#bvars — 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

🖤🩷 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

🌟 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