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Tomasz Woźniak @tomaszwozniak.bsky.social · 1d

This is exactly what I meant 🙂

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Tomasz Woźniak @tomaszwozniak.bsky.social · 2d

True! Although, as much as there's lots of sharing, there's also lots of personal glory! Still, not too bad!

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Tomasz Woźniak @tomaszwozniak.bsky.social · 2d

✅ we show that it's great for analysing fiscal policy effects on the economy
✅ it's the methodological paper for my bsvars package

YAY! 👍

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Tomasz Woźniak @tomaszwozniak.bsky.social · 2d

✅ we analyse the prior for conditional variances of the non-centred Stochastic Volatility
✅ we argue it's perfect for Structural VARs bc:
1️⃣ it normalises the system
2️⃣ allows reliable verification of partial identification
3️⃣ leads to more precise estimates
www.sciencedirect.com/science/arti...
👇

Partial identification of structural vector autoregressions with non-centred stochastic volatility

We consider structural vector autoregressions that are identified through stochastic volatility under Bayesian estimation. Three contributions emerge …

www.sciencedirect.com

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Tomasz Woźniak @tomaszwozniak.bsky.social · 2d

👽 There it is! 👾 Our new and shiny paper for the Journal of Econometrics! 🤖 doi.org/10.1016/j.je... 🚀

In this paper:
✅ we provide general conditions for partial identification of Structural VARs through heteroskedasticity

👇

#econometrics #1000hofComputations #itwaswothit

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Reposted by Tomasz Woźniak

James Bland @jamesbland.bsky.social · 27d

On October 16th I will be presenting material from my book in the Workshops for Ukraine online workshop series. Details here 👇👇

sites.google.com/view/dariia-...

#EconSky #RStats #TeachBE

Dariia Mykhailyshyna - Workshops for Ukraine

Feedback on the past workshops (if you want to learn how to make wordclouds, check out Text Data Analysis workshop below)

sites.google.com

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Tomasz Woźniak @tomaszwozniak.bsky.social · 3d

That’s it pretty much! It’s openMP in C++ finally working for me 🤩

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Tomasz Woźniak @tomaszwozniak.bsky.social · 3d

🚀✨ The feeling when you have been coding your package in such a way that adding that one line of code speeds up the computations at least 5x!!!
#rstats #openmp #cpp

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Tomasz Woźniak @tomaszwozniak.bsky.social · 4d

Ah fun! I’m using ‘beepr::beep(6)’ for the same purpose on a local machine👹🤩

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Tomasz Woźniak @tomaszwozniak.bsky.social · 4d

Perfect! This is just what I was looking for! Thanks 💙💛

UNITED24 Media @united24media.com · 4d

Chapter Ukraine is a new interactive platform by Chytomo showcasing Ukrainian books in translation and connecting readers, libraries, and bookstores worldwide.

🧵 1/4 ⬇️

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Tomasz Woźniak @tomaszwozniak.bsky.social · 7d

Also, in Melbourne in general, despite so many vegetarians and vegans out there, the vegetarian restaurant scene has not developed. There are just individual places here and there. Relatively speaking, Warsaw is a vegetarian Mecca! Back to the topic!

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Tomasz Woźniak @tomaszwozniak.bsky.social · 7d

That’s a cool paper! I’ll distribute it here and there. Funny enough I have visited many times Berlin unis and Erasmus University in recent years. And indeed the difference is huge relative to Melbourne. There’s always a veg option but the menus are dominated by meat meal - crazy!

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Tomasz Woźniak @tomaszwozniak.bsky.social · 7d

Btw it’s so much easier to convince academics to behavioural change. I hear (and practice) a lot statements like: I liked eating meat but stopped bc of what I read. Flying is a different thing bc these folks choose to fly less than they would otherwise but the contractual is not observed.

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Tomasz Woźniak @tomaszwozniak.bsky.social · 7d

Similarly, the better equilibrium is where people are healthier, climate change milder, and biodiversity preserved. But we’re all stuck in a bad Nash equilibrium in a prisoners game bc both consumers and producers can’t find a pathway to a better solution at once. An intervention is required…

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Tomasz Woźniak @tomaszwozniak.bsky.social · 7d

Good 🧵 I keep reappearing to my economic theory colleagues that getting to the new better equilibrium does not happen by itself. It happens through the groundwork, shifting norms and culture. But changing education system helps a lot here 🤩

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Tomasz Woźniak @tomaszwozniak.bsky.social · 8d

Thanks!

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Tomasz Woźniak @tomaszwozniak.bsky.social · 8d

Hey, that's my paper! 😍

bsvars @bsvars.org · 8d

⚠️ Publication alert! ⚠️ The methodological paper for the bsvars package has just been accepted for publication in the Journal of Econometrics! 📄 Here's it's author's accepted manuscript: doi.org/10.48550/arX...

Watch this space! 👀 Lot's of goodies coming up! 🌟

#bsvars #rstats

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Tomasz Woźniak @tomaszwozniak.bsky.social · 11d

BTW, I gave two lectures to this paper and the Bayesian treatment of unit-root non-stationarity in my Macroeconometrics subject! And my reproduction of their figures is featured in the subject hex sticker (bc my subjects have hex stickers! 😆) #rstats

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Tomasz Woźniak @tomaszwozniak.bsky.social · 11d

Yeah, but in this paper it’s only about simulated data! There’s no real data in the Helicopter Tour paper! Btw it is a masterpiece imho 🤩

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Reposted by Tomasz Woźniak

bsvars @bsvars.org · 12d

🥳 When did that happen! 🎉

Our package bsvarSIGNs has just reached 5K downloads! 🚀

Thank you and stay with us!

#rstats #bsvarSIGNs

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Tomasz Woźniak @tomaszwozniak.bsky.social · 15d

🐨 Join me on Monday for an in-person and online workshop on 🐋 Getting Started with C++ for Faster Statistical Modelling in R 🦘 taking place during the WOMBAT workshop #NoWombatEmoji @wombat.numbat.space

🕸️ Program and registrations at: wombat2025.numbat.space/program/tuto... 🕷️

#rstats #rcpp

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Tomasz Woźniak @tomaszwozniak.bsky.social · 15d

🐨 Last chance to register! 🦘

🐋 For my Monday in-person and online workshop on 🦈 Getting Started with C++ for Faster Statistical Modelling in R 🕷️ taking place during the WOMBAT workshop #NoWombatEmoji

🕸️ Program and registrations at: wombat2025.numbat.space/program/tuto...

#rstats #rcpp

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Tomasz Woźniak @tomaszwozniak.bsky.social · 15d

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Tomasz Woźniak @tomaszwozniak.bsky.social · 15d

🐨 Last chance to register! 🦘

🐋 For my Monday in-person and online workshop on 🦈 Getting Started with C++ for Faster Statistical Modelling in R 🕷️ taking place during the WOMBAT workshop #NoWombatEmoji

🕸️ Program and registrations at: wombat2025.numbat.space/program/tuto...

#rstats #rcpp

WOMBAT 2025

The Annual Workshop Organised by the Monash Business Analytics Team will be held on the 29th and 30th September 2025 at Monash University (downtown), Melbourne, Australia.

wombat2025.numbat.space

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Tomasz Woźniak @tomaszwozniak.bsky.social · 16d

It’d be so funny if it wasn’t so serious and literally about human lives.

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