a Bayesian econometrician developing methodology for empirical macroeconomic analyses and programming in 𝗥 and 𝗖++. See my 𝗥 packages 𝗯𝘀𝘃𝗮𝗿𝘀, 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀, 𝗯𝗽𝘃𝗮𝗿𝘀, 𝗯𝘃𝗮𝗿𝘀, and 𝗦𝘁𝗲𝗮𝗹𝗟𝗶𝗸𝗲𝗕𝗮𝘆𝗲𝘀! https://bsvars.org/ @bsvars.org #bsvars #rstats #econskyhttps://bsky.app/profile/tomaszwozniak.bsky.socialhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtxm5hqkhk2a💛🩷 install.packages("bsvars") #bsvars #rstats26 Aug 2026 05:31 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtxm5hqkhk2ahttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtxlmkp65c2a💛🩷 the bsvars package development gets collaborative! 💛🩷 Fei did code revision 💛🩷 Xiaolei and Bruno sent PRs 💛🩷 Rob suggested improvements 💛🩷 Helmut, Luis and Fei coauthored a paper 💛🩷 cran.r-project.org/package=bsvars @adamwang15.bsky.social @robjhyndman.com #bsvars #rstats #cooperation #econsky26 Aug 2026 05:21 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtxlmkp65c2ahttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtxlfagres2a💛🩷 the methods implemented in bsvars version 4.0 are based on sound research 💛🩷 a methodological paper for the package was published in the Journal of Econometrics 💛🩷 see Lütkepohl, Shang, Uzeda, Woźniak (2026) https://doi.org/10.1016/j.jeconom.2025.106107 #bsvars #rstats #econsky26 Aug 2026 05:17 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtxlfagres2ahttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtvbkuj4uc2a💛🩷 identification verification - a new feature bsvars 4.0 💛🩷 verify identification via heteroskedasticity 💛🩷 verify non-normality 💛🩷 for all volatility models 💛🩷 flexible specification 💛🩷 see Lütkepohl, Shang, Uzeda, Woźniak (2026) https://doi.org/10.1016/j.jeconom.2025.106107 #bsvars #rstats #econsky25 Aug 2026 07:16 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtvbkuj4uc2ahttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtvbdr643c2a💛🩷 a new feature of Student-t shocks available in bsvars 4.0 💛🩷 all models may feature Student-t shocks 💛🩷 source of identification 💛🩷 verify identification 💛🩷 improved forecasting 💛🩷 ensured normalisation 💛🩷 see Shang, Wang, Woźniak (2026) - coming up soon #bsvars #rstats #econsky25 Aug 2026 07:12 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtvbdr643c2ahttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtvb3pn27k2a🩷💛 a new exogeneous volatility regimes model available in bsvars 4.0 🩷💛 choose when volatility changes 🩷💛 commonly used 🩷💛 might work well with data 🩷💛 fast estimation 🩷💛 see Brunnermeier, Palia, Sasry, Sims (2021, AER) 🩷💛 see Shang, Woźniak (2026) arxiv.org/abs/2603.16035 #bsvars #rstats #econsky25 Aug 2026 07:08 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtvb3pn27k2ahttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtufjkwyi22zDo what you can on your part to prevent and mitigate! All forms of radicalisation in Australia these days come with anti-feminism and misogyny. https://www.abc.net.au/news/2026-08-25/rising-misogyny-in-young-people/10705364024 Aug 2026 22:54 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtufjkwyi22zhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mttdnmvql22h💙💛24 Aug 2026 12:48 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mttdnmvql22hhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtspx7ysuc2b🩷💛 a new Markov switching volatility model available in bsvars 4.0 🩷💛 heterogeneous specification 🩷💛 a Markov process per shock 🩷💛 sparse specification 🩷💛 excellent forecasting 🩷💛 precise estimation 🩷💛 see Shang, Woźniak (2026) 🩷💛 arxiv.org/abs/2603.16035 #bsvars #rstats #econsky24 Aug 2026 06:55 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtspx7ysuc2bhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtsppeaj422b🩷💛 new features in version 4.0 of the R package bsvars 🩷💛 new volatility models 🩷💛 Student-t shocks 🩷💛 identification verification 🩷💛 improved plot and summary 🩷💛 code improvements 🩷💛 bsvars.org/bsvars/ #bsvars #rstats #foss #econsky24 Aug 2026 06:51 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtsppeaj422bhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtspidzuac2h🩷🖤 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 #econsky24 Aug 2026 06:47 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtspidzuac2hhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtq5anwbb22z🩷💛 A new version 4.0 of the R package bsvars has just landed on CRAN! 🩷💛 Bayesian Estimation of Structural Vector Autoregressive Models 🩷💛 With plenty new features and models! 🩷💛 It's awesome! 🩷💛 bsvars.org/bsvars/ #bsvars #rstats #foss23 Aug 2026 06:15 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtq5anwbb22zhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtq5554cpc2z🩷💛 A new version 4.0 of the R package bsvars has just landed on CRAN! 🩷💛 Bayesian Estimation of Structural Vector Autoregressive Models 🩷💛 With plenty new features and models! 🩷💛 It's awesome! 🩷💛 cran.r-project.org/package=bsvars #bsvars #rstats #foss #econsky23 Aug 2026 06:13 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtq5554cpc2zhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtq4osfuqk25💜🖤 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 💜🖤 bsvars.org/bsvarSIGNs/ #bsvarSIGNs #rstats23 Aug 2026 06:05 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtq4osfuqk25https://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtohxtjvu22uLudzie, czytajcie “Wojnę z nauką”! 🤗 [contains quote post or other embedded content]22 Aug 2026 14:22 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtohxtjvu22uhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtobk3vlbk2u💜🖤 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 💜🖤 bsvars.org/bsvarSIGNs/ #bsvarSIGNs #rstats https://bsvars.org/bsvarSIGNs/22 Aug 2026 12:27 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtobk3vlbk2uhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtobhjb66k2u💜🖤 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 💜🖤 bsvars.org/bsvarSIGNs/ #bsvarSIGNs #rstats22 Aug 2026 12:25 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtobhjb66k2uhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtobcy2yh22u💜🖤 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) 💜🖤 bsvars.org22 Aug 2026 12:23 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtobcy2yh22uhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtlnkam6t22hIt’s funny that it’s @economist.com that is criticising @dacemoglumit.bsky.social! To me they both do the same… they are very good in formulating and presenting a comprehensive argument. Now, you might not like the argument, but it’s a nontrivial task to object and challenge it 🤩 [contains quote post or other embedded content]21 Aug 2026 11:24 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtlnkam6t22hhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtljpe6n2s2y🩷🖤 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: bsvars.org/bsvarSIGNs/ #bsvarSIGNs #rstats21 Aug 2026 10:15 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtljpe6n2s2yhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtlirvphcs2y🖤🩷 WOW! 🩷🖤 🖤🩷 Version 3.0 of our R package bsvarSIGNs is on CRAN now! 🩷🖤 🖤🩷 And it has new superb features! 🩷🖤 🌐 have a look: bsvars.org/bsvarSIGNs/ #bsvarSIGNs #rstats #foss #structural #BVARs #macro #forecasting #econsky21 Aug 2026 09:59 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtlirvphcs2yhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtlikla4uk2y🖤🩷 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 #econsky21 Aug 2026 09:54 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtlikla4uk2yhttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtl3biqwcc2i🌟🌟🌟 bsvarSIGNs has reached 10K downloads 🌟🌟🌟 🌟🌟🌟 Thanks to all of you who downloaded and used the package! 🌟🌟🌟 🌟🌟🌟 bsvars.org 🌟🌟🌟 🌟 More goodies is coming soon! #bsvarSIGNs #rstats #foss #econsky21 Aug 2026 05:57 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtl3biqwcc2ihttps://bsky.app/profile/tomaszwozniak.bsky.social/post/3mtl32kz2w22i⭐⭐⭐ bsvars has reached 30K downloads! ⭐⭐⭐ ⭐⭐⭐ Infinite thanks to all the users! Thank you! ⭐⭐⭐ ⭐⭐⭐ bsvars.org ⭐⭐⭐ ⭐ Watch this space! There's lots of new things coming! #bsvars #rstats #foss #econsky21 Aug 2026 05:53 +0000at://did:plc:fxtrnldcaq3c5btgnhbxtkgf/app.bsky.feed.post/3mtl32kz2w22i