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
See my 𝗥 packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀!
https://bsvars.org/
@bsvars.org
#bsvars #bsvarSIGNs #rstats #econsky
Good one! Also, uuu poor fishy! (a vegetarian here)
November 4, 2025 at 5:19 AM
Good one! Also, uuu poor fishy! (a vegetarian here)
Yes, we had this idea to share extensively the Christmas carp tradition to finally get rid of the pest from Aussie rivers using market mechanisms 🤩
November 3, 2025 at 9:05 PM
Yes, we had this idea to share extensively the Christmas carp tradition to finally get rid of the pest from Aussie rivers using market mechanisms 🤩
In my field, Bayesian macroeconometrics, we have posterior draws (one dimension) for parameters that are time-varying matrices (extra three dimensions). What do people do without 4D arrays?! And then, you introduce regime dependence (fifth) 😎 it’s so much fun with arrays!
November 1, 2025 at 9:40 PM
In my field, Bayesian macroeconometrics, we have posterior draws (one dimension) for parameters that are time-varying matrices (extra three dimensions). What do people do without 4D arrays?! And then, you introduce regime dependence (fifth) 😎 it’s so much fun with arrays!
Yes, the post is very useful to begin with!
November 1, 2025 at 9:36 PM
Yes, the post is very useful to begin with!
These arrays/tensors and apply functions are the best! Every time you move to a different language and it only has 3D cubes at best, it’s such a drag that I’m back to R in seconds!
November 1, 2025 at 9:26 PM
These arrays/tensors and apply functions are the best! Every time you move to a different language and it only has 3D cubes at best, it’s such a drag that I’m back to R in seconds!
This should be legislated!
October 30, 2025 at 8:45 PM
This should be legislated!
So my strategy of not doing anything until they know what’s going on was successful thus far 😎 But I manage 3 grants this year so I’m sure it’s gonna hit me hard 🔨
October 29, 2025 at 9:07 PM
So my strategy of not doing anything until they know what’s going on was successful thus far 😎 But I manage 3 grants this year so I’m sure it’s gonna hit me hard 🔨
You should see my selfie on a tram today 🙃
October 29, 2025 at 11:58 AM
You should see my selfie on a tram today 🙃
We had a departmental meeting and, oh boy, it was a darmedy with the accounts and budgets!
October 29, 2025 at 11:57 AM
We had a departmental meeting and, oh boy, it was a darmedy with the accounts and budgets!
🤷♀️ That's what market participants think. Different forces are pulling in opposite directions, and no one is 100% certain about the course of action. 🤷♀️
🌐 My forecasts are available at: forecasting-cash-rate.github.io
🌐 My forecasts are available at: forecasting-cash-rate.github.io
Forecasting cash rate - RBA Cash Rate Survey Forecasts
forecasting-cash-rate.github.io
October 29, 2025 at 11:30 AM
🤷♀️ That's what market participants think. Different forces are pulling in opposite directions, and no one is 100% certain about the course of action. 🤷♀️
🌐 My forecasts are available at: forecasting-cash-rate.github.io
🌐 My forecasts are available at: forecasting-cash-rate.github.io
10K downloads from Nov last year! 🚀
October 16, 2025 at 4:05 AM
10K downloads from Nov last year! 🚀
This is exactly what I meant 🙂
October 10, 2025 at 8:23 PM
This is exactly what I meant 🙂
True! Although, as much as there's lots of sharing, there's also lots of personal glory! Still, not too bad!
October 10, 2025 at 3:12 AM
True! Although, as much as there's lots of sharing, there's also lots of personal glory! Still, not too bad!
✅ we show that it's great for analysing fiscal policy effects on the economy
✅ it's the methodological paper for my bsvars package
YAY! 👍
✅ it's the methodological paper for my bsvars package
YAY! 👍
October 10, 2025 at 3:05 AM
✅ we show that it's great for analysing fiscal policy effects on the economy
✅ it's the methodological paper for my bsvars package
YAY! 👍
✅ it's the methodological paper for my bsvars package
YAY! 👍
✅ we analyse the prior for conditional variances of the non-centred Stochastic Volatility
✅ we argue it's perfect for Structural VARs bc:
1️⃣ it normalises the system
2️⃣ allows reliable verification of partial identification
3️⃣ leads to more precise estimates
www.sciencedirect.com/science/arti...
👇
✅ we argue it's perfect for Structural VARs bc:
1️⃣ it normalises the system
2️⃣ allows reliable verification of partial identification
3️⃣ leads to more precise estimates
www.sciencedirect.com/science/arti...
👇
Partial identification of structural vector autoregressions with non-centred stochastic volatility
We consider structural vector autoregressions that are identified through stochastic volatility under Bayesian estimation. Three contributions emerge …
www.sciencedirect.com
October 10, 2025 at 3:05 AM
✅ we analyse the prior for conditional variances of the non-centred Stochastic Volatility
✅ we argue it's perfect for Structural VARs bc:
1️⃣ it normalises the system
2️⃣ allows reliable verification of partial identification
3️⃣ leads to more precise estimates
www.sciencedirect.com/science/arti...
👇
✅ we argue it's perfect for Structural VARs bc:
1️⃣ it normalises the system
2️⃣ allows reliable verification of partial identification
3️⃣ leads to more precise estimates
www.sciencedirect.com/science/arti...
👇