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Tomasz Wozniak
(Tomasz Wo┼║niak)

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Personal Details

First Name: Tomasz
Middle Name:
Last Name: Wozniak
Suffix:

RePEc Short-ID: pwo179

Email:
Homepage: http://bit.ly/tomaszw
Postal Address: Department of Economics The University of Melbourne 111 Barry Street FBE Building, Level 4 Carlton 3053 Victoria Australia
Phone: +61 3 834 45310

Affiliation

Department of Economics
Faculty of Business and Economics
University of Melbourne
Location: Melbourne, Australia
Homepage: http://www.economics.unimelb.edu.au/
Email:
Phone: + 61 3 9344 5289
Fax: + 61 3 9344 6899
Postal: University of Melbourne VIC 3010
Handle: RePEc:edi:demelau (more details at EDIRC)

Works

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Working papers

  1. Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
  2. Matthieu Droumaguet & Tomasz Wozniak, 2012. "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers ECO2012/06, European University Institute.
  3. Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2012-03-21 2012-07-23 2012-09-09. Author is listed
  2. NEP-EEC: European Economics (1) 2012-09-09. Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2012-03-21 2012-07-23 2012-09-09 2012-09-09. Author is listed

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