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97 results for “tomaszwozniak”
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Hey! Save the date as my new presentation for fantastic 🇺🇦Workshops for Ukraine 🇺🇦 by Dariia Mykhailyshyna is coming up on Sep 25! And it's about:
💙 Intro to C++ programming for R applications for Econometricians 💛
Register following the instructions at: https://sites.google.com/view/dariia-mykhailyshyna/main/r-workshops-for-ukraine#h.54unp6nxuu7k
Nice! ❤️🇺🇦
#IsupportUkraine #UKR #cpp4Rapp #rstats #econometrics #Rcpp #RcppArmadillo
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Hey! Save the date as my new presentation for fantastic 🇺🇦Workshops for Ukraine 🇺🇦 by Dariia Mykhailyshyna is coming up on Sep 25! And it's about:
💙 Intro to C++ programming for R applications for Econometricians 💛
Register following the instructions at: https://sites.google.com/view/dariia-mykhailyshyna/main/r-workshops-for-ukraine#h.54unp6nxuu7k
Nice! ❤️🇺🇦
#IsupportUkraine #UKR #cpp4Rapp #rstats #econometrics #Rcpp #RcppArmadillo
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Hey! Save the date as my new presentation for fantastic 🇺🇦Workshops for Ukraine 🇺🇦 by Dariia Mykhailyshyna is coming up on Sep 25! And it's about:
💙 Intro to C++ programming for R applications for Econometricians 💛
Register following the instructions at: https://sites.google.com/view/dariia-mykhailyshyna/main/r-workshops-for-ukraine#h.54unp6nxuu7k
Nice! ❤️🇺🇦
#IsupportUkraine #UKR #cpp4Rapp #rstats #econometrics #Rcpp #RcppArmadillo
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✨ This is to celebrate a 12-correctly-predicted-decision streak for my forecasting system... that is now over! 🤣
⭐ My system predicted last twelve decisions right, which reaches back to November 2023! ⭐
This time it predicted a decisive CUT but the RBA kept the cash rate at the current level. That's OK!
After another cut, I'll write more about the mid-to-long-term trajectories for cash rate.
In the meantime, enjoy my gif 💜 💙
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👽 Third time lucky! The forecasts from my predictive system indicate another 3️⃣ CUT. The predictive intervals do not contain the current cash rate value. 🤖 They include a 25bp cut, though. The forecast mean suggests a 15bp decrease. 📉
👾 My system predicted correctly last 12 decisions. Will 13 become my lucky number? 🚀
🌐 These forecasts are available at: https://forecasting-cash-rate.github.io/
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It was super cool to visit Macau for the first time and present at the SETA conference! 😎 So many interesting researchers to meet and presentations to watch! ...and to share our essential evidence for Time Varying Identification of Structural VARs! 📊
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It was super cool to visit Macau for the first time and present at the SETA conference! 😎 So many interesting researchers to meet and presentations to watch! ...and to share our essential evidence for Time Varying Identification of Structural VARs! 📊
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It was super cool to visit Macau for the first time and present at the SETA conference! 😎 So many interesting researchers to meet and presentations to watch! ...and to share our essential evidence for Time Varying Identification of Structural VARs! 📊
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Alright! ✨ The teaching semester is over and it was so cool to work with such brilliant first-year students 👩🏫 on Quantitative Method 1 👩💻 at the @unimelb We covered quite some essential topics, and now... I can't wait for the Monday's exam! 🚀
Good luck, everybody! In culo alla balena! 🤗
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And here comes the HEX sticker of my cash rate forecasting website, where I provide codes and forecasts from the predictive system!
That's a hydra plot!
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😎 In line with expert opinions and market expectations, the combined forecasts from my models indicate a decisive CUT 📉 of the cash rate in May. The predictive intervals do not include the rate’s current value and include a 25bp cut ✅ All the bond yield curve models’ predictions align with these projections, and those that rely more on exchange rates or cash rate persistence do not.
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Having correctly predicted the last cut, my forecasting system has settled on an uncontroversial HOLD 🛑 prediction for the RBA’s April meeting. Regarding the interest rate’s values for the next year’s horizon, one needs to consider the world’s political uncertainty and its impact on inflation and economic activity in Australia. Providing the mid-term cash rate trajectory will not be possible before another two or three rate cuts. 📉
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I have been forecasting RBA's decisions about the cash rate since October 2022⏳ answering the survey by https://www.finder.com.au/rba-cash-rate The 3️⃣ major wins were that my forecasting system predicted:
+ 9 months ahead that the cash rate will be up to 4.1% by mid-2023 📈
+ 20 out of 24 RBA's decisions correctly ✅
+ identified the first CUT after over a year of no movements on the cash rate 📉Good time series econometrics is working! Find my forecasts at: https://forecasting-cash-rate.github.io/
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Cherish the day! ✨💫 My forecasting system indicates a decisive CUT 📉. The predictive intervals from the pooled forecast, including from all bond yield curve models, for the first time in years, do not include the current value of the cash rate. This seems in line with what the newest data releases, including inflation readings, suggest. ✅
You can access these forecasts at https://forecasting-cash-rate.github.io/
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Expect no changes in the cash rate for now. One should add “unsurprisingly” because all the statistical data releases and RBA’s communication indicate an extension of the wait for the first cut. My forecasts from statistical modelling confirm this. The next board meeting in February will be held after some political changes worldwide, and for now, it is impossible to tell if the monetary policy stance will be affected. So, we keep waiting.
https://forecasting-cash-rate.github.io/
#cashrate #forecasting #rstats -
WOW! I have been doing the 𝘤𝘢𝘴𝘩 𝘳𝘢𝘵𝘦 𝘧𝘰𝘳𝘦𝘤𝘢𝘴𝘵𝘴 for two years now! And it's been so much fun! 🚀
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We're over it! ⭐ ... and we're going down soon! ✨ My forecasts are centred at HOLD for this month. We have just pasted the times of a high probability of RAISE as it went down from over 70 per cent in July to less than 50 per cent for the upcoming meeting. For the first time, my forecasts indicate a decisive CUT for December, as the predictive interval for that month does not include the current cash rate level. 💫
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You can access these forecasts at https://forecasting-cash-rate.github.io/
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Yeah, nah! It’s interesting! 🤣 🤓 👻
My forecast shows only a 60% probability of the cash rate increase in June but as much as a 75% chance in July. Additionally, the multivariate models for weekly data have the cash rate’s current level out of the forecast intervals, indicating a decisive increase. However, the pooled forecast of weekly and monthly data using multi- and uni-variate models says 𝗛𝗢𝗟𝗗. 👫 👬 👭
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Yet unlikely! 👻 👾 👽
My forecasts indicate the beginning of a downward trend in the cash rate. However, the uncertainty around this trend remains large enough to suggest a 𝗛𝗢𝗟𝗗 decision. 🛑
For the first time in my forecasting exercise bond yield curve models for monthly data exclude the hold decision from the forecast interval in favour of a cut. 📉 Other groups of models balance this effect out in my pooled forecast, though.
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Here comes a new working paper with Annika featuring a 𝗻𝗲𝘄 𝗺𝗼𝗱𝗲𝗹 and new exciting 𝗳𝗶𝗻𝗱𝗶𝗻𝗴𝘀 from data! https://papers.tinbergen.nl/23074.pdf
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Hey! Please have a look at my lecture slides on 𝘉𝘢𝘺𝘦𝘴𝘪𝘢𝘯 𝘚𝘵𝘳𝘶𝘤𝘵𝘶𝘳𝘢𝘭 𝘝𝘦𝘤𝘵𝘰𝘳 𝘈𝘶𝘵𝘰𝘳𝘦𝘨𝘳𝘦𝘴𝘴𝘪𝘰𝘯𝘴 with the application to a small model for Aussie monetary policy using my 𝗥 package 𝗯𝘀𝘃𝗮𝗿𝘀! 💝💖
https://bsvars.github.io/2024-10-be24-bsvars
#bsvars #rstats #structural #causaleffects -
Here's something useful! 🤖👾
Create a working (and checking) R package with RcppArmadillo code in 15 steps! 👽🚀
How good is that?!
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I am so looking forward to giving my guest lecture on 𝗥𝗲𝘄𝗿𝗶𝘁𝗶𝗻𝗴 𝗥 𝗰𝗼𝗱𝗲 𝗶𝗻 𝗖++ during the 𝘈𝘥𝘷𝘢𝘯𝘤𝘦𝘥 𝘙 𝘗𝘳𝘰𝘨𝘳𝘢𝘮𝘮𝘪𝘯𝘨 subject by @robjhyndman and @tslumley at Monash University
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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! 💙🖤
https://bsvars.github.io/2024-10-be24-bsvarSIGNs
No sign restrictions are involved here! Just the VAR model with hierarchical prior and Bayesian forecasting. Juicy! 🍭🍬
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Hey! It's finally out! 😎 🚀 🤖
My newest working paper with essential methodological contributions! Have a look! https://arxiv.org/abs/2404.11057
The computations here have been performed using the 𝗯𝘀𝘃𝗮𝗿𝘀 package in ®️
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Have I already mentioned that my subject Macroeconometrics has a HEX sticker now? ...and it can be reproduced in R: https://github.com/donotdespair/naklejki/tree/master/mcxs
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And here comes the HEX sticker of my cash rate forecasting website, where I provide codes and forecasts from the predictive system!
That's a hydra plot!
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And here comes the HEX sticker of my cash rate forecasting website, where I provide codes and forecasts from the predictive system!
That's a hydra plot!