TW
Tomasz Woźniak
@tomaszwozniak.bsky.social
I'm a Bayesian econometrician developing methodology for empirical macroeconomic analyses and programming in 𝗥 and 𝗰𝗽𝗽.
I developed 𝗥 packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀! @bsvars.bsky.social
#bsvars #bsvarSIGNs #rstats #econsky
350 followers369 following132 posts
Hey! Please have a look at my lecture slides on 𝘉𝘢𝘺𝘦𝘴𝘪𝘢𝘯 𝘝𝘦𝘤𝘵𝘰𝘳 𝘈𝘶𝘵𝘰𝘳𝘦𝘨𝘳𝘦𝘴𝘴𝘪𝘰𝘯𝘴 with a forecasting application of the material implemented using my 𝗥 package 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀! 💙🖤 bsvars.github.io/2024-10-be24...#Bayesian#VARs#forecasting#bsvarSIGNs#rstats
No sign restrictions are involved here! Just the VAR model with hierarchical prior and Bayesian forecasting. Juicy! 🍭🍬
TW
Tomasz Woźniak
@tomaszwozniak.bsky.social
I'm a Bayesian econometrician developing methodology for empirical macroeconomic analyses and programming in 𝗥 and 𝗰𝗽𝗽.
I developed 𝗥 packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀! @bsvars.bsky.social
#bsvars #bsvarSIGNs #rstats #econsky
350 followers369 following132 posts