Access Statistics for Roberto Casarin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach for Inference on Probabilistic Surveys 0 1 1 2 1 8 14 21
A Bayesian Approach to Inference on Probabilistic Surveys 0 0 1 22 20 55 62 106
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 0 4 7 45
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 0 40 0 4 7 147
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 1 3 5 34
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 1 48 0 2 5 95
A Dynamic Stochastic Block Model for Multidimensional Networks 0 2 5 17 4 13 24 54
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 6 10 20
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 1 16 1 2 5 14
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 50 1 9 11 110
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 2 11 14 174
Adaptive Sticky Generalized Metropolis 0 0 0 20 0 6 7 118
An entropy-based early warning indicator for systemic risk 0 0 1 87 3 18 26 251
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 1 2 151
Bayesian Dynamic Tensor Regression 0 0 1 90 3 8 17 229
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 0 126 0 3 12 254
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 2 3 7 435
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 2 5 10 332
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 2 4 240
Bayesian Markov Switching Tensor Regression for Time-varying Networks 0 0 1 61 5 12 15 113
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 1 4 9 125
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 7 9 120
Bayesian nonparametric sparse VAR models 0 0 0 37 2 4 6 106
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 3 49 1 9 15 182
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 0 0 52 1 11 12 179
Beta-product Poisson-Dirichlet Processes 0 0 0 2 0 7 9 31
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 0 6 15 778
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 0 2 5 155
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 1 4 8 53
Combination Schemes for Turning Point Predictions 0 0 0 67 2 5 10 156
Combination schemes for turning point predictions 0 0 0 19 0 7 9 139
Combination schemes for turning point predictions 0 0 0 58 0 10 14 131
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 6 14 101
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 11 12 81
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 2 8 12 179
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 1 5 11 124
Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes 0 0 0 6 1 6 7 10
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 2 38 0 1 9 91
Density Forecasting 0 0 6 286 3 19 35 515
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 0 6 9 173
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 2 11 121
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 0 108 1 6 9 340
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 0 0 2 26 3 9 18 67
Financial bridges and network communities 0 0 0 19 0 6 9 48
Financial press and stock markets in times of crisis 0 0 0 68 1 5 8 190
First-order integer-valued autoregressive processes with Generalized Katz innovations 0 0 2 9 1 6 10 22
Fiscal Policy Regimes in Resource-Rich Economies 0 1 1 10 0 5 13 23
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 2 8 12 85
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 3 6 60
Generalized Poisson Difference Autoregressive Processes 0 0 0 27 3 4 10 52
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 1 1 1 98 4 11 17 232
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 0 114 1 12 16 390
Interacting multiple -- Try algorithms with different proposal distributions 0 0 0 25 1 3 3 95
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 0 2 5 114
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 2 14 17 219
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 4 7 9 203
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 4 7 14 184
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 3 9 12 133
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 0 7 13 347
Italian Equity Funds: Efficiency and Performance Persistence 0 1 1 53 4 11 16 234
Learning from experts: Energy efficiency in residential buildings 0 0 0 24 1 3 4 27
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 0 1 91 1 6 9 229
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 1 13 28 235
Markov Switching Panel with Network Interaction Effects 0 0 1 73 2 9 12 197
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 0 4 11 304
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 2 9 12 93
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 1 3 147 0 9 18 246
Modeling Turning Points In Global Equity Market 0 0 0 39 1 6 8 51
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 0 3 4 4
Nowcasting industrial production using linear and non-linear models of electricity demand 0 0 3 57 2 13 21 151
Oil and Fiscal Policy Regimes 0 0 0 15 2 6 12 53
Oil and fiscal policy regimes 0 0 0 26 1 8 12 52
Online data processing: comparison of Bayesian regularized particle filters 0 0 1 56 0 2 4 215
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 6 7 488
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 1 3 6 183
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 2 8 10 130
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 1 2 39 1 5 10 143
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 0 8 16 357
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 5 19 25 186
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 0 6 15 310
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 0 8 10 238
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 1 5 9 174
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 1 8 13 205
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 0 0 38 2 9 12 171
Stochastic Processes in Credit Risk Modelling 0 0 2 238 1 8 17 633
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 1 8 69 0 8 30 149
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 1 42 1 7 14 75
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 6 12 157
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 2 55 1 7 15 122
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 5 13 15 21
Total Working Papers 1 10 57 5,431 130 675 1,113 15,130

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 0 0 2 25 0 4 9 76
A Bayesian time varying approach to risk neutral density estimation 0 0 0 3 0 3 3 16
A Dynamic Latent-Space Model for Asset Clustering 0 2 3 9 3 9 12 22
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 6 9 82
A Stochastic Volatility Model With Realized Measures for Option Pricing 0 0 0 5 0 2 3 23
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 2 6 7 13
A framework for information synthesis into sentiment indicators using text mining methods 0 0 0 1 0 1 1 3
An entropy-based early warning indicator for systemic risk 0 0 3 31 2 7 18 149
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 0 0 9 3 13 16 67
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 1 4 6 63
Bayesian Dynamic Tensor Regression 0 0 0 3 5 10 16 30
Bayesian Graphical Models for STructural Vector Autoregressive Processes 0 0 1 24 0 12 24 132
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks 0 1 2 3 1 6 11 17
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 1 5 28
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 0 2 4 1 1 3 13
Bayesian nonparametric sparse VAR models 0 0 0 22 2 6 10 100
Being on the Field When the Game Is Still Under Way. The Financial Press and Stock Markets in Times of Crisis 0 0 0 1 2 6 10 13
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 0 1 86 0 7 12 214
Beta-product dependent Pitman–Yor processes for Bayesian inference 0 0 0 11 1 8 8 82
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 0 0 3 7 12
Combination schemes for turning point predictions 0 0 0 26 5 13 14 120
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 1 6 7 54
Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty 0 0 0 0 0 2 3 7
Efficient Gibbs sampling for Markov switching GARCH models 1 1 1 11 3 10 13 55
Generalized Poisson difference autoregressive processes 0 0 1 1 2 6 16 18
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area 0 0 0 48 0 9 13 184
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 2 8 13 70
Learning from experts: Energy efficiency in residential buildings 0 1 1 2 3 9 17 23
Markov switching GARCH models for Bayesian hedging on energy futures markets 0 0 1 22 0 8 14 97
Markov switching panel with endogenous synchronization effects 0 0 1 11 5 11 18 46
Modeling Corporate CDS Spreads Using Markov Switching Regressions 0 0 2 3 0 7 13 20
Modeling Turning Points in the Global Equity Market 0 0 1 2 3 9 15 21
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 1 47 0 5 11 175
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 0 3 6 8
Multilayer network analysis of oil linkages 0 0 0 5 1 4 9 31
Nowcasting industrial production using linear and non-linear models of electricity demand 0 1 4 6 5 17 26 32
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 0 0 0 12 1 3 5 40
Opinion Dynamics and Disagreements on Financial Networks 0 0 1 31 1 10 16 126
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 1 7 3 14 22 84
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 0 0 0 1 0 2 4 18
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 0 2 8 82
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 1 1 6 1 7 12 114
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 15 1 9 17 96
Stochastic optimization for allocation problems with shortfall risk constraints 0 0 0 1 1 5 8 14
Structural changes in large economic datasets: A nonparametric homogeneity test 0 0 0 6 1 3 4 39
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 2 11 26 233
Total Journal Articles 1 8 34 612 65 308 520 2,962
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Generalized Poisson Model for Cyber Risk Analysis 0 0 0 1 0 2 6 35
Understanding Economic Instability during the Pandemic: A Factor Model Approach 0 0 0 2 2 4 11 16
Total Chapters 0 0 0 3 2 6 17 51

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Statistics updated 2026-03-04