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R Green and Python

@rgpy0

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

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20.11.2024
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Latest posts by R Green and Python @rgpy0

Screenshot 2025-11-25 at 16.02.04.png

Screenshot 2025-11-25 at 16.02.04.png

Just read this paper that revisits Weitzmanโ€™s 1974 question on when policymakers should use taxes versus quotas to correct externalities in stochastic networked economies. It shows if shocks are positively correlated (like a global energy price jump) linear taxes win...

25.11.2025 19:16 ๐Ÿ‘ 1 ๐Ÿ” 1 ๐Ÿ’ฌ 1 ๐Ÿ“Œ 0

Just wrote some "High Performance" wild boostrap for SVARs in Rcpp and it is five times slower than Matlab. What a success bro ๐Ÿ˜€

18.11.2025 10:59 ๐Ÿ‘ 1 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
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What Drives the Recent Surge in Inflation? The Historical Decomposition Roller Coaster (Forthcoming Article) - What drives the recent inflation surge? To answer this question, one must decompose inflation fluctuations into the contribution of structural shocks. We document how whimsical...

Forthcoming in AEJ: Macroeconomics: "What Drives the Recent Surge in Inflation? The Historical Decomposition Roller Coaster" by Drago Bergholt, Fabio Canova, Francesco Furlanetto, Nicolรฒ Maffei-Faccioli, and Pรฅl Ulvedal. www.aeaweb.org/articles?id=...

19.08.2025 15:17 ๐Ÿ‘ 2 ๐Ÿ” 1 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
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Tutorial Package for: Text as Data in Economic Analysis This tutorial package, comprising both data and code, accompanies the article and is designed primarily to allow readers to explore the various voc...

๐—ง๐˜‚๐˜๐—ผ๐—ฟ๐—ถ๐—ฎ๐—น ๐—ฃ๐—ฎ๐—ฐ๐—ธ๐—ฎ๐—ด๐—ฒ

We also put together a tutorial package which allows you to apply the things we do in the paper yourself: doi.org/10.34894/KND...

#economics #accounting #finance #management #business #textualanalysis #nlp

6/7

15.08.2025 11:58 ๐Ÿ‘ 2 ๐Ÿ” 1 ๐Ÿ’ฌ 1 ๐Ÿ“Œ 0
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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 ๐Ÿ‘ 1 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0

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

27.07.2025 18:46 ๐Ÿ‘ 2 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0

Always will be. Look at ECB forecasts ๐Ÿ˜

26.07.2025 21:38 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0

Congratulations

20.07.2025 08:29 ๐Ÿ‘ 1 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0

How could I miss it ๐Ÿ˜ซ I should read his threads b4 asking an R related question.

17.07.2025 22:51 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“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 ๐Ÿ‘ 3 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“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 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
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Congratulations to the ten finalists of this yearโ€™s #YoungEconomistPrize!

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

The overall winner will be awarded โ‚ฌ10,000 europa.eu/!WFFQJq

14.06.2025 08:00 ๐Ÿ‘ 7 ๐Ÿ” 5 ๐Ÿ’ฌ 0 ๐Ÿ“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 ๐Ÿ˜€ Our @nber.org Working Paper No. w33158 โ€œEconomic Surveillance using Corporate Textโ€ 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 ๐Ÿ‘ 5 ๐Ÿ” 2 ๐Ÿ’ฌ 2 ๐Ÿ“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 ๐Ÿ‘ 14 ๐Ÿ” 5 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Time Series STL Decomposition
Time Series STL Decomposition YouTube video by R Green and Python

youtu.be/cfc5lhohGhg?...

19.05.2025 21:56 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0

Many Thanks. Looking forward to using it hopefully.

16.05.2025 16:29 ๐Ÿ‘ 1 ๐Ÿ” 0 ๐Ÿ’ฌ 1 ๐Ÿ“Œ 0

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

16.05.2025 12:40 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 1 ๐Ÿ“Œ 0
Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots
Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots YouTube video by R Green and Python

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

11.05.2025 18:24 ๐Ÿ‘ 1 ๐Ÿ” 1 ๐Ÿ’ฌ 0 ๐Ÿ“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 ๐Ÿ‘ 1 ๐Ÿ” 0 ๐Ÿ’ฌ 1 ๐Ÿ“Œ 0
Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots
Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots YouTube video by R Green and Python

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

11.05.2025 18:24 ๐Ÿ‘ 1 ๐Ÿ” 1 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0

Academic conference. You invented academic conference.

10.05.2025 16:11 ๐Ÿ‘ 205 ๐Ÿ” 28 ๐Ÿ’ฌ 2 ๐Ÿ“Œ 0

Very timely paper.

18.04.2025 21:27 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“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 ๐Ÿ‘ 60 ๐Ÿ” 17 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
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100 Best Economics Blogs and Websites in 2025 100 Best Economics Blogs โ‹… 1. Marginal Revolution โ‹… 2. Greg Mankiw's Blog โ‹… 3. Econbrowser โ‹… 4. Naked Capitalism โ‹… 5. Econlib Blog โ‹… 6. Calculated Risk Blog โ‹… 7. CONVERSABLE ECONOMIST

I'm at #24 !

bloggers.feedspot.co...

03.03.2025 23:45 ๐Ÿ‘ 8 ๐Ÿ” 4 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Structural and Predictive Macro Analyses using the R Package bsvars
Structural and Predictive Macro Analyses using the R Package bsvars YouTube video by Dariia Mykhailyshyna

Alright! Tomasz' @tomaszwozniak.bsky.social workshop on Structural and Predictive Macro Analyses using the R Package bsvars โค๏ธ๐Ÿ’› for the Workshops for Ukraine ๐Ÿ’™๐Ÿ’› by @dariia.bsky.social has just been released on youtube:
www.youtube.com/watch?v=2iO0...

It's good! ๐Ÿ’๐Ÿ’–

#bsvars #rstats #econsky

26.02.2025 23:53 ๐Ÿ‘ 7 ๐Ÿ” 2 ๐Ÿ’ฌ 1 ๐Ÿ“Œ 2

Thanks #rstats โค๏ธโค๏ธโค๏ธ

26.02.2025 22:42 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
NEP/RePEc link to paper

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

24.02.2025 17:45 ๐Ÿ‘ 0 ๐Ÿ” 1 ๐Ÿ’ฌ 0 ๐Ÿ“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 ๐Ÿ‘ 1 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“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 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 1 ๐Ÿ“Œ 0