ntroduction to All Things About bpvars, the R package for Forecasting with Bayesian Panel Vector Autoregressions workshop

Join our workshop on Introduction to All Things About bpvars, the R package for Forecasting with Bayesian Panel Vector Autoregressions,  which is a part of our workshops for Ukraine series! 

Here’s some more info: 

Title: All Things About bpvars, the R package for Forecasting with Bayesian Panel Vector Autoregressions

Date: Thursday, September 10th, 18:00 – 20:00 CEST (Rome, Berlin, Paris timezone) 

Speaker: Tomasz Woźniak is a Bayesian econometrician developing new econometric methods for applied macroeconomic research. He has been a specialised R user for eighteen years, and has recently joined The R Journal as an Associate Editor. He is the author of several R packages, available at https://bsvars.org/, that combine blazingly fast algorithms written in C++ with the convenience of data analysis in R. He works as a senior lecturer at the University of Melbourne, where he has an extensive research, teaching, and engagement portfolio. Tomasz supports Ukraine. Slava Ukrainie!

Description: This session is a unique opportunity to learn to use the bpvars package for forecasting with Bayesian panel vector autoregressions in a wide range of applications spanning:

* data preparation,

* specification of panel vector autoregressions,

* estimation of the models,

* estimation with missing observations,

* forecasting labour market outcomes globally,

* plotting and reporting predictions of different qualities, including point and density forecasts, marginal, conditional, or restricted forecasts,

* performing recursive expanding window forecasting,

* generating forecasting performance reports.

A sequence of hands-on exercises that fully prepares attendees to work with the package supports all of this. You are welcome to browse existing resources, including:

* bpvars website: https://bsvars.org/bpvars/

* bpvars CRAN profile: https://cran.r-project.org/package=bpvars

* package vignette: https://doi.org/10.48550/arXiv.2606.14143

* other materials: https://bsvars.org/bpvars/#resources

See you soon!

Preparation:

This session assumes the attendees know the basics of time series analysis. Install and load the bpvars package, then check the documentation by running the code below. Run the example you will find there in R. If it works, you’re ready to go. Thanks!

“`

install.packages(“bpvars”)

library(bpvars)

?bpvars

Minimal registration fee: 20 euro (or 20 USD or 800 UAH)

Please note that the registration confirmation is sent 1 day before the workshop to all registered participants rather than immediately after registration

How can I register?

• Go to https://bit.ly/3wvwMA6 or https://bit.ly/4aD5LMC  or  https://bit.ly/3PFxtNA and donate at least 20 euro. Feel free to donate more if you can, all proceeds go directly to support Ukraine.

• Save your donation receipt (after the donation is processed, there is an option to enter your email address on the website to which the donation receipt is sent)

• Fill in the registration form, attaching a screenshot of a donation receipt (please attach the screenshot of the donation receipt that was emailed to you rather than the page you see after donation).

If you are not personally interested in attending, you can also contribute by sponsoring a participation of a student, who will then be able to participate for free. If you choose to sponsor a student, all proceeds will also go directly to organisations working in Ukraine. You can either sponsor a particular student or you can leave it up to us so that we can allocate the sponsored place to students who have signed up for the waiting list.

How can I sponsor a student?

• Go to https://bit.ly/3wvwMA6 or https://bit.ly/4aD5LMC  or https://bit.ly/3PFxtNA and donate at least 20 euro (or 17 GBP or 20 USD or 800 UAH). Feel free to donate more if you can, all proceeds go to support Ukraine!

• Save your donation receipt (after the donation is processed, there is an option to enter your email address on the website to which the donation receipt is sent)

• Fill in the sponsorship form, attaching the screenshot of the donation receipt (please attach the screenshot of the donation receipt that was emailed to you rather than the page you see after the donation). You can indicate whether you want to sponsor a particular student or we can allocate this spot ourselves to the students from the waiting list. You can also indicate whether you prefer us to prioritize students from developing countries when assigning place(s) that you sponsored.

If you are a university student and cannot afford the registration fee, you can also sign up for the waiting list here. (Note that you are not guaranteed to participate by signing up for the waiting list).

You can also find more information about this workshop series,  a schedule of our future workshops as well as a list of our past workshops which you can get the recordings & materials here.

Looking forward to seeing you during the workshop!