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97 results for “tomaszwozniak”
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Woohoo! ✨🌟 I'm so happy that my #forecasting system predicted the CUT 📉 Change-point forecasting is difficult and I never took it for granted that the system will identify the CUT after over a year of no movements on #cashrate. But it managed: https://fosstodon.org/@tomaszwozniak/113990476075526687
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The cash rate has not moved since October 2023. So, how come the forecasts may indicate a CUT for the February meeting?❓❓
https://fosstodon.org/@tomaszwozniak/113990476075526687
✨ That's bc bond yield curve modelling includes rates on bonds of different maturities that contain whole lot of information, also about market participant expectations. And it seems, we all expect a CUT. 📉✅
This or the next time 😎
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Alright! Tomasz' @tomaszwozniak workshop on Structural and Predictive Macro Analyses using the R Package bsvars ❤️💛 for the Workshops for Ukraine 💙💛 has just been released on youtube:
https://www.youtube.com/watch?v=2iO0yrD0EtUIt's good! 💝💖
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We're super happy to announce the bsvarSIGNs package version 2.0 🚀
And the beautiful vignette by Adam Wang & @tomaszwozniak in it! 📄
It's on CRAN now: https://doi.org/10.32614/CRAN.package.bsvarSIGNs
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What a summer! It's been happening in the bsvars.org verse!
2. Tomasz @tomaszwozniak gave four presentations during his Polish tour! So, if you're keen on reading about some good macroeconometrics in Polish, that's it!
💝 Cracow University of Economics https://bsvars.org/2024-12-uek/
💖 University of Warsaw https://bsvars.org/2024-12-uwwne/
💘 SGH Warsaw School of Economics https://bsvars.org/2024-12-sgh/ -
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: https://github.com/donotdespair/naklejki/tree/master/qm1
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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: https://github.com/donotdespair/naklejki/tree/master/qm1
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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: https://github.com/donotdespair/naklejki/tree/master/qm1
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🪴 Everybody thinks so! My forecasting system, with nearly 200 predictive models, provides an 82 per cent chance of RAISE! 🚀 This probability is in line with those provided by Australian analytical departments and expresses the market expectations ✅ The most recent readings of inflation above the target likewise suggest the same. Therefore, despite the predictive interval including the current cash rate value, I say it’s a likely RAISE.
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🪴 Everybody thinks so! My forecasting system, with nearly 200 predictive models, provides an 82 per cent chance of RAISE! 🚀 This probability is in line with those provided by Australian analytical departments and expresses the market expectations ✅ The most recent readings of inflation above the target likewise suggest the same. Therefore, despite the predictive interval including the current cash rate value, I say it’s a likely RAISE.
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🪴 Everybody thinks so! My forecasting system, with nearly 200 predictive models, provides an 82 per cent chance of RAISE! 🚀 This probability is in line with those provided by Australian analytical departments and expresses the market expectations ✅ The most recent readings of inflation above the target likewise suggest the same. Therefore, despite the predictive interval including the current cash rate value, I say it’s a likely RAISE.
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💖 Our newest working paper is now available on arxiv: https://doi.org/10.48550/arXiv.2603.16035
💝 We propose a new volatility model for structural vector autoregressions!
🎀 And it's great for even more precise estimation, homoskedasticity verification, forecasting, and structural analyses!
❤️💛 AND the models are all implemented in my R package bsvars! Enjoy the reading and fast computations!
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💖 Our newest working paper is now available on arxiv: https://doi.org/10.48550/arXiv.2603.16035
💝 We propose a new volatility model for structural vector autoregressions!
🎀 And it's great for even more precise estimation, homoskedasticity verification, forecasting, and structural analyses!
❤️💛 AND the models are all implemented in my R package bsvars! Enjoy the reading and fast computations!
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💖 Our newest working paper is now available on arxiv: https://doi.org/10.48550/arXiv.2603.16035
💝 We propose a new volatility model for structural vector autoregressions!
🎀 And it's great for even more precise estimation, homoskedasticity verification, forecasting, and structural analyses!
❤️💛 AND the models are all implemented in my R package bsvars! Enjoy the reading and fast computations!
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We remember about folks inspiring and motivating us! #bsvars #bayesian #macroeconometrics
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We remember about folks inspiring and motivating us! #bsvars #bayesian #macroeconometrics
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We remember about folks inspiring and motivating us! #bsvars #bayesian #macroeconometrics
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We remember about folks inspiring and motivating us! #bsvars #bayesian #macroeconometrics
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We remember about folks inspiring and motivating us! #bsvars #bayesian #macroeconometrics
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✨⭐ Here it comes! A new working 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.
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✨⭐ Here it comes! A new working 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.
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✨⭐ Here it comes! A new working 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.
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✨⭐ Here it comes! A new working 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.
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✨⭐ Here it comes! A new working 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.
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And here's the seminar recording https://www.youtube.com/watch?v=ef3eXbqNbr8
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🖤💙 Oh, how nice! The International Labour Organization provided the recording of my yesterday's seminar on my new forecasting system for labour market outcomes and my R package bpvars I developed for them! It's all very good 🤍
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🖤💙 Oh, how nice! The International Labour Organization provided the recording of my yesterday's seminar on my new forecasting system for labour market outcomes and my R package bpvars I developed for them! It's all very good 🤍
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🖤💙 Oh, how nice! The International Labour Organization provided the recording of my yesterday's seminar on my new forecasting system for labour market outcomes and my R package bpvars I developed for them! It's all very good 🤍
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🖤💙 Oh, how nice! The International Labour Organization provided the recording of my yesterday's seminar on my new forecasting system for labour market outcomes and my R package bpvars I developed for them! It's all very good 🤍
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The presentation slides are now available at 🌐 https://bsvars.org/2026-03-bpvars-ilo/