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Tomasz Woźniak

University of Melbourne (from arXiv:2603.16035, 2026) · ORCID · OpenAlex

17 papers in scope · 10 published · 8 on the econ.EM arXiv · 152 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Fei Shang
  2. Sylvia Frühwirth-Schnatter
  3. Luis Uzeda
  4. Helmut Lütkepohl
  5. Annalisa Cadonna
  6. Peter Knaus
  7. Gregor Kastner
  8. Annika Camehl
  9. Pentti Saikkonen
  10. Xuewen Yu
  11. Mika Meitz
  12. Joshua C. C. Chan
  13. Gary Koop
  14. Florian Huber
  15. Yong Song
  16. Darjus Hosszejni
  17. Hedibert F. Lopes
  18. Martin Feldkircher
  19. Savi Virolainen
  20. Niko Hauzenberger

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(9 of 17)

Forecasting with Bayesian Panel Vector Autoregressions Using the R Package bpvars
working paper2026 · arXiv
with Miguel Sánchez-Martínez
Paper profile arXiv arXiv:2606.14143
Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity
working paper2026 · arXiv
with Fei Shang
Paper profile arXiv arXiv:2603.16035
Partial identification of structural vector autoregressions with non-centred stochastic volatility
published2025 · Journal of Econometrics · first circulated 2024
with Helmut Lütkepohl, Fei Shang, Luis Uzeda
Paper profile Journal of Econometrics arXiv:2404.11057
Time-Varying Identification of Structural Vector Autoregressions
working paper2025 · arXiv
with Annika Camehl
Paper profile arXiv arXiv:2502.19659
Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs
working paper2025 · arXiv
with Xiaolei Wang
Paper profile arXiv arXiv:2501.16711
Association of endothelial nitric oxide synthase (NOS3) rs2070744 variant with advanced retinopathy of prematurity: a case–control study and meta-analysis
published2025 · Scientific Reports · 3 citations
with Aneta Choręziak, Dawid Szpecht, Anna Chmielarz-Czarnocińska, Patrycja Gazińska, Anna Gotz-Więckowska, Ewa Strauss
Scientific Reports
Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
working paper2024 · arXiv · 3 citations
Paper profile arXiv arXiv:2410.15090
Time-Varying Identification of Monetary Policy Shocks
working paper2023 · arXiv · 3 citations
with Annika Camehl
Paper profile arXiv arXiv:2311.05883
Human live spermatozoa morphology assessment using digital holographic microscopy
published2022 · Scientific Reports · 10 citations
with Marzena Kamieniczna, Ewa Stachowska, Agata Augustynowicz, Maciej Kurpisz
Scientific Reports
Markov Switching
working paper2021 · arXiv · 7 citations · first circulated 2020
with Yong Song
Paper profile arXiv arXiv:2002.03598
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
published2020 · Journal of Economic Dynamics and Control · 5 citations · first circulated 2017
with Helmut Lütkepohl, Helmut LLtkepohl
Paper profile Journal of Economic Dynamics and Control arXiv:1811.08167
3D Blood Vessels Reconstruction Based on Segmented CT Data for Further Simulations of Hemodynamic in Human Artery Branches
published2017 · Foundations of Computing and Decision Sciences · 28 citations
with Andrzej Polańczyk, Michał Strzelecki, Wojciech Szubert, Ludomir Stefańczyk
Foundations of Computing and Decision Sciences
Bayesian Vector Autoregressions
published2016 · Australian Economic Review · 29 citations
Australian Economic Review
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods
published2016 · Journal of Applied Econometrics · 47 citations
with Matthieu Droumaguet, Anders Warne
Journal of Applied Econometrics
Granger-causal analysis of GARCH models: A Bayesian approach
published2015 · Econometric Reviews · 6 citations
Econometric Reviews
Testing causality between two vectors in multivariate GARCH models
published2015 · International Journal of Forecasting · 11 citations · first circulated 2012
International Journal of Forecasting
Problem możliwości limitowania wzrostu gospodarczego i rozwoju naukowo-technicznego
published2007 · Studia Socjologiczne
no link

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.