My five cents on forecasting at central banks: Why do forecasts at central banks fail? - 1
open.substack.com/pub/rgpy/p/w...
@rgpy0.bsky.social
Macro Economist, Data Scientist. Climate change, Macroeconomics, Python, R. Blogging for fun. #Econsky #Finsky Substack: https://substack.com/@rgpy Youtube: www.youtube.com/@rgpy Projects code: https://github.com/rgpy0
My five cents on forecasting at central banks: Why do forecasts at central banks fail? - 1
open.substack.com/pub/rgpy/p/w...
Work on it as soon as I defense my thesis. looks nice
27.07.2025 18:46 β π 2 π 1 π¬ 1 π 0Always will be. Look at ECB forecasts π
26.07.2025 21:38 β π 1 π 0 π¬ 0 π 0Congratulations
20.07.2025 08:29 β π 1 π 1 π¬ 0 π 0How could I miss it π« I should read his threads b4 asking an R related question.
17.07.2025 22:51 β π 1 π 1 π¬ 1 π 0I wonder which R packages economists use for creating nice tables in R. GT is excellent but has very poor LATEX support. So far my favorite is tinytable. Thx. @andrew.heiss.phd
17.07.2025 22:21 β π 4 π 1 π¬ 1 π 0Climate shocks and the economy www.aeaweb.org/research/sev... via @aeajournals.bsky.social
07.07.2025 12:45 β π 1 π 1 π¬ 0 π 0Congratulations to the ten finalists of this yearβs #YoungEconomistPrize!
They will showcase their research and discuss it with top academics and policymakers at this yearβs #ECBForum on Central Banking in Sintra, Portugal.
The overall winner will be awarded β¬10,000 europa.eu/!WFFQJq
Okay, a little late in sharing. But in academic time, this is practically breaking news π Our @nber.org Working Paper No. w33158 βEconomic Surveillance using Corporate Textβ was (somewhat recently) featured by Harvard Law School Forum on Corporate Governance corpgov.law.harvard.edu/2025/02/11/e...
14.06.2025 18:11 β π 5 π 2 π¬ 2 π 0Textual factors combine word embedding and topic modeling in a scalable, data-driven framework for text-based predictions, variable/exposure construction, and model interpretation, from Lin William Cong, Tengyuan Liang, Xiao Zhang, and Wu Zhu https://www.nber.org/papers/w33168
23.11.2024 16:00 β π 15 π 6 π¬ 1 π 0Many Thanks. Looking forward to using it hopefully.
16.05.2025 16:29 β π 1 π 0 π¬ 1 π 0Hey @zed.dev. Do you have any plan to provide jupyter notebook support for zed editor.
16.05.2025 12:40 β π 0 π 0 π¬ 1 π 0Just started working on #Python version of Forecasting principles book. STL decomposition for today.
youtu.be/t3CvrPKAmEc?...
Confession: reading Piketty's capital book very first time. Worse is that I am reading German version as a non native speaker.
11.05.2025 18:28 β π 1 π 0 π¬ 1 π 0Just started working on #Python version of Forecasting principles book. STL decomposition for today.
youtu.be/t3CvrPKAmEc?...
Academic conference. You invented academic conference.
10.05.2025 16:11 β π 207 π 28 π¬ 2 π 0Very timely paper.
18.04.2025 21:27 β π 0 π 0 π¬ 0 π 010 year ago, Oli Coibion ( @empctmacrotx.bsky.social ) and I had a paper in AEJ Macro about inflation expectations in the U.S. (www.aeaweb.org/articles?id=...). We found that oil/gasoline prices strongly predict inflation expectations. This "iron law" continues to hold.
#inflation #EconSky
Alright! Tomasz' @tomaszwozniak.bsky.social workshop on Structural and Predictive Macro Analyses using the R Package bsvars β€οΈπ for the Workshops for Ukraine ππ by @dariia.bsky.social has just been released on youtube:
www.youtube.com/watch?v=2iO0...
It's good! ππ
#bsvars #rstats #econsky
Thanks #rstats β€οΈβ€οΈβ€οΈ
26.02.2025 22:42 β π 1 π 0 π¬ 0 π 0EU Climate Policy in a Globalized World: Philipp M. Richter; Joschka Wanner
24.02.2025 17:45 β π 0 π 1 π¬ 0 π 0I agree. But wages are also critical. Top AI minds would always prefer the US. Germany is not able to attract top minds with such a high tax burden and low level of net income.
10.02.2025 07:28 β π 1 π 0 π¬ 0 π 0Working with time series in R is a torture to me. Base R vs tidy principles are two different universes. Any suggestions ?
21.01.2025 22:24 β π 0 π 0 π¬ 1 π 0I can not imagine fixest in R
15.01.2025 11:48 β π 1 π 0 π¬ 0 π 0To macro people: Why do people estimate VAR's in levels without looking at cointegration? I know getting differences causes information loss but what about stability? Lutkepohl &Kilian Book: Adding one more lag solves the issue. Not satisified. Any resources for VARs in levels? #Finsky #Econsky
14.01.2025 19:40 β π 2 π 0 π¬ 1 π 0"You will be visited by the three spirits."
The three spirits:
Forthcoming in _Economic Policy_ βA European Climate Bondβ β Proposal for a safe and liquid green asset
#EconSky #FinSky #Sustainability
Why US asset managers are beating out the Europeans, according to one American executive: "[Clients] donβt want to talk to losers, and they certainly donβt want to give their money to someone who may not be here in 10 years." www.ft.com/content/bc1b... via @ft
17.12.2024 22:21 β π 4 π 2 π¬ 1 π 2