Tomasz Woźniak
University of MelbourneTomasz is a Bayesian econometrician developing the methodology for empirical macroeconomic analyses. He develops statistical and mathematical models to describe economic reality and measure the effects of government decisions on the real economy.
Presenting: What do Data Say About Time-Variation in Monetary Policy Shock Identification? (with Annika Camehl, EUR)
Keywords: Time-Varying Identification, Identification Through Heteroskedasticity, Stochastic Volatility, Markov-Switching