Tomasz Wozniak
(Tomasz Woźniak)
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 Arts West building, Level 5 3010 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
Working papers
- Matthieu Droumaguet & Tomasz Wozniak, 2012. "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers ECO2012/06, European University Institute.
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Department of Economics - Working Papers Series
1139, The University of Melbourne.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
- 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):- NEP-ECM: Econometrics (3) 2012-03-21 2012-07-23 2012-09-09. Author is listed
- NEP-EEC: European Economics (1) 2012-09-09. Author is listed
- NEP-ETS: Econometric Time Series (4) 2012-03-21 2012-07-23 2012-09-09 2012-09-09. Author is listed
Statistics
Most cited item
- Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
Most downloaded item (past 12 months)
- Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
Access and download statistics for all items
Corrections
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