| Granger causality and regime inference in Markov switching VAR models with Bayesian methods M Droumaguet, A Warne, T Woźniak Journal of Applied Econometrics 32 (4), 802-818, 2017 | 39 | 2017 |
| Bayesian vector autoregressions T Woźniak Australian Economic Review 49 (3), 365-380, 2016 | 31 | 2016 |
| Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity H Lütkepohl, T Woźniak Journal of Economic Dynamics and Control 113, 103862, 2020 | 24 | 2020 |
| Testing causality between two vectors in multivariate GARCH models T Woźniak International Journal of Forecasting 31 (3), 876-894, 2015 | 14 | 2015 |
| Markov switching Y Song, T Woźniak arXiv preprint arXiv:2002.03598, 2020 | 13 | 2020 |
| Assessing Monetary Policy Models : Bayesian Inference for Heteroskedastic Structural VARs T Woźniak, M Droumaguet http://fbe.unimelb.edu.au/__data/assets/pdf_file/0010/1724932 …, 2015 | 13 | 2015 |
| Granger-Causal Analysis of VARMA-GARCH Models T WOŹNIAK | 9* | 2012 |
| Bayesian testing of Granger causality in Markov-switching VARs M Droumaguet, T Woźniak | 8 | 2012 |
| Accurate computation of marginal data densities using variational Bayes G Hajargasht, T Woźniak arXiv preprint arXiv:1805.10036, 2018 | 7 | 2018 |
| Granger-causal analysis of GARCH models: a Bayesian approach T Woźniak Econometric Reviews 37 (4), 325-346, 2018 | 6 | 2018 |
| Granger-Causal analysis of conditional mean and volatility models T Woźniak | 3 | 2012 |
| Partial identification of heteroskedastic structural vars: Theory and bayesian inference H Lütkepohl, F Shang, L Uzeda, T Woźniak arXiv preprint arXiv:2404.11057, 2024 | 2 | 2024 |
| Time-Varying Identification of Monetary Policy Shocks A Camehl, T Woźniak arXiv preprint arXiv:2311.05883, 2023 | 1 | 2023 |
| Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis L Panza, T Wozniak http://fbe.unimelb.edu.au/__data/assets/pdf_file/0003/1427457 …, 2015 | | 2015 |
Helmut LütkepohlDIW, Freie Universitaet BerlinVerified email at diw.de
