Browsing All of EconStor by Author Woźniak, Tomasz
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2015 | Granger causality and regime inference in Bayesian Markov-Switching VARs | Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz |
2017 | Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity | Lütkepohl, Helmut; Woźniak, Tomasz |
2023 | Time-Varying Identification of Monetary Policy Shocks | Camehl, Annika; Woźniak, Tomasz |
2024 | Partial identification of heteroskedastic structural VARs: Theory and Bayesian inference | Lütkepohl, Helmut; Shang, Fei; Uzeda, Luis; Woźniak, Tomasz |