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Tomasz Woźniak @tomaszwozniak.bsky.social · 31/08/2026

⭐ 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! ⭐⭐ ⭐ That's huge! 🌐 doi.org/10.48550/arX... #forecasting #bvars #sv #rstats #bsvars #bsvarSIGNs #bvars

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Tomasz Woźniak @tomaszwozniak.bsky.social · 31/08/2026

⭐ This holds for ⭐ structural VARs and common volatility BVARs ⭐ point and density forecasts ⭐ 1-month and 1-year ahead forecasts 🌐 doi.org/10.48550/arX... #forecasting #bvars #sv #rstats #bsvars #bsvarSIGNs #bvars

doi.org

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