Tomasz Woźniak
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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
Good one! Also, uuu poor fishy! (a vegetarian here)
November 4, 2025 at 5:19 AM
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
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
Yes, the post is very useful to begin with!
November 1, 2025 at 9:36 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!
November 1, 2025 at 9:26 PM
This should be legislated!
October 30, 2025 at 8:45 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 🔨
October 29, 2025 at 9:07 PM
You should see my selfie on a tram today 🙃
October 29, 2025 at 11:58 AM
We had a departmental meeting and, oh boy, it was a darmedy with the accounts and budgets!
October 29, 2025 at 11:57 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
Forecasting cash rate - RBA Cash Rate Survey Forecasts
forecasting-cash-rate.github.io
October 29, 2025 at 11:30 AM
WE DID NOT
October 28, 2025 at 12:17 AM
10K downloads from Nov last year! 🚀
October 16, 2025 at 4:05 AM
This is exactly what I meant 🙂
October 10, 2025 at 8:23 PM
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
✅ we show that it's great for analysing fiscal policy effects on the economy
✅ it's the methodological paper for my bsvars package

YAY! 👍
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...
👇
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