Tomasz Woźniak
@tomaszwozniak
a Bayesian econometrician developing methodology for empirical macroeconomic analyses and programming in 𝗥 and 𝗖++. See my 𝗥 packages 𝗯𝘀𝘃𝗮𝗿𝘀, 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀, 𝗯𝗽𝘃𝗮𝗿𝘀, 𝗯𝘃𝗮𝗿𝘀, and 𝗦𝘁𝗲𝗮𝗹𝗟𝗶𝗸𝗲𝗕𝗮𝘆𝗲𝘀! @bsvars.org #bsvars #rstats #econsky
🩷🖤 NEW FEATURES in version 3.0 of bsvarSIGNs 🩷 BVAR with COVID-specific volatility as in Lenza, Primiceri (2022, JAE) 🖤 Small-open economy model with sign and narrative restrictions 🩷 Even faster parallel computations for posterior sampling 🖤 More info at: bsvars.org/bsvarSIGNs/ #bsvarSIGNs #rstats
🖤🩷 WOW! 🩷🖤 🖤🩷 Version 3.0 of our R package bsvarSIGNs is on CRAN now! 🩷🖤 🖤🩷 And it has new superb features! 🩷🖤 🌐 have a look: bsvars.org/bsvarSIGNs/ #bsvarSIGNs #rstats #foss #structural #BVARs #macro #forecasting #econsky
🖤🩷 Big news! bsvarSIGNs version 3.0 is on CRAN now! And it's great! 🩷🖤 🌐 have a look: cran.r-project.org/package=bsva... Thanks @adamwang15.bsky.social #bsvarSIGNs #rstats #foss #structural #BVARs #macro #forecasting #econsky
🌟🌟🌟 bsvarSIGNs has reached 10K downloads 🌟🌟🌟 🌟🌟🌟 Thanks to all of you who downloaded and used the package! 🌟🌟🌟 🌟🌟🌟 bsvars.org 🌟🌟🌟 🌟 More goodies is coming soon! #bsvarSIGNs #rstats #foss #econsky
🖤💙 Save the date! 💙💛 My Workshop for Ukraine organised by @dariia.bsky.social is "All About bpvars" and takes place on Sep 10! Pls remember to register and see you then! 🌐 sites.google.com/view/dariia-... #w4UKR #bpvars #rstats
This would be the counter argument! cdn2.penguin.com.au/covers/origi...
❤️💛💚 Coming up soon! I'm presenting the newest version of our R package bpvars for forecasting with Panel Vector Autoregressions at Ghana R Conference! 🖤💙 I cant wait! 🌐 ghana-rusers.org/events/?even... #rstats #Ghana #useR #forecasting #bpvars
🌟 we use non-centred stochastic volatility for structural VARs ✨ with a prior for variances centred at homoskedasticity with strong shrinkage 💫 verify partial identification of a shock ⭐ efficient estimation and normalisation 💛 great for fiscal policy 💝 the paper behind my R package bsvars #bsvars
⭐ It's official now! ✨ Our latest paper is out in the Journal of Econometrics 💫 doi.org/10.1016/j.je... ⭐ Partial identification of structural vector autoregressions with non-centred stochastic volatility 💛 #econometrics #bsvars #identification #verification #fiscal
🪐Today was the day! …for the final exam for my subject Quantitative Methods 1 at the @unimelb.edu.au 🚀 The students were so brave but also prepared and focused! All the best, y’all! 🛸
BTW these dimensions are too small for my taste and I'm printing them larger :) But I have a logo for every package, subject I teach, and a side gig, so I have my own wall/door :) (The STATA sticker is a prank from my colleague who put it up there after a STATA conference at our uni 😍) #rstats
UUuuuu! I'm gonna love this thread! I love cultural archeology! ...and I love HEX logos and STICKERS! It's so much fun with it (and I'm 40yo)! There is even recommended printed HEX sticker dimensions in the book R Packages :) r-pkgs.org/website.html...
Alright! Today we premiered the logo of my subject Quantitative Methods 1. Ofc, it presents linear regression output. My question to you is: what's the applied problem we're talking about here? Can you guess? Reproduction scripts: github.com/donotdespair... #qm1 #unimelb #econometrics #rstats
We remember about folks inspiring and motivating us! #bsvars #bayesian #macroeconometrics
✨⭐ Here it comes! A new paper with fantastic Fei Shang That's another methodological paper for the R package bsvars! 🩷💛 Just have a look at the abstract! Rest assured we provide solid backing for each of them 🦾💪 More details coming up soon. #bsvars #forecasting #MarkovSwitching #rstats #econsky
The video features the fantastic posters from the previous round of enterprise bargaining ✊ (a new round is now open) and plants! 🪴 @nteunion.bsky.social @nteuunimelb.bsky.social
Rather not! I don’t know! 🤷♀️ According to my forecasting system, the cash rate is set to hold steady. Despite the forecast mean being on a clear upwards trajectory, the forecast intervals include the current cash rate value decisively. I’m sticking with my call: HOLD! 🛑 #cashrate #forecast #rstats
Let’s take a deep breath! We all know that the RBA will not move the cash rate. Various forces pull in opposite directions, but both, a CUT and a HIKE, are not consistent with RBA’s mandate, communication, and practice ATM. And we mostly benefited from this reserved approach in recent years. #rstats