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bsvars

@bsvars.org
651 followers 343 following 243 posts

See our 𝗥 packages 𝗯𝘀𝘃𝗮𝗿𝘀, 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀, 𝗯𝗽𝘃𝗮𝗿𝘀, 𝗯𝘃𝗮𝗿𝘀, and 𝗦𝘁𝗲𝗮𝗹𝗟𝗶𝗸𝗲𝗕𝗮𝘆𝗲𝘀 developed using frontier econometric methods and 𝗖++ code by @tomaszwozniak.bsky.social and @adamwang15.bsky.social bsvars.org #bsvars #bsvarSIGNs #bpvars #bvars #rstats

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bsvars @bsvars.org · 08/07/2026
❤️💛💚 Already this Friday! Tomasz is presenting the newest version of our R package bpvars at the Ghana R Users Conference! ❤️💛💚 The package and the material is great! And the conference looks super interesting! Join us ❤️💛💚 ❤️💛💚 bsvars.org/2026-07-Ghan... #rstats #useR #Ghana #bpvars #bsvars
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bsvars @bsvars.org · 26/06/2026
🌆 verbs are functions in our R packages 🌇 bsvars bsvarSIGNs bpvars bvars 🌆 🌟 specify a model ✨ estimate it ⭐ compute things to interpret 💫 forecast future values ✨ verify hypotheses 💛 bsvars.org #bsvars #rstats
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bsvars @bsvars.org · 26/06/2026
🌆 functions verify test model and data properties in our R packages 🌇 bsvars bsvarSIGNs bpvars bvars 🌆 🌟 verify homoskedasticity ✨ verify normality ⭐ verify restrictions on autoregressive parameters 💫 using Bayes factors 💛 bsvars.org #bsvars #rstats
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bsvars @bsvars.org · 26/06/2026
🌆 function forecast is used to obtain draws from the predictive density in our R packages 🌇 bsvars bsvarSIGNs bpvars bvars 🌆 🌟 Bayesian forecasting with state-of-the-art models ✨ point/density forecasting ⭐ great plots 💫 blazingly fast computations 💛 bsvars.org #bsvars #rstats #forecasting
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bsvars @bsvars.org · 23/06/2026
🌆 use our function compute to process estimation output and obtain posterior draws for quantities of interest 🌆 🌟 impulse responses ✨ forecast variance decomposition 💫 historical decomposition ⭐ structural shocks 💛 fitted values 🌟 conditional sd 💫 regime probabilities 🌐 bsvars.org #bsvars #rstats
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bsvars @bsvars.org · 23/06/2026
🌆 to estimate is to run Bayesian estimation and obtain draws from posterior distribution 🌇 🌐 bsvars.org #bsvars #rstats
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bsvars @bsvars.org · 22/06/2026
🌇 verify! 🌆 I forgot about verify! ⭐ how could I forget about verify?! 🌟 🤣😂😆 #bsvars #rstats #neverForgetVerify
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bsvars @bsvars.org · 22/06/2026
🌇 in our package use one of the specify functions to create model specification and customise it 🌆 🌇 specify functions do all that: 🌟 specify model's priors ✨ specify identification 💫 create data matrices ⭐ create starting values 🌐 bsvars.org #bsvars #rstats #econsky
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bsvars @bsvars.org · 22/06/2026
🌇 bsvars verbs are commands used for your data analysis using our packages 🌆 🌟 specify a model ✨ estimate it 💫 compute quantities of interest ⭐ forecast 🌐 bsvars.org #bsvars #rstats #econsky
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bsvars @bsvars.org · 20/06/2026
💙 the logo of our R package bpvars presents unemployment rates and their forecasts for Colombia and Poland 🖤 can you tell which one is which? 💙 the whole model is specified for 189 countries 🖤 the fully reproducible workflow for the logo can be found at 🌐 github.com/bsvars/hex/t... #bpvars #rstats
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bsvars @bsvars.org · 20/06/2026
💙 the newest version of our R package bpvars for forecasting with panel vector autoregressions includes a vignette 🖤 the vignette explains the models coded in details 💙 and their implementations in R 🖤 in a range of applications 💙 only good stuff 🌐 doi.org/10.32614/CRA... #bpvars #rstats #econsky
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bsvars @bsvars.org · 19/06/2026
🌟 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 🤩 🌐 bsvars.org #bsvars #bsvarSIGNs #bpvars #bvars #rstats
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bsvars @bsvars.org · 19/06/2026
🖤💙 oh wow! 💙🖤 have a look at all the things you can do 🖤💙 with our bpvars package for R 💙🖤 for forecasting with panel vector autoregressions 🖤💙 🌐 doi.org/10.32614/CRA... #bpvars #forecasting #rstats #econsky
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bsvars @bsvars.org · 19/06/2026
💙 bpvars 🖤 is for forecasting time series data for many countries or agents 💙 this R package does that comprehensively to meet your needs 🖤 and it does the thing well! 💙 🌐 bsvars.org/bpvars/ #bpvars #forecasting #rstats #econsky
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bsvars @bsvars.org · 18/06/2026
🖤💙 Our bpvars package includes a range of model specifications! 🖤 they're fantastic for forecasting dynamic panel data 💙 they provide robust basis fitting various data well 🌐 bsvars.org/bpvars/ #bpvars #bsvars #rstats #econsky
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bsvars @bsvars.org · 18/06/2026
💙🖤 version 2.0 of our R package bpvars for forecasting with Bayesian panel vector autoregressions is out on CRAN! And it's great! 🌐 cran.r-project.org/package=bpvars #bpvars #bsvars #rstats #econsky
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bsvars @bsvars.org · 16/06/2026
💙🖤 the vignette for our R package bpvars for forecasting with panel vector autoregressions has just landed on arxiv 🖤💙 It's a 40-page-long page-turner 😜 🌐 doi.org/10.48550/arX... #bpvars #bsvars #arxiv #rstats #econsky
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bsvars @bsvars.org · 16/06/2026
🖤💙 version 2.0 of our R package bpvars for forecasting with Bayesian panel vector autoregressions has just landed on CRAN! 💙🖤 And it includes the vignette by Miguel and Tomasz 🖤💙 🌐 cran.r-project.org/package=bpvars #bpvars #bsvars #rstats #econsky
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bsvars @bsvars.org · 16/06/2026
💘 install.packages("bvars") 💘 #bvars #rstats #econsky
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bsvars @bsvars.org · 16/06/2026
💘 Forecasting with an outstanding model done in seconds? This could not be easier than with our new R package bvars 💘 💘 Just use our forecast function! 🌐 bsvars.org #bvars #rstats #econsky
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bsvars @bsvars.org · 16/06/2026
💘 Interested in estimating Bayesian Vector Autoregressions with Student-t errors and common Stochastic Volatility? Here's the new R package bvars 💘 How good is it?! 💘 🌐 bsvars.org/bvars/ #bvars #bsvars #rstats #econsky
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bsvars @bsvars.org · 16/06/2026
💘 Estimation of state-of-the-art BVARs could not be easier using our new R package bvars 💘 🌐 cran.r-project.org/web/packages... #bvars #bsvars.org #rstats
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bsvars @bsvars.org · 10/06/2026
💘 The HEX logo for the new R package bvars is fully reproducible using R! Just follow the script at github.com/bsvars/hex/t... Step 1: generate forcasts Step 2: generate 3D plot Step 3: generate hexagonal logo #bvars #bsvars #rstats #hexSticker #3Dplot
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bsvars @bsvars.org · 10/06/2026
💘 interested in super precise and reliable forecasts? The new R package bvars is the way to go! 👾 great tools for forecasting! 👽 super fast routines! 👻 models proven best at forecasting 🌐 cloud.r-project.org/package=bvars (where's the astronaut emoji when you need it?) #bvars #rstats #forecasting
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bsvars @bsvars.org · 10/06/2026
💘 the new R package bvars includes state-of-the-art forecasting models 🚀 🔭 They are most useful for macroeconomic and financial forecasting! 🤖 the range of models is already great! ...and more to come! 🌐 bsvars.org/bvars/ #bvars #bsvars #rstats #macro #fin #forecasting
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bsvars @bsvars.org · 09/06/2026
💘 bvars: Bayesian Forecasting with Large Vector Autoregressions 🌐 bsvars.org/bvars/ 🌐 cran.r-project.org/package=bvars #bvars #bsvars #rstats #foss
bvars: Bayesian Forecasting with Large Vector Autoregressions
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bsvars @bsvars.org · 09/06/2026
💘 Our new R package bvars is for Bayesian Forecasting with Large Vector Autoregressions 💘 It's blazingly fast and has just landed on CRAN! 🌐 cran.r-project.org/package=bvars #bvars #bsvars #rstats
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bsvars @bsvars.org · 11/12/2025
Hey hey! My new package 'bpvars' is on CRAN now! 🖤💙 It's for Forecasting with Bayesian Panel Vector Autoregressions doi.org/10.32614/CRA... #bpvars #bsvars.org #bsvars #rstats
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bsvars @bsvars.org · 11/12/2025
⬛🟦⚪ Two years in the making! In a fantastic collaboration with Miguel from the International Labour Organisation! 🖤💙 The 'bpvars' package for Forecasting with Bayesian Panel Vector Autoregressions is out on CRAN! And it's spectacular! cran.r-project.org/package=bpvars #bpvars #bsvars.org #rstats
The 'bpvars' package for Forecasting with Bayesian Panel Vector Autoregressions
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bsvars @bsvars.org · 02/12/2025
Our new R package 📦 StealLikeBayes is a Compendium of Bayesian Statistical Routines Written in C++ and a collaborative effort. 🤝 Join us! More details coming soon! bsvars.org/StealLikeBay... #rstats #StealLikeBayes #bsvars
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bsvars @bsvars.org · 02/12/2025
❤️ our new package 📦 StealLikeBayes is out on CRAN now! It's a Compendium of Bayesian Statistical Routines Written in C++ doi.org/10.32614/CRA... #rstats #StealLikeBayes #bsvars
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bsvars @bsvars.org · 27/11/2025
Something exciting is coming up! 📦 #rstats #StealLikeBayes #bsvars
#StealLikeBayes reverend Thomas Bayes in the Turtles-style bandana :)
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bsvars @bsvars.org · 16/10/2025
💖 WOOOHOOO!!! 💝 The {bsvars} package has just reached 20K DOWNLOADS! 🎀 Thank you so SO much! ✨ Watch this space! More great things are coming up soon! #rstats #bsvars
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bsvars @bsvars.org · 03/10/2025
⚠️ 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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bsvars @bsvars.org · 29/09/2025
🥳 When did that happen! 🎉 Our package bsvarSIGNs has just reached 5K downloads! 🚀 Thank you and stay with us! #rstats #bsvarSIGNs
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bsvars @bsvars.org · 10/07/2025
🚀 When did that happen?! ✨ Packages bsvars and bsvarSIGNs have reached 2️⃣0️⃣K downloads on CRAN! Thank you so much, everybody! ❤️💛 bsvars.org #bsvars.org #bsvars #bsvarSIGNs #rstats #econsky
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bsvars @bsvars.org · 08/07/2025
🦘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! 🦈 🌐 bsvars.org #bsvars.org #bsvars #bsvarSIGNs #cpp #rstats
Our packages delegate all computational tasks to C++ code. all time-intensive tasks are implemented in C++: estimation and forecasting, ofc. But with Bayesian multivariate dynamic structural non-linear models even simple tasks take time. so impulse responses etc. are implemented in C++ too... and all of them have R wrappers
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bsvars @bsvars.org · 07/07/2025
🖤 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! 🌐 bsvars.org #bsvars.org #bsvars #bsvarSIGNs #Rcpp #RcppArmadillo #rstats
bsvars.org design concept: Our packages use ReppArmadillo for linear algebra
frontier package for linear algebra linking R with C++ library Armadillo; implements fast random number generators; makes C++ code as expressive as R's (or MATLAB's). we love it!
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bsvars @bsvars.org · 03/07/2025
⭐ We implemented C++ code using Rcpp and could not be more glad about that! It's a fantastic facility with many functionalities. ✨ And @eddelbuettel.com is answering all Rcpp questions the following Canadian morning, which is so great! 🌐 bsvars.org #bsvars.org #bsvars #bsvarSIGNs #Rcpp #rstats
Our packages rely on C++ code implemented using Rcpp: simple package development; simple setup, compilation, linking, object compatibility with R; parallel computations via openMP; super fast on loops; great community support.
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bsvars @bsvars.org · 02/07/2025
🚀 in the nearest posts we'll present the design concept behind the R packages 📦 @bsvars 🚀 Our driving principle was: SPEED and CONVENIENCE 🚄 🏪 Stay tuned for more! #bsvars.org #bsvars #bsvarSIGNs #rstats
bsvars.org packages design concept: convenience of using R and the speed of algorithms written in C++
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bsvars @bsvars.org · 27/06/2025
🚀 Exciting news! 😎 Our package bvarPANELs becomes bpvars! 👀 More updates coming up soon! #bpvars #bsvars.org
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bsvars @bsvars.org · 27/06/2025
Check out our presentation about 🌟 bsvars.org design concept ✨ 🌐 bsvars.org/2025-06-iifo... #bsvars #bsvarSIGNs #rstats #Rpackages
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bsvars @bsvars.org · 26/06/2025
Hey hey! @bsvars.org is out at the IIF Workshop on Open Source Forecasting in Beijing where Adam @adamwang15.bsky.social is presenting ✨ bsvars.org design concept ⭐ Stay tuned! #bsvars #bsvarsSIGNs #rstats #OpenSource #foss #forecasting
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bsvars @bsvars.org · 25/04/2025
I've prepared a cool figure of @bsvars packages cumulative downloads timeline, so I'm sharing 💝💖 bsvars.org #rstats #bsvars #bsvarSIGNs
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bsvars @bsvars.org · 17/04/2025
New exciting developments are coming up soon in the bsvars.org space! 💖💛 A vignette on arxiv comes first 🌟 arxiv.org/abs/2410.15090 #rstats #bsvars #econsky
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bsvars @bsvars.org · 21/03/2025
Hey, please have a look at the presentation slides from Adam's @adamwang15.bsky.social yesterday's Workshop for Ukraine by @dariia.bsky.social ! Lot's of good materials here: bsvars.org/2025-03-bsva... #rstats #bsvarSIGNs #macro #optimism #monetary #econsky
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bsvars @bsvars.org · 20/03/2025
Join us TODAY for the *Introduction to Empirical Macroeconomics with R* workshop by @adamwang15.bsky.social presenting our {bsvarSIGNs} package 🖤💜 with: 📈 Australian monetary policy analysis 😺 optimism shock effects #rstats #IsupportUkraine #bsvarSIGNs #econsky
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bsvars @bsvars.org · 19/03/2025
Hey! Join us for tomorrow's Workshop for Ukraine 💙💛by @dariia.bsky.social with Adam's @adamwang15.bsky.social presentation on *Introduction to Empirical Macroeconomics with R* using our {bsvarSIGNs} package!🖤💜 See you then! #rstats #IsupportUkraine #bsvarSIGNs #econsky
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bsvars @bsvars.org · 08/03/2025
Look at the cool new hex logo of the R package bvarPANELs 🖤💙 Forecasting with Bayesian Hierarchical Panel Vector Autoregressions 📈📉 🌐 website: bsvars.org/bvarPANELs/ 🏧 repo github.com/bsvars/bvarP... 🫐 bsvars: bsvars.org #bsvars #bvarPANELs #rstats #econsky
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bsvars @bsvars.org · 08/03/2025
There's a new package in da house! 💥💫 Meet bvarPANELs for Forecasting with Bayesian Hierarchical Panel Vector Autoregressions 🖤💙🤍 🏧 Install from GitHub: github.com/bsvars/bvarP... 🐦‍⬛ See its functionality: bsvars.org/2025-03-bvar... 🫐 Member of the bsvars family: bsvars.org #bsvars #rstats #econsky
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