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#bsvarSIGNs

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💓 Coding Bayesian structural multivariate dynamic models, where each of the adjectives adds up to computational complexity, requires the best solutions, so…

💗 I decided that combining the best of the two worlds, fast computations with C++ and the ease of data analysis with R, is the way to go.

Luis asked why have I chosen to develop packages for Bayesian SVARs in R. This is why:

💝 I really like the format of R packages how it’s standardised and checked at the CRAN assuring quality.

💖 R was missing tools for SVARs and particularly on Bayesian SVARs. There were some such packages, but the literature and users’ needs are much broader.

💘 The core code for most of algorithms in our packages is written in C++ which is much faster.

👇

This is amazing and incredible! 🖤🩷 Adam Xiaolei Wang has won the 𝔻𝕚 ℂ𝕠𝕠𝕜 𝕆𝕡𝕖𝕟 𝕊𝕠𝕦𝕣𝕔𝕖 𝕊𝕥𝕒𝕥𝕚𝕤𝕥𝕚𝕔𝕒𝕝 𝕊𝕠𝕗𝕥𝕨𝕒𝕣𝕖 𝔸𝕨𝕒𝕣𝕕 for our 𝗥 package 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀 😍💖 We're so happy and honoured! Thank you Statistical Society of Australia, Di Cook, and the award committee!

We are celebrating 🏧 but tomorrow we keep working on bettering it even further! More info at bsvars.org/

Coming up soon! A presentation of my 𝗥 packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀 for 𝔽𝕠𝕣𝕖𝕔𝕒𝕤𝕥𝕚𝕟𝕘 𝕗𝕠𝕣 𝕊𝕠𝕔𝕚𝕒𝕝 𝔾𝕠𝕠𝕕! Join us!

I love the movement and the IJF editors statement. And I'm working to answer the call.

So, this is my first chance!

Working with exogenous variables and deterministic terms in Structural Vector Autoregressions identified by sign, zero, AND narrative restrictions?

- Yes, please, and you're welcome! You just need our 𝗥 package 𝗥 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀!

github.com/bsvars/bsvarSIGNs/i

GitHubHow can I add deterministics to a model identified by Sign restrictions? · Issue #55 · bsvars/bsvarSIGNsBy JPablo1203