; Foabeh, Peter Ajonghakoh. In: Journal of Sustainable Development. RePEc:ibn:jsd123:v:17:y:2024:i:3:p:81.

Full description at Econpapers || Download paper

2024The business cycle in Brazil: identification via heteroskedasticity. (2024). de Mendona, Thiago Drummond ; Rocha, Elcyon Caiado. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:3:d:10.1007_s10368-024-00615-x.

Full description at Econpapers || Download paper

2024Statistically identified structural VAR model with potentially skewed and fat‐tailed errors. (2024). Lanne, Markku ; Anttonen, Jetro ; Luoto, Jani. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:422-437.

Full description at Econpapers || Download paper

Works by Tomasz Woźniak:

YearTitleTypeCited
2025Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2016Bayesian Vector Autoregressions In: Australian Economic Review.
[Full Text][Citation analysis]		article5
2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper7
2020Bayesian 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: 7		article
2015Granger causality and regime inference in Bayesian Markov-Switching VARs In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2015Testing causality between two vectors in multivariate GARCH models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2012Testing 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
2012Testing 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
2012Bayesian Testing of Granger Causality in Markov-Switching VARs In: Economics Working Papers.
[Full Text][Citation analysis]		paper3
2012Granger-causal analysis of VARMA-GARCH models In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2015Granger-causal analysis of GARCH models: a Bayesian approach In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper1
2018Granger-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
2017Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article9

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