#bsvarsigns — Public Fediverse posts

⭐ Alright! In our new working paper we show that

⭐⭐ Bayesian Vector Autoregressions with non-centred Stochastic Volatility forecast better than those with centred Stochastic Volatility! ⭐⭐

⭐ This holds for
⭐ structural VARs and common volatility BVARs
⭐ point and density forecasts
⭐ 1-month and 1-year ahead forecasts

⭐ That's huge!
🌐 https://doi.org/10.48550/arXiv.2608.28087
#forecasting #bvars #sv #rstats #bsvars #bsvarSIGNs #bvars

⭐ Have a look at Adam's presentation of our new working paper on the software design for our R packages bsvars, bsvarSIGNs, and bvars!
💛 It's all about 💛 models 💛 techniques 💛 C++ 💛 IO 💛 workflows
🌐 https://bsvars.org/2026-08-concept/
🌐 https://doi.org/10.48550/arXiv.2608.28087
#forecasting #rstats #bsvars #bsvarSIGNs #bvars

⭐ HA! A new working paper on software design for our R packages bsvars, bsvarSIGNs, and bvars is out!
✨ Have a look!
🌟 The design includes:
💛 suite of models
💛 econometric and numerical methods
💛 algorithms in C++
💛 handling of inputs and outputs
💛 simple workflows
🌐 https://doi.org/10.48550/arXiv.2608.28087
#forecasting #rstats #bsvars #bsvarSIGNs #bvars

🩷🖤 Access all the features of the new version of the R package bsvarSIGNs for Bayesian Estimation of Structural Vector Autoregressions Identified by Sign, Zero, and Narrative Restrictions by typing:
🩷🖤 install.packages("bsvarSIGNs")
🩷🖤 https://cran.r-project.org/package=bsvarSIGNs
#bsvarSIGNs #rstats

💜🖤 bsvarSIGNs new feature: parallel computations
💜🖤 We implemented parallel computations for posterior sampling
💜🖤 This is possible thanks to the particular model specification
💜🖤 Model estimation is even faster NOW

💜🖤 https://bsvars.org/bsvarSIGNs/
#bsvarSIGNs #rstats

💜🖤 bsvarSIGNs new feature: small-open economy
💜🖤 The package NOW features a small-open economy model
💜🖤 It is estimated with block-exogeneity restrictions on structural and autoregressive parameters
💜🖤 It allows sign and narrative restrictions

💜🖤 https://bsvars.org/bsvarSIGNs/
#bsvarSIGNs #rstats

💜🖤 bsvarSIGNs new feature: COVID-specific volatility

💜🖤 The package uses a flexible BVAR with estimated hyper-parameters of the Minnesota prior by Giannone, Lenza & Primiceri (2015, RESTAT)

💜🖤 The model is NOW extended by COVID-specific volatility as in Lenza & Primiceri
(2022, JAE)

💜🖤 https://bsvars.org/

#bsvarSIGNs #rstats

🩷🖤 NEW FEATURES in version 3.0 of bsvarSIGNs
🩷 BVAR with COVID-specific volatility as in Lenza, Primiceri (2022, JAE)
🖤 Small-open economy model with sign and narrative restrictions
🩷 Even faster parallel computations for posterior sampling
🖤 More info at: https://bsvars.org/bsvarSIGNs/

#bsvarSIGNs #rstats

🖤🩷 WOW! 🩷🖤
🖤🩷 Version 3.0 of our R package bsvarSIGNs is on CRAN now! 🩷🖤
🖤🩷 And it has new superb features! 🩷🖤

🌐 have a look: https://bsvars.org/bsvarSIGNs/

#bsvarSIGNs #rstats #foss #structural #BVARs #macro #forecasting

🖤🩷 Big news! bsvarSIGNs version 3.0 is on CRAN now! And it's great! 🩷🖤

🌐 have a look: https://cran.r-project.org/package=bsvarSIGNs

Thanks @adamwang15.bsky.social

#bsvarSIGNs #rstats #foss #structural #BVARs #macro #forecasting

🌟🌟🌟 bsvarSIGNs has reached 10K downloads 🌟🌟🌟
🌟🌟🌟 Thanks to all of you who downloaded and used the package! 🌟🌟🌟
🌟🌟🌟 https://bsvars.org/ 🌟🌟🌟

🌟 More goodies is coming soon!

#bsvarSIGNs #rstats #foss

🌟 our packages come in all colours ✨ exhibit a high level of integration in terms of syntax, workflows, and design ⭐ so they are all easy for you to use 💫 you learn one - you get it all 🌟 and offer a great range of models and applications 🤩

🌐 https://bsvars.org/

#bsvars #bsvarSIGNs #bpvars #bvars #rstats

✨Ha! Have a look at that! That's Adam's seminar about the bsvarSIGNs package after winning Di Cook Award for open-source research software for the Statistical Society of Australia! And we discovered it only now! 🌟

https://www.youtube.com/watch?v=0UqwxWD0s_4

#rstats #bsvarSIGNs #bsvars

💛❤️ Awww It's finally out! Our presentation on bsvars.org design concept in which @adamwang15.bsky.social talks about the main design features for our packages!

https://www.youtube.com/watch?v=Gmd7x0gwS7U

#bsvars #bsvarSIGNs #rstats

Hey hey! 🖤🩷

The video on macro analyses using the R package bsvarSIGNs by Adam is now publicly available! Have a look!

Thank you Dariia and Workshops for Ukraine! 💙💛

🎦 https://youtu.be/zjjM0l2r6gM

#bsvarSIGNs #bsvars #rstats

🥳 When did that happen! 🎉

Our package bsvarSIGNs has just reached 5K downloads! 🚀

Thank you and stay with us!

#rstats #bsvarSIGNs

🚀 When did that happen?! ✨ Packages bsvars and bsvarSIGNs have reached 2️⃣0️⃣K downloads on CRAN!

Thank you so much, everybody! ❤️💛

#bsvars.org #bsvars #bsvarSIGNs #rstats

🦘bsvars.org design concept pt. 4 🐨

🐋 Once you work with Bayesian structural dynamic non-linear system modelling everything takes a while! So, we delegate EVERYTHING to much faster C++ code! 🦈

🌐 https://bsvars.org/

#bsvars.org #bsvars #bsvarSIGNs #cpp #rstats

🖤 bsvars.org design concept pt. 3 💜

⭐ We use RcppArmadillo for linear algebra because we found it very fast on matrix operations and RNGs, well-documented, easy to use in packages. We 🖤 it! Seriously!

🌐 https://bsvars.org/

#bsvars.org #bsvars #bsvarSIGNs #Rcpp #RcppArmadillo #rstats

💛 bsvars.org design concept pt. 2 ❤️

⭐ We implemented C++ code using Rcpp and could not be more glad about that! It's a fantastic facility with many functionalities.

✨ And it seems that @eddelbuettel is answering all Rcpp questions the following Canadian morning, which is so great!

🌐 https://bsvars.org/

#bsvars.org #bsvars #bsvarSIGNs #Rcpp #rstats

🚀 in the nearest posts we'll present the design concept behind the R packages 📦 @bsvars 🚀

Our driving principle was: SPEED :cpp_language: and CONVENIENCE :rstats:

Stay tuned for more!

#bsvars.org #bsvars #bsvarSIGNs #rstats

Check out our presentation about

🌟 bsvars.org design concept ✨

🌐 https://bsvars.org/2025-06-iifosf/

#bsvars #bsvarSIGNs #rstats #Rpackages

I've prepared a cool figure of @bsvars packages cumulative downloads timeline, so I'm sharing 💝💖

https://bsvars.org/

#rstats #bsvars #bsvarSIGNs

This is so cool!✨ Historical decomposition in the bsvars ❤️💛 and bsvarSIGNs 🖤💜 packages are fixed now! 🐛

Adam spotted a mistake in the C++ code for historical decompositions that was giving us some headache - and triggered many comments from the users - and submitted a Pull Request fixing some indices. Thank you Adam! 🚀⭐

https://github.com/bsvars/bsvars/pull/108/

#rstats #bsvars #bsvarSIGNs #cooperation

Hey, please have a look at the presentation slides from Adam's yesterday's Workshop for Ukraine! Lots of good material here: https://bsvars.org/2025-03-bsvarSIGNs-w4UKR

#rstats #bsvarSIGNs #macro #optimism #monetary

TODAY! Join us for the *Introduction to Empirical Macroeconomics with R* workshop by Adam Wang presenting our {bsvarSIGNs} package 🖤💜 using examples about:

📈 Australian monetary policy analysis
😺 optimism shock

Time: today at 2 pm CET
Registration: following directions at https://sites.google.com/view/dariia-mykhailyshyna/main/r-workshops-for-ukraine

This is part of the fantastic Workshops for Ukraine! 💙💛

#rstats #IsupportUkraine #bsvarSIGNs

Hey! Join us for tomorrow's Workshop for Ukraine 💙💛 with Adam's presentation on *Introduction to Empirical Macroeconomics with R* using our {bsvarSIGNs} package!🖤💜

Register following directions at: https://sites.google.com/view/dariia-mykhailyshyna/main/r-workshops-for-ukraine

See you then!

#rstats #IsupportUkraine #bsvarSIGNs

Have a look at the newest slides from Xiaolei Wang's presentation of our R package bsvarSIGNs 🖤💜 for the Statistical Society of Australia

https://bsvars.org/2025-02-DiCook/

#bsvarSIGNs #bsvars #rstats #SSA

Here's another workshop by Adam Xiaolei Wang presenting our R package bsvarSIGNs 🖤💜 for Workshops for Ukraine! 💙💛

Save the date, March 20, and register! https://sites.google.com/view/dariia-mykhailyshyna/main/r-workshops-for-ukraine#h.ec04rc4ef80r

See you then!

#bsvarSIGNs #bsvars #rstats

Hey hey! This seminar begins in 1h! Join us! 💜🖤

Adam Xiaolei Wang will present the bsvarSIGNs package with application to Australian monetary policy!

https://fosstodon.org/@fontikar/113796480309172391

#bsvarSIGNs #bsvars #rstats