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
Substack: https://substack.com/@rgpy
Youtube: www.youtube.com/@rgpy
Projects code: https://github.com/rgpy0
Reposted by R Green and Python
Just read this paper that revisits Weitzman’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...
November 25, 2025 at 7:16 PM
Just read this paper that revisits Weitzman’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...
Just wrote some "High Performance" wild boostrap for SVARs in Rcpp and it is five times slower than Matlab. What a success bro 😀
November 18, 2025 at 10:59 AM
Just wrote some "High Performance" wild boostrap for SVARs in Rcpp and it is five times slower than Matlab. What a success bro 😀
Reposted by R Green and Python
Forthcoming in AEJ: Macroeconomics: "What Drives the Recent Surge in Inflation? The Historical Decomposition Roller Coaster" by Drago Bergholt, Fabio Canova, Francesco Furlanetto, Nicolò Maffei-Faccioli, and Pål Ulvedal. www.aeaweb.org/articles?id=...
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...
www.aeaweb.org
August 19, 2025 at 3:17 PM
Forthcoming in AEJ: Macroeconomics: "What Drives the Recent Surge in Inflation? The Historical Decomposition Roller Coaster" by Drago Bergholt, Fabio Canova, Francesco Furlanetto, Nicolò Maffei-Faccioli, and Pål Ulvedal. www.aeaweb.org/articles?id=...
Reposted by R Green and Python
𝗧𝘂𝘁𝗼𝗿𝗶𝗮𝗹 𝗣𝗮𝗰𝗸𝗮𝗴𝗲
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
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
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...
doi.org
August 15, 2025 at 11:58 AM
𝗧𝘂𝘁𝗼𝗿𝗶𝗮𝗹 𝗣𝗮𝗰𝗸𝗮𝗴𝗲
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
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
My five cents on forecasting at central banks: Why do forecasts at central banks fail? - 1
open.substack.com/pub/rgpy/p/w...
open.substack.com/pub/rgpy/p/w...
Why do forecasts at central banks fail? - 1
A personal experience
open.substack.com
August 1, 2025 at 2:17 PM
My five cents on forecasting at central banks: Why do forecasts at central banks fail? - 1
open.substack.com/pub/rgpy/p/w...
open.substack.com/pub/rgpy/p/w...
Work on it as soon as I defense my thesis. looks nice
July 27, 2025 at 6:46 PM
Work on it as soon as I defense my thesis. looks nice
Congratulations
Very pleased that our local projections dif-in-dif paper is now out in the Journal of Applied Econometrics. Joint with @dgirardi.bsky.social, Jorda, and Taylor.
It's a tool that we think many applied economists will find useful (indeed many already have).
🧵
It's a tool that we think many applied economists will find useful (indeed many already have).
🧵
July 20, 2025 at 8:29 AM
Congratulations
How could I miss it 😫 I should read his threads b4 asking an R related question.
July 17, 2025 at 10:51 PM
How could I miss it 😫 I should read his threads b4 asking an R related question.
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
July 17, 2025 at 10:21 PM
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
Climate shocks and the economy www.aeaweb.org/research/sev... via @aeajournals.bsky.social
Climate shocks and the economy
Is the US economy adapting to more severe weather patterns?
www.aeaweb.org
July 7, 2025 at 12:45 PM
Climate shocks and the economy www.aeaweb.org/research/sev... via @aeajournals.bsky.social
Reposted by R Green and Python
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
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
June 14, 2025 at 8:00 AM
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
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
Reposted by R Green and Python
Okay, a little late in sharing. But in academic time, this is practically breaking news 😀 Our @nber.org Working Paper No. w33158 “Economic Surveillance using Corporate Text” was (somewhat recently) featured by Harvard Law School Forum on Corporate Governance corpgov.law.harvard.edu/2025/02/11/e...
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 ...
corpgov.law.harvard.edu
June 14, 2025 at 6:11 PM
Okay, a little late in sharing. But in academic time, this is practically breaking news 😀 Our @nber.org Working Paper No. w33158 “Economic Surveillance using Corporate Text” was (somewhat recently) featured by Harvard Law School Forum on Corporate Governance corpgov.law.harvard.edu/2025/02/11/e...
Reposted by R Green and Python
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
November 23, 2024 at 4:00 PM
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
Reposted by R Green and Python
Just started working on #Python version of Forecasting principles book. STL decomposition for today.
youtu.be/t3CvrPKAmEc?...
youtu.be/t3CvrPKAmEc?...
Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots
YouTube video by R Green and Python
youtu.be
May 11, 2025 at 6:24 PM
Just started working on #Python version of Forecasting principles book. STL decomposition for today.
youtu.be/t3CvrPKAmEc?...
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.
May 11, 2025 at 6:28 PM
Confession: reading Piketty's capital book very first time. Worse is that I am reading German version as a non native speaker.
Just started working on #Python version of Forecasting principles book. STL decomposition for today.
youtu.be/t3CvrPKAmEc?...
youtu.be/t3CvrPKAmEc?...
Forecasting: Principles and Practice, the Pythonic way: STL Decomposition and Time Series Plots
YouTube video by R Green and Python
youtu.be
May 11, 2025 at 6:24 PM
Just started working on #Python version of Forecasting principles book. STL decomposition for today.
youtu.be/t3CvrPKAmEc?...
youtu.be/t3CvrPKAmEc?...
Reposted by R Green and Python
Academic conference. You invented academic conference.
Have a few sets of friends with whom you can go out once or twice a year and act like you’re still 27.
If you’re over 30, quote this with some life advice 🤌🏼
May 10, 2025 at 4:11 PM
Academic conference. You invented academic conference.
Very timely paper.
Tariffs can be stagflationary in a global general equilibrium setting. The net impact of tariffs on inflation, employment, and the US dollar depends on the policy response of all countries in the trade war, from @kalemli-ozcan.bsky.social, Soylu, and Yildirim https://www.nber.org/papers/w33686
April 18, 2025 at 9:27 PM
Very timely paper.
Reposted by R Green and Python
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
#inflation #EconSky
March 9, 2025 at 9:30 PM
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
#inflation #EconSky
Reposted by R Green and Python
Reposted by R Green and Python
Alright! Tomasz' @tomaszwozniak.bsky.social workshop on Structural and Predictive Macro Analyses using the R Package bsvars ❤️💛 for the Workshops for Ukraine 💙💛 by @dariia.bsky.social has just been released on youtube:
www.youtube.com/watch?v=2iO0...
It's good! 💝💖
#bsvars #rstats #econsky
www.youtube.com/watch?v=2iO0...
It's good! 💝💖
#bsvars #rstats #econsky
Structural and Predictive Macro Analyses using the R Package bsvars
YouTube video by Dariia Mykhailyshyna
www.youtube.com
February 26, 2025 at 11:54 PM
Alright! Tomasz' @tomaszwozniak.bsky.social workshop on Structural and Predictive Macro Analyses using the R Package bsvars ❤️💛 for the Workshops for Ukraine 💙💛 by @dariia.bsky.social has just been released on youtube:
www.youtube.com/watch?v=2iO0...
It's good! 💝💖
#bsvars #rstats #econsky
www.youtube.com/watch?v=2iO0...
It's good! 💝💖
#bsvars #rstats #econsky
Reposted by R Green and Python
EU Climate Policy in a Globalized World: Philipp M. Richter; Joschka Wanner
NEP/RePEc link
to paper
d.repec.org
February 24, 2025 at 5:45 PM
EU Climate Policy in a Globalized World: Philipp M. Richter; Joschka Wanner