Tomasz Woźniak
banner
tomaszwozniak.bsky.social
Tomasz Woźniak
@tomaszwozniak.bsky.social
a Bayesian econometrician developing methodology for empirical macroeconomic analyses and programming in 𝗥 and 𝗰𝗽𝗽.
See my 𝗥 packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀!
https://bsvars.org/
@bsvars.org
#bsvars #bsvarSIGNs #rstats #econsky
It's definitely a possibility! 🤷‍♂️ The bond yield curve models for the monthly data are set on the CUT, but weekly data models and other specifications indicate a HOLD decision. The former usually forecasts more precisely, and therefore it's a CUT. But I'm not certain 🤷

#rstats #cashrate #forecast
October 29, 2025 at 11:29 AM
👽 There it is! 👾 Our new and shiny paper for the Journal of Econometrics! 🤖 doi.org/10.1016/j.je... 🚀

In this paper:
✅ we provide general conditions for partial identification of Structural VARs through heteroskedasticity

👇

#econometrics #1000hofComputations #itwaswothit
October 10, 2025 at 3:03 AM
🚀✨ The feeling when you have been coding your package in such a way that adding that one line of code speeds up the computations at least 5x!!!
#rstats #openmp #cpp
October 9, 2025 at 12:54 AM
BTW, I gave two lectures to this paper and the Bayesian treatment of unit-root non-stationarity in my Macroeconometrics subject! And my reproduction of their figures is featured in the subject hex sticker (bc my subjects have hex stickers! 😆) #rstats
October 1, 2025 at 1:31 AM
🐨 Join me on Monday for an in-person and online workshop on 🐋 Getting Started with C++ for Faster Statistical Modelling in R 🦘 taking place during the WOMBAT workshop #NoWombatEmoji @wombat.numbat.space

🕸️ Program and registrations at: wombat2025.numbat.space/program/tuto... 🕷️

#rstats #rcpp
September 27, 2025 at 4:32 AM
🐨 Last chance to register! 🦘

🐋 For my Monday in-person and online workshop on 🦈 Getting Started with C++ for Faster Statistical Modelling in R 🕷️ taking place during the WOMBAT workshop #NoWombatEmoji

🕸️ Program and registrations at: wombat2025.numbat.space/program/tuto...

#rstats #rcpp
September 27, 2025 at 4:26 AM
September 27, 2025 at 4:24 AM
👾 Only a few hours left 🤖

Join me this afternoon for the online 💙 Workshop for Ukraine 💛 organised by the fantastic ‪@dariia.bsky.social!

👽 We aim at making #rstats coders also C++ coders for R applications to speed up their algos! #Rcpp

🕡 Thu, 25 Sep, 6 pm CEST
🌐 Registrations: bit.ly/3wBeY4S
September 25, 2025 at 6:12 AM
Not this time! No doubt the RBA is on a slide down with the cash rate. However, my forecasts are firmly centred around the HOLD decision this month. I interpret this as the markets accepting the RBA's pace of interest rate cuts. My forecasts are available at: forecasting-cash-rate.github.io

#rstats
September 24, 2025 at 12:20 PM
Hey, I'm giving two workshops this week!

ONLINE
✨Intro to C++ programming for R applications for Econometricians 🌟
🕐 Thursday 25 Sep
🌐 sites.google.com/view/dariia-...

IN MELBOURNE
✨ Getting Started with C++ for Faster Statistical Modelling in R 🌟
🕐 29 Sep
🌐 wombat2025.numbat.space

#rstats #rcpp
September 23, 2025 at 1:41 AM
The best viz to look at today! 🪩

images.theconversation.com/files/684177...
August 11, 2025 at 7:19 AM
This time they will, right? 🤖👾 The markets are right in their assessment that the cash rate is on a downward-sloping trajectory. Last month’s decision to HOLD does not contradict this. Unsurprisingly, this month, similarly to July, my predictions indicate a CUT. 👽🚀

#cashrate #forecasting #rstats
August 6, 2025 at 12:17 PM
The program is:
July 9, 2025 at 3:35 AM
Hey! Save the date as my new presentation for fantastic 🇺🇦Workshops for Ukraine 🇺🇦 by @dariia.bsky.social is coming up on Sep 25! And it's about:

💙 Intro to C++ programming for R applications for Econometricians 💛

Nice! ❤️🇺🇦

#IsupportUkraine #UKR #rstats #econometrics #Rcpp #RcppArmadillo #econsky
July 9, 2025 at 3:32 AM
✨ This is to celebrate a 12-correctly-predicted-decision streak for my forecasting system... that is now over! 🤣

⭐ My system predicted previous twelve decisions right, which reaches back to November 2023! ⭐

forecasting-cash-rate.github.io

#cashrate #forecasting #rstats #econsky
July 8, 2025 at 7:10 AM
Let's try once more!
July 8, 2025 at 7:09 AM
✨ This is to celebrate a 12-correctly-predicted-decision streak for my forecasting system... that is now over! 🤣

⭐ My system predicted last twelve decisions right, which reaches back to November 2023! ⭐

#cashrate #forecasting #rstats #econsky
July 8, 2025 at 5:07 AM
This is probably the most impactful statement for our generation Australia! It’s so important to know the truth: 75% of native Australians were killed within the first 20 of colonisation in there state in living in. Thank you Yoorrook Commission.

www.yoorrook.org.au/reports-and-...
July 2, 2025 at 9:51 PM
👽 My forecasts indicate another CUT. The predictive intervals do not contain the current cash rate value. They include a 25bp cut. The forecast mean suggests a 15bp decrease. 📉

👾 My system predicted correctly last 12 decisions. Will 13 become my lucky number?

#cashrate #forecasting #rstats
July 2, 2025 at 12:38 PM
It was super cool to visit Macau for the first time and present at the SETA conference! 😎 So many interesting researchers to meet and presentations to watch! ...and to share our essential evidence for Time Varying Identification of Structural VARs! 📊

#econometrics #Macau #tvi
June 14, 2025 at 2:50 AM
✨ The teaching semester is over and it was so cool to work with such brilliant first-year students 👩‍🏫 on Quantitative Method 1 👩‍💻 at the @unimelb We covered quite some essential topics, and now... I can't wait for the Monday's exam! 🚀

Good luck, everybody! In culo alla balena! 🤗

#qm1 #unimelb
June 14, 2025 at 2:41 AM
Hey! Some time ago I have joined The R Journal as the Associate Editor 🚀 I have already worked on some papers and I am thrilled to contribute to this community and facilitate publication of valuable submissions! 📄📦

Bring them on, econometricians! 🤖👾👽

#rstats #packages
June 14, 2025 at 2:18 AM
It was so so good to work with Monash Uni students on their first steps in C++ programming for R applications! 🚀✨ They made it! And now, they're ready to code! 🤖👾

arp.numbat.space/week11/

#rstats #rcpp #armadillo
May 23, 2025 at 2:56 AM
😎 In line with expert opinions and market expectations, the combined forecasts from my models indicate a decisive CUT 📉 of the cash rate in May. The predictive intervals do not include the rate’s current value and include a 25bp cut ✅

🌐 forecasting-cash-rate.github.io
#forecasting #cashrate #rstats
May 14, 2025 at 1:04 PM
That’s a very nice article and data viz by abc www.abc.net.au/news/2025-04... #auspol
April 24, 2025 at 2:07 AM