Skip to content

Tomasz Woźniak

  • Lecturer
  • University of Melbourne Department of Economics
  • 16PublicationsNumber of items in Tomasz's My Publications folder on Mendeley.
  • 34Followers

Research interests

SVARsMarkov-switching VARsmultivariate GARCH modelsGranger causality analysisBayesian inferencetime series econometrics

Followers (34)

  • Pelayo Munhoz Olea

    Pelayo Munhoz OleaUniversidade de Caxias do Sul

  • Ashail Maharaj

    Ashail MaharajUniversity of the Witwatersrand

  • Maxim Kotsemir

    Maxim KotsemirState University Higher School of Economics

  • Vivianne Vilar

    Vivianne Vilar

  • Ivan Medovikov

    Ivan MedovikovBrock University

  • Markus Kitzmueller

    Markus KitzmuellerUniversity of Michigan Ann Arbor North Campus Official Bookstore

Explore network

Following (36)

  • Ashail Maharaj

    Ashail MaharajUniversity of the Witwatersrand

  • Maxim Kotsemir

    Maxim KotsemirState University Higher School of Economics

  • Vivianne Vilar

    Vivianne Vilar

  • Ivan Medovikov

    Ivan MedovikovBrock University

  • Markus Kitzmueller

    Markus KitzmuellerUniversity of Michigan Ann Arbor North Campus Official Bookstore

  • Niall Hughes

    Niall Hughes

Explore network

Publications (5)

  • Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity

    • Lütkepohl H
    • Woźniak T
    N/AReaders
    N/ACitations
  • Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods

    • Droumaguet M
    • Warne A
    • Woźniak T
    N/AReaders
    N/ACitations
    Get full text
  • Bayesian Vector Autoregressions

    • Woźniak T
    N/AReaders
    N/ACitations
    Get full text
  • Bayesian Vector Autoregressions

    • Woźniak T
    N/AReaders
    N/ACitations
  • Assessing Monetary Policy Models : Bayesian Inference for Heteroskedastic Structural VARs

    • Woźniak T
    • Droumaguet M
    N/AReaders
    N/ACitations

Professional experience

Lecturer

Department of Economics, the University of Melbourne

September 2011 - Present

Visiting Scholar

European Central Bank

January 2013

Researcher

Department of Economics, European University Institute

September 2007 - December 2012(5 years)

Software Tutor - R, LaTeX; Parallel computing tutor

European University Institute

September 2008 - September 2011(3 years)

Teaching Assistant

European University Institute

September 2009 - March 2011(2 years)

Teaching Assistant

New York University

September 2010 - December 2010(3 months)

Intern

Ernst & Young Audit sp. z o.o.

January 2007 - March 2007(2 months)

Education history

Ph.D.

Department of Economics, European University Institute

September 2007 - December 2012(5 years)

master of research

Department of Economics, European University Institute

August 2007 - June 2008(10 months)

magister

Cracow University of Economics

October 2002 - July 2007(5 years)