Tomasz Woźniak
(Tomasz Wozniak)
Personal Details
First Name: | Tomasz |
Middle Name: | |
Last Name: | Wozniak |
Suffix: | |
RePEc Short-ID: | pwo179 |
[This author has chosen not to make the email address public] | |
http://bit.ly/tomaszwozniak | |
Department of Economics The University of Melbourne 111 Barry Street FBE Building, Level 4 Carlton 3053 Victoria Australia | |
+61 3 834 45310 |
Affiliation
Department of Economics
Faculty of Business and Economics
University of Melbourne
Melbourne, Australiahttp://www.economics.unimelb.edu.au/
RePEc:edi:demelau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Helmut Lütkepohl & Tomasz Woźniak, 2017.
"Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity,"
Discussion Papers of DIW Berlin
1707, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Woźniak, Tomasz, 2020. "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Helmut Lutkepohl & Tomasz Wo'zniak, 2018. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Papers 1811.08167, arXiv.org.
- Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015. "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series 1794, European Central Bank.
- Tomasz Wozniak, 2015.
"Granger-causal analysis of GARCH models: a Bayesian approach,"
Department of Economics - Working Papers Series
1194, The University of Melbourne.
- Tomasz Woźniak, 2018. "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Economics Working Papers
ECO2012/20, European University Institute.
- Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
- Matthieu Droumaguet & Tomasz Wozniak, 2012. "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers ECO2012/06, European University Institute.
- Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
Articles
- Lütkepohl, Helmut & Woźniak, Tomasz, 2020.
"Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Helmut Lutkepohl & Tomasz Wo'zniak, 2018. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Papers 1811.08167, arXiv.org.
- Helmut Lütkepohl & Tomasz Woźniak, 2017. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin 1707, DIW Berlin, German Institute for Economic Research.
- Tomasz Woźniak, 2018.
"Granger-causal analysis of GARCH models: A Bayesian approach,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
- Tomasz Wozniak, 2015. "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series 1194, The University of Melbourne.
- Matthieu Droumaguet & Anders Warne & Tomasz Woźniak, 2017. "Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 802-818, June.
- Tomasz Woźniak, 2016. "Bayesian Vector Autoregressions," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(3), pages 365-380, September.
- Woźniak, Tomasz, 2015.
"Testing causality between two vectors in multivariate GARCH models,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Tomasz Wozniak, 2012.
"Granger-causal analysis of VARMA-GARCH models,"
Economics Working Papers
ECO2012/19, European University Institute.
Mentioned in:
- Some Recent Papers on Granger Causality
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2012-12-03 00:30:00
- Some Recent Papers on Granger Causality
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Department of Economics - Working Papers Series
1139, The University of Melbourne.
- Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
Mentioned in:
- This Week's Reading
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2013-04-13 03:35:00
Working papers
- Helmut Lütkepohl & Tomasz Woźniak, 2017.
"Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity,"
Discussion Papers of DIW Berlin
1707, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Woźniak, Tomasz, 2020. "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Helmut Lutkepohl & Tomasz Wo'zniak, 2018. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Papers 1811.08167, arXiv.org.
Cited by:
- Karin Klieber, 2023. "Non-linear dimension reduction in factor-augmented vector autoregressions," Papers 2309.04821, arXiv.org.
- Alfan Mansur, 2023. "Simultaneous identification of fiscal and monetary policy shocks," Empirical Economics, Springer, vol. 65(2), pages 697-728, August.
- Thiago Drummond de Mendonça Giudici & Elcyon Caiado Rocha Lima, 2024. "The business cycle in Brazil: identification via heteroskedasticity," International Economics and Economic Policy, Springer, vol. 21(3), pages 649-684, July.
- Klieber, Karin, 2024. "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Jetro Anttonen & Markku Lanne & Jani Luoto, 2024. "Statistically identified structural VAR model with potentially skewed and fat‐tailed errors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 422-437, April.
- Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015.
"Granger causality and regime inference in Bayesian Markov-Switching VARs,"
Working Paper Series
1794, European Central Bank.
Cited by:
- Deniz Güvercin, 2020. "Boundaries on Turkish export-oriented industrialization," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-15, December.
- Mengheng Li & Ivan Mendieta-Munoz, 2019.
"The multivariate simultaneous unobserved components model and identification via heteroskedasticity,"
Working Paper Series
2019/08, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Ivan Mendieta-Munoz & Mengheng Li, 2019. "The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity," Working Paper Series, Department of Economics, University of Utah 2019_06, University of Utah, Department of Economics.
- Toan Luu Duc Huynh, 2019. "Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas," JRFM, MDPI, vol. 12(2), pages 1-19, April.
- Tran, Bao-Linh & Chen, Chi-Chung & Tseng, Wei-Chun, 2022. "Causality between energy consumption and economic growth in the presence of GDP threshold effect: Evidence from OECD countries," Energy, Elsevier, vol. 251(C).
- Tomasz Wozniak, 2015.
"Granger-causal analysis of GARCH models: a Bayesian approach,"
Department of Economics - Working Papers Series
1194, The University of Melbourne.
- Tomasz Woźniak, 2018. "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
Cited by:
- Xiaoning Kang & Xinwei Deng & Kam‐Wah Tsui & Mohsen Pourahmadi, 2020. "On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices," International Statistical Review, International Statistical Institute, vol. 88(3), pages 616-641, December.
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Economics Working Papers
ECO2012/20, European University Institute.
- Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
Cited by:
- Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria, 2022.
"Bayesian Testing of Granger Causality in Functional Time Series,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 191-210, September.
- Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria, 2021. "Bayesian Testing Of Granger Causality In Functional Time Series," Papers 2112.15315, arXiv.org.
- Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
- Matthieu Droumaguet & Tomasz Wozniak, 2012. "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers ECO2012/06, European University Institute.
- Fengler, Matthias R. & Herwartz, Helmut, 2015.
"Measuring spot variance spillovers when (co)variances are time-varying – the case of multivariate GARCH models,"
Economics Working Paper Series
1517, University of St. Gallen, School of Economics and Political Science.
- Fengler, Matthias R. & Herwartz, Helmut, 2015. "Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models," MPRA Paper 72197, University Library of Munich, Germany, revised 10 Jun 2016.
- Tomasz Wozniak, 2015.
"Granger-causal analysis of GARCH models: a Bayesian approach,"
Department of Economics - Working Papers Series
1194, The University of Melbourne.
- Tomasz Woźniak, 2018. "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
- Rasmus Søndergaard Pedersen, 2015.
"Inference and testing on the boundary in extended constant conditional correlation GARCH models,"
Discussion Papers
15-10, University of Copenhagen. Department of Economics.
- Pedersen, Rasmus Søndergaard, 2017. "Inference and testing on the boundary in extended constant conditional correlation GARCH models," Journal of Econometrics, Elsevier, vol. 196(1), pages 23-36.
- Matthieu Droumaguet & Tomasz Wozniak, 2012.
"Bayesian Testing of Granger Causality in Markov-Switching VARs,"
Economics Working Papers
ECO2012/06, European University Institute.
Cited by:
- Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria, 2022.
"Bayesian Testing of Granger Causality in Functional Time Series,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 191-210, September.
- Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria, 2021. "Bayesian Testing Of Granger Causality In Functional Time Series," Papers 2112.15315, arXiv.org.
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Department of Economics - Working Papers Series
1139, The University of Melbourne.
- Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
- Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
- Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015. "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series 1191, The University of Melbourne.
- Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria, 2022.
"Bayesian Testing of Granger Causality in Functional Time Series,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 191-210, September.
- Tomasz Wozniak, 2012.
"Granger-causal analysis of VARMA-GARCH models,"
Economics Working Papers
ECO2012/19, European University Institute.
Cited by:
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Department of Economics - Working Papers Series
1139, The University of Melbourne.
- Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
- Matthieu Droumaguet & Tomasz Wozniak, 2012. "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers ECO2012/06, European University Institute.
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Department of Economics - Working Papers Series
1139, The University of Melbourne.
Articles
- Lütkepohl, Helmut & Woźniak, Tomasz, 2020.
"Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
See citations under working paper version above.
- Helmut Lutkepohl & Tomasz Wo'zniak, 2018. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Papers 1811.08167, arXiv.org.
- Helmut Lütkepohl & Tomasz Woźniak, 2017. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin 1707, DIW Berlin, German Institute for Economic Research.
- Tomasz Woźniak, 2018.
"Granger-causal analysis of GARCH models: A Bayesian approach,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
See citations under working paper version above.
- Tomasz Wozniak, 2015. "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series 1194, The University of Melbourne.
- Matthieu Droumaguet & Anders Warne & Tomasz Woźniak, 2017.
"Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 802-818, June.
Cited by:
- Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019.
"The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes,"
CESifo Working Paper Series
8035, CESifo.
- Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019. "The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes," BCAM Working Papers 1910, Birkbeck Centre for Applied Macroeconomics.
- Lütkepohl, Helmut & Woźniak, Tomasz, 2020.
"Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Helmut Lutkepohl & Tomasz Wo'zniak, 2018. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Papers 1811.08167, arXiv.org.
- Helmut Lütkepohl & Tomasz Woźniak, 2017. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin 1707, DIW Berlin, German Institute for Economic Research.
- Gholamreza Hajargasht & D.S. Prasada Rao, 2019.
"Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness,"
CEPA Working Papers Series
WP032019, School of Economics, University of Queensland, Australia.
- Hajargasht, Gholamreza & Rao, D.S. Prasada, 2019. "Multilateral index number systems for international price comparisons: Properties, existence and uniqueness," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 36-47.
- Gholamreza Hajargasht & Prasada Rao, 2018. "Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness," Papers 1811.04197, arXiv.org, revised Dec 2018.
- Yong Song & Tomasz Wo'zniak, 2020. "Markov Switching," Papers 2002.03598, arXiv.org.
- Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O., 2021.
"Stochastic model specification in Markov switching vector error correction models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-17, April.
- Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner, 2018. "Stochastic model specification in Markov switching vector error correction models," Papers 1807.00529, arXiv.org, revised Sep 2019.
- Huber, Florian & Pfarrhofer, Michael & Zörner, Thomas O., 2018. "Stochastic model specification in Markov switching vector error correction models," Working Papers in Economics 2018-3, University of Salzburg.
- Peter Ajonghakoh Foabeh & Vesarach Aumeboonsuke, 2024. "Resilience of Developing Economies to External Shocks: Empirical Evidence from CEMAC Countries," Journal of Sustainable Development, Canadian Center of Science and Education, vol. 17(3), pages 1-81, May.
- Gomes, Pedro & Kurter, Zeynep O. & Morita, Rubens, 2022. "European Sovereign Bond and Stock Market Granger Causality Dynamics," The Warwick Economics Research Paper Series (TWERPS) 1405, University of Warwick, Department of Economics.
- Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019.
"The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes,"
CESifo Working Paper Series
8035, CESifo.
- Tomasz Woźniak, 2016.
"Bayesian Vector Autoregressions,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(3), pages 365-380, September.
Cited by:
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021.
"A unified approach for jointly estimating the business and financial cycle, and the role of financial factors,"
University of Göttingen Working Papers in Economics
415, University of Goettingen, Department of Economics.
- Tino Berger & Julia Richter & Benjamin Wong, 2021. "A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors," Monash Econometrics and Business Statistics Working Papers 4/21, Monash University, Department of Econometrics and Business Statistics.
- Tino Berger & Julia Richter & Benjamin Wong, 2020. "Financial factors and the business cycle," CAMA Working Papers 2020-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Working Papers 02/2021, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2022. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Tino Berger & James Morley & Benjamin Wong, 2020.
"Nowcasting the output gap,"
CAMA Working Papers
2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Berger, Tino & Morley, James & Wong, Benjamin, 2023. "Nowcasting the output gap," Journal of Econometrics, Elsevier, vol. 232(1), pages 18-34.
- Morley, James & Wong, Benjamin, 2018.
"Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions,"
Working Papers
2018-04, University of Sydney, School of Economics, revised Feb 2019.
- James Morley & Benjamin Wong, 2017. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," CAMA Working Papers 2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James Morley & Benjamin Wong, 2020. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
- Morris, Stephen D., 2017. "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 56-86.
- Sean Langcake & Tim Robinson, 2018. "Forecasting the Australian economy with DSGE and BVAR models," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 251-267, January.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021.
"A unified approach for jointly estimating the business and financial cycle, and the role of financial factors,"
University of Göttingen Working Papers in Economics
415, University of Goettingen, Department of Economics.
- Woźniak, Tomasz, 2015.
"Testing causality between two vectors in multivariate GARCH models,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
See citations under working paper version above.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (7) 2012-03-21 2012-07-23 2012-09-09 2012-09-09 2015-06-05 2015-11-01 2018-01-01. Author is listed
- NEP-ECM: Econometrics (6) 2012-03-21 2012-07-23 2012-09-09 2015-06-05 2015-11-01 2018-01-01. Author is listed
- NEP-EEC: European Economics (1) 2012-09-09
- NEP-FOR: Forecasting (1) 2015-06-05
- NEP-MAC: Macroeconomics (1) 2018-01-01
- NEP-ORE: Operations Research (1) 2018-01-01
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