Tomasz Woźniak
Lecturer, Department of Economics, The University of MelbourneMelbourne, Australia
Research field: Economics - Econometrics
time series econometrics, Bayesian inference, Granger causality analysis, multivariate GARCH models, Markov-switching VARs, SVARs
Publications
-
Working Paper (2)
-
Matthieu Droumaguet, Tomasz Woźniak (2012) Bayesian Testing of Granger Causality in Markov-Switching VARs, 1-43.Download PDF (574.29 KB)
-
Tomasz Woźniak (2012) Testing Causality Between Two Vectors in Multivariate GARCH Models, 0-28..Download PDF (336.88 KB)
-
Biographical Information
I have been a lecturer at the Department of Economics at the University of Melbourne since September 2011. I am also a Ph.D. candidate at the European University Institute in Florence, Italy. My supervisor is Helmut Lütkepohl and my advisor is Massimiliano Marcellino.
I completed a Master of Science in IT and Econometrics at the Cracow University of Economics in 2007, where my supervisor was Professor Jacek Osiewalski, and a Master of Research in Economics at the EUI in 2008.
I completed a Master of Science in IT and Econometrics at the Cracow University of Economics in 2007, where my supervisor was Professor Jacek Osiewalski, and a Master of Research in Economics at the EUI in 2008.
CV
Professional Experience
2011 - Present
Lecturer at Department of Economics, The University of Melbourne
Melbourne, Australia
Melbourne, Australia
2007 - Present
Sep 2010 - Dec 2010
Teaching Assistant at New York University
Florence, Italy
Classes taught:
Statistics
Florence, Italy
Classes taught:
Statistics
Sep 2009 - Mar 2011
Teaching Assistant at European University Institute
Florence, Italy
Classes taught:
Econometrics III - Time Series Analysis - winter 2011
Structural Vector Autoregressions and Asymptotic Theory for Time Series by Helmut Lütkepohl - spring 2010
Structural Vector Autoregressions and Asymptotic Theory for Time Series by Helmut Lütkepohl - fall 2009
Florence, Italy
Classes taught:
Econometrics III - Time Series Analysis - winter 2011
Structural Vector Autoregressions and Asymptotic Theory for Time Series by Helmut Lütkepohl - spring 2010
Structural Vector Autoregressions and Asymptotic Theory for Time Series by Helmut Lütkepohl - fall 2009
Sep 2008 - Sep 2011
Software Tutor - R, LaTeX; Parallel computing tutor at European University Institute
Florence, Italy
Florence, Italy
Jan 2007 - Mar 2007
Intern at Ernst & Young Audit sp. z o.o.
Kraków, Poland
Kraków, Poland
Education
Sep 2007 - Jun 2008
Oct 2002 - Jul 2007
Contact Information
| Webpage: | bit.ly/twozniak |
Publication Statistics
Graphed by cumulative total
Graphed by month
Graphed by day
Graphed by day
Data temporarily unavailable.
Not enough data available.
Public Groups
Public groups Tomasz is a member of
- Not a member of any groups yet.
Public groups Tomasz is following
- Not following any groups yet.
- Find new public groups.
Destinations
Sign up today - FREE
Mendeley saves you time finding and organizing research. Learn more