R Green and Python's Avatar

R Green and Python

@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

101 Followers  |  578 Following  |  25 Posts  |  Joined: 20.11.2024  |  1.935

Latest posts by rgpy0.bsky.social on Bluesky

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Why do forecasts at central banks fail? - 1 A personal experience

My five cents on forecasting at central banks: Why do forecasts at central banks fail? - 1
open.substack.com/pub/rgpy/p/w...

01.08.2025 14:17 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0

Work on it as soon as I defense my thesis. looks nice

27.07.2025 18:46 β€” πŸ‘ 2    πŸ” 1    πŸ’¬ 1    πŸ“Œ 0

Always will be. Look at ECB forecasts 😁

26.07.2025 21:38 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

Congratulations

20.07.2025 08:29 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0

How could I miss it 😫 I should read his threads b4 asking an R related question.

17.07.2025 22:51 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 1    πŸ“Œ 0

I 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€” πŸ‘ 4    πŸ” 1    πŸ’¬ 1    πŸ“Œ 0
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Climate shocks and the economy Is the US economy adapting to more severe weather patterns?

Climate shocks and the economy www.aeaweb.org/research/sev... via @aeajournals.bsky.social

07.07.2025 12:45 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0
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Congratulations to the ten finalists of this year’s #YoungEconomistPrize!

They will showcase their research and discuss it with top academics and policymakers at this year’s #ECBForum on Central Banking in Sintra, Portugal.

The overall winner will be awarded €10,000 europa.eu/!WFFQJq

14.06.2025 08:00 β€” πŸ‘ 8    πŸ” 5    πŸ’¬ 0    πŸ“Œ 0
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Economic Surveillance using Corporate Text Over the past decennium, we have witnessed a significant growth in the volume of company-released text data, ranging from transcripts of periodic ...

Okay, a little late in sharing. But in academic time, this is practically breaking news πŸ˜€ Our @nber.org Working Paper No. w33158 β€œEconomic Surveillance using Corporate Text” 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€” πŸ‘ 5    πŸ” 2    πŸ’¬ 2    πŸ“Œ 0
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Textual 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€” πŸ‘ 15    πŸ” 6    πŸ’¬ 1    πŸ“Œ 0
Time Series STL Decomposition
YouTube video by R Green and Python Time Series STL Decomposition

youtu.be/cfc5lhohGhg?...

19.05.2025 21:56 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 1    πŸ“Œ 0

Many Thanks. Looking forward to using it hopefully.

16.05.2025 16:29 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

Hey @zed.dev. Do you have any plan to provide jupyter notebook support for zed editor.

16.05.2025 12:40 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0
Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots
YouTube video by R Green and Python Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots

Just started working on #Python version of Forecasting principles book. STL decomposition for today.
youtu.be/t3CvrPKAmEc?...

11.05.2025 18:24 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0

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€” πŸ‘ 1    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0
Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots
YouTube video by R Green and Python Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots

Just started working on #Python version of Forecasting principles book. STL decomposition for today.
youtu.be/t3CvrPKAmEc?...

11.05.2025 18:24 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0

Academic conference. You invented academic conference.

10.05.2025 16:11 β€” πŸ‘ 207    πŸ” 28    πŸ’¬ 2    πŸ“Œ 0

Very timely paper.

18.04.2025 21:27 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0
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10 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

09.03.2025 21:30 β€” πŸ‘ 61    πŸ” 18    πŸ’¬ 0    πŸ“Œ 0
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100 Best Economics Blogs and Websites in 2025 100 Best Economics Blogs β‹… 1. Marginal Revolution β‹… 2. Greg Mankiw's Blog β‹… 3. Econbrowser β‹… 4. Naked Capitalism β‹… 5. Econlib Blog β‹… 6. Calculated Risk Blog β‹… 7. CONVERSABLE ECONOMIST

I'm at #24 !

bloggers.feedspot.co...

03.03.2025 23:45 β€” πŸ‘ 8    πŸ” 4    πŸ’¬ 0    πŸ“Œ 0
Structural and Predictive Macro Analyses using the R Package bsvars
YouTube video by Dariia Mykhailyshyna Structural and Predictive Macro Analyses using the R Package bsvars

Alright! Tomasz' @tomaszwozniak.bsky.social workshop on Structural and Predictive Macro Analyses using the R Package bsvars β€οΈπŸ’› for the Workshops for Ukraine πŸ’™πŸ’› by @dariia.bsky.social has just been released on youtube:
www.youtube.com/watch?v=2iO0...

It's good! πŸ’πŸ’–

#bsvars #rstats #econsky

26.02.2025 23:53 β€” πŸ‘ 8    πŸ” 3    πŸ’¬ 1    πŸ“Œ 2

Thanks #rstats ❀️❀️❀️

26.02.2025 22:42 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0
NEP/RePEc link to paper

EU Climate Policy in a Globalized World: Philipp M. Richter; Joschka Wanner

24.02.2025 17:45 β€” πŸ‘ 0    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0

I 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€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

Working 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€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

I can not imagine fixest in R

15.01.2025 11:48 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

To 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€” πŸ‘ 2    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

"You will be visited by the three spirits."

The three spirits:

24.12.2024 15:07 β€” πŸ‘ 69    πŸ” 15    πŸ’¬ 2    πŸ“Œ 3
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Forthcoming in _Economic Policy_ β€œA European Climate Bond” β€” Proposal for a safe and liquid green asset

#EconSky #FinSky #Sustainability

21.12.2024 20:53 β€” πŸ‘ 7    πŸ” 1    πŸ’¬ 0    πŸ“Œ 1
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The relentless advance of American asset managers in Europe Powerful US groups are shaking up the market and forcing their transatlantic rivals to partner and scale up β€” or exit the sector

Why US asset managers are beating out the Europeans, according to one American executive: "[Clients] don’t want to talk to losers, and they certainly don’t 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€” πŸ‘ 4    πŸ” 2    πŸ’¬ 1    πŸ“Œ 2

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