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97 results for “tomaszwozniak”

  1. Woohoo! ✨🌟 I'm so happy that my 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 . But it managed: fosstodon.org/@tomaszwozniak/1

  2. The cash rate has not moved since October 2023. So, how come the forecasts may indicate a CUT for the February meeting?❓❓

    fosstodon.org/@tomaszwozniak/1

    ✨ 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 😎

  3. 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:
    youtube.com/watch?v=2iO0yrD0EtU

    It's good! 💝💖

  4. 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: doi.org/10.32614/CRAN.package.

  5. 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 bsvars.org/2024-12-uek/
    💖 University of Warsaw bsvars.org/2024-12-uwwne/
    💘 SGH Warsaw School of Economics bsvars.org/2024-12-sgh/

  6. 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: github.com/donotdespair/naklej

  7. 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: github.com/donotdespair/naklej

    #qm1 #unimelb #econometrics #rstats

  8. 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: github.com/donotdespair/naklej

    #qm1 #unimelb #econometrics #rstats

  9. 🪴 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.

    🌐 forecasting-cash-rate.github.i

  10. 🪴 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.

    🌐 forecasting-cash-rate.github.i

    #forecasting #cashrate #rstats

  11. 🪴 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.

    🌐 forecasting-cash-rate.github.i

    #forecasting #cashrate #rstats

  12. 💖 Our newest working paper is now available on arxiv: doi.org/10.48550/arXiv.2603.16

    💝 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!

  13. 💖 Our newest working paper is now available on arxiv: doi.org/10.48550/arXiv.2603.16

    💝 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!

    #bsvars #rstats

  14. 💖 Our newest working paper is now available on arxiv: doi.org/10.48550/arXiv.2603.16

    💝 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!

    #bsvars #rstats

  15. We remember about folks inspiring and motivating us!

  16. ✨⭐ 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.

  17. ✨⭐ 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.

    #bsvars #forecasting #MarkovSwitching #rstats

  18. ✨⭐ 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.

    #bsvars #forecasting #MarkovSwitching #rstats

  19. ✨⭐ 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.

    #bsvars #forecasting #MarkovSwitching #rstats

  20. ✨⭐ 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.

    #bsvars #forecasting #MarkovSwitching #rstats

  21. 🖤💙 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 🤍

    youtube.com/watch?v=ef3eXbqNbr8

  22. 🖤💙 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 🤍

    youtube.com/watch?v=ef3eXbqNbr8

    #forecast #labourmarkets #Bayes #VAR #rstats #bpvars

  23. 🖤💙 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 🤍

    youtube.com/watch?v=ef3eXbqNbr8

    #forecast #labourmarkets #Bayes #VAR #rstats #bpvars

  24. 🖤💙 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 🤍

    youtube.com/watch?v=ef3eXbqNbr8

    #forecast #labourmarkets #Bayes #VAR #rstats #bpvars