First Name: Tomasz
Last Name: Wozniak
RePEc Short-ID: pwo179
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
- Department of Economics
Faculty of Business and Economics
University of Melbourne
- Location: Melbourne, Australia
Phone: + 61 3 9344 5289
Fax: + 61 3 9344 6899
Postal: University of Melbourne VIC 3010
Handle: RePEc:edi:demelau (more details at EDIRC)
- Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, 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.
- Matthieu Droumaguet & Tomasz Wozniak, 2012.
"Bayesian Testing of Granger Causality in Markov-Switching VARs,"
Economics Working Papers
ECO2012/06, European University Institute.
RePEc:eui:euidis:urn:hdl:1814/25136 is not listed on IDEAS
RePEc:ner:euiflo:urn:hdl:1814/25136 is not listed on IDEAS
NEP Fields5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ECM: Econometrics (4) 2012-03-21 2012-07-23 2012-09-09 2013-04-06. Author is listed
- NEP-EEC: European Economics (1) 2012-09-09
- NEP-ETS: Econometric Time Series (5) 2012-03-21 2012-07-23 2012-09-09 2012-09-09 2013-04-06. Author is listed
Most downloaded item (past 12 months)
- Matthieu Droumaguet & Tomasz Wozniak, 2012. "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers ECO2012/06, European University Institute.
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