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Title: donotdespair (Tomasz Woźniak) · GitHub

Open Graph Title: donotdespair - Overview

X Title: donotdespair - Overview

Description: A Bayesian econometrician developing methods for empirical macro analyses and programming in R and cpp. Author of packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀 - donotdespair

Open Graph Description: A Bayesian econometrician developing methods for empirical macro analyses and programming in R and cpp. Author of packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀 - donotdespair

X Description: A Bayesian econometrician developing methods for empirical macro analyses and programming in R and cpp. Author of packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀 - donotdespair

Mail addresses
twozniak@unimelb.edu.au
contact@bsvars.org

Opengraph URL: https://github.com/donotdespair

X: @github

direct link

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donotdespair	https://patch-diff.githubusercontent.com/donotdespair/donotdespair
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	https://github.com/donotdespair
	http://orcid.org/0000-0003-2212-2378
	http://scholar.google.com/citations?user=2uWpFrYAAAAJ&hl
	http://arxiv.org/a/wozniak_t_1
	https://bsky.app/profile/tomaszwozniak.bsky.social
	https://www.linkedin.com/in/tomasz-wo%C5%BAniak-7b85361b1
	https://fosstodon.org/@tomaszwozniak
	https://patch-diff.githubusercontent.com/donotdespair#bio
European Seminar on Bayesian Econometrics	https://mbs.edu/esobe
bsvars: Bayesian Estimation of Structural Vector Autoregressive Models	https://cran.r-project.org/package=bsvars
bsvarSIGNs: Bayesian SVARs with Sign, Zero, and Narrative Restrictions	https://cran.r-project.org/package=bsvarSIGNs
StealLikeBayes: A Compendium of Bayesian Statistical Routines Written in C++	https://cran.r-project.org/package=StealLikeBayes
bsvars.org	https://bsvars.org/
	https://bsvars.org/
	https://bsvars.org/bsvars/
	https://bsvars.org/bsvarSIGNs/
	https://bsvars.org/bpvars/
	https://bsvars.org/StealLikeBayes/
	https://patch-diff.githubusercontent.com/donotdespair#publications
Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility	https://doi.org/10.1016/j.jeconom.2025.106107
Markov Switching	https://doi.org/10.1093/acrefore/9780190625979.013.174
Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity	https://doi.org/10.1016/j.jedc.2020.103862
Granger-Causal Analysis of GARCH Models: a Bayesian Approach	http://dx.doi.org/10.1080/07474938.2015.1092839
Granger Causality and Regime Inference in Markov-switching VAR Models with Bayesian Methods	http://dx.doi.org/10.1002/jae.2531
Bayesian Vector Autoregressions	http://dx.doi.org/10.1111/1467-8462.12179
Testing Causality Between Two Vectors in Multivariate GARCH Models	https://doi.org/10.1016/j.ijforecast.2015.01.005
	https://patch-diff.githubusercontent.com/donotdespair#thesis
Granger-Causal Analysis of Conditional Mean and Volatility Models	http://cadmus.eui.eu/bitstream/handle/1814/25136/2012_Wozniak.pdf
	https://patch-diff.githubusercontent.com/donotdespair#r-packages
bsvars.org	https://bsvars.org/
bsvars: Bayesian Estimation of Structural Vector Autoregressive Models	https://cran.r-project.org/package=bsvars
bsvarSIGNs: Bayesian Estimation of Structural Vector Autoregressive Models Identified by Sign and Narrative Restrictions	https://cran.r-project.org/package=bsvarSIGNs
bpvars: Forecasting with Bayesian Panel Vector Autoregressions	https://bsvars.org/bpvars
StealLikeBayes: A Compendium of Bayesian Statistical Routines Written in C++	https://cran.r-project.org/package=StealLikeBayes
	https://github.com/bsvars/bsvars
	https://bsky.app/profile/bsvars.org
	https://fosstodon.org/@bsvars
	https://patch-diff.githubusercontent.com/donotdespair#r-code
Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity	https://gitlab.com/tomaszwozniak/SVAR-MSH-ID
Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R	https://gitlab.com/tomaszwozniak/BayesianMS-VAR-GC
Bayesian Estimation and Inference for the ECCC-GARCH Model in R	https://gitlab.com/tomaszwozniak/BayesianECCCGARCH
	https://patch-diff.githubusercontent.com/donotdespair#blogposts-and-media
	https://forecasting-cash-rate.github.io
	https://handbook.unimelb.edu.au/2024/subjects/ecom90007
	https://handbook.unimelb.edu.au/2024/subjects/econ90033
finder.com.au cash rate survey	https://www.finder.com.au/rba-cash-rate
forecasting-cash-rate.github.io	https://forecasting-cash-rate.github.io
Predictive Analyses using R packages bsvars & bsvarSIGNs	https://youtu.be/QT02OTZWW14
Forecasting for Social Good	https://www.f4sg.org/
Structural and Predictive Macro Analyses using the R Package bsvars	https://youtu.be/2iO0yrD0EtU
Workshops for Ukraine	https://sites.google.com/view/workshopsforukraine/homehttps://sites.google.com/view/dariia-mykhailyshyna/main/r-workshops-for-ukraine
Rewriting R code in C++	https://arp.numbat.space/week12/
Advanced R Programming	https://arp.numbat.space/
Simulation Smoother using RcppArmadillo	https://gallery.rcpp.org/articles/simulation-smoother-using-rcpparmadillo/
Rcpp Gallery	https://gallery.rcpp.org/
Teaching and Learning (Time Series) Econometrics	https://donotdespair.edublogs.org
Will Labor's election-year budget lead them to reelection?	https://www.sbs.com.au/language/polish/pl/podcast-episode/czy-budzet-przedwyborczy-prowadzi-partie-pracy-do-zwyciestwa/d30x8kczv
Labor's election year budget	https://www.sbs.com.au/language/polish/pl/podcast-episode/budzetp-partii-pracy-w-australii-2024/8xervq3yi
Tomasz on University of Melbourne's Proposal to Raid Our Super	https://www.youtube.com/watch?v=u7rb2Ov-JIc
Melbourne Uni's 'bizarre' 6pc pay rise proposal	https://www.afr.com/work-and-careers/workplace/melbourne-uni-s-bizarre-6pc-pay-rise-proposal-20230621-p5dib2
Should Labour get rid of the negative gearing?	https://www.sbs.com.au/language/polish/pl/podcast-episode/czy-partia-pracy-powinna-usunac-negative-gearing/993sby371
What's good in Labor's budget?	https://www.sbs.com.au/language/polish/pl/podcast-episode/co-dobrego-w-budzecie-laburzystow-w-australii/x1jzee0gb
Finder's RBA cash rate survey: October	https://www.finder.com.au/rba-survey-28-october-2022
here	https://www.news.com.au/finance/economy/interest-rates/bitter-pill-to-swallow-experts-grim-4-interest-rate-warning/news-story/8d95ff725a45b705649c4c2dca88589f
here	https://www.news.com.au/finance/economy/interest-rates/too-much-rba-tipped-to-confirm-seventh-consecutive-rate-rise-as-mortgage-cliff-looms/news-story/8f9c421356f5a9f8c703ebc61810ebb7
here	https://www.finder.com.au/rba-survey-1-november-2022
here	https://www.dailymail.co.uk/news/article-11375371/Warning-Australian-property-prices-start-slide-faster-rates-rising.html
here	https://dynamicbusiness.com/topics/news/there-will-likely-be-another-cash-rate-hike-on-nov-1.html
The first budget of Labor government	https://www.sbs.com.au/language/polish/pl/podcast-episode/pierwszy-budzet-nowego-rzadu-australii-dobry-czy-z%C5%82y/gbmc1sphf
Australian economy is relatively fine	https://www.sbs.com.au/language/polish/audio/gospodarka-australii-ma-sie-dobrze
2022 Budget of Australia... Good or bad?	https://www.sbs.com.au/language/polish/audio/budzet-australii-2022-dobry-czy-zly
Budget of lost opportunities?	https://www.sbs.com.au/language/polish/audio/budzet-straconych-szans
Unemployment and real estate market during the coronavirus crisis	https://www.sbs.com.au/yourlanguage/audiotrack/dr-t-wozniak-bezrobocie
Will the Australian economy survive during pandemic?	https://www.sbs.com.au/language/english/audio/will-the-australian-economy-survive-during-pandemic
Economic policy during coronavirus pandemic in Australia	https://www.youtube.com/watch?v=Jb261mrTa9M&ab_channel=AustralianInstituteofPolishAffairs
mssvf	https://github.com/donotdespair/donotdespair/blob/main/mssvf.pdf
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