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 3 10 14 20
A Bayesian Approach to Inference on Probabilistic Surveys 0 0 1 22 35 36 42 86
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 3 4 8 45
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 0 40 4 6 7 147
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 1 48 0 2 5 95
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 2 2 5 33
A Dynamic Stochastic Block Model for Multidimensional Networks 1 3 5 17 4 12 20 50
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 6 6 11 20
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 1 1 16 1 2 4 13
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 50 5 8 10 109
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 4 11 12 172
Adaptive Sticky Generalized Metropolis 0 0 0 20 6 6 7 118
An entropy-based early warning indicator for systemic risk 0 0 1 87 6 16 24 248
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 1 1 2 151
Bayesian Dynamic Tensor Regression 0 0 1 90 3 7 14 226
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 0 126 0 7 12 254
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 1 1 5 433
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 3 5 8 330
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 2 4 4 240
Bayesian Markov Switching Tensor Regression for Time-varying Networks 0 0 1 61 6 8 10 108
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 2 3 8 124
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 6 9 9 120
Bayesian nonparametric sparse VAR models 0 0 0 37 2 2 4 104
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 1 3 49 6 9 14 181
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 0 0 52 7 11 11 178
Beta-product Poisson-Dirichlet Processes 0 0 0 2 5 7 10 31
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 3 8 15 778
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 2 2 6 155
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 3 4 8 52
Combination Schemes for Turning Point Predictions 0 0 0 67 1 4 8 154
Combination schemes for turning point predictions 0 0 0 58 7 11 15 131
Combination schemes for turning point predictions 0 0 0 19 5 7 9 139
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 5 6 13 100
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 8 12 13 81
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 5 7 10 177
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 3 5 10 123
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 4 5 7 9
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 1 2 38 0 2 10 91
Density Forecasting 0 0 7 286 13 19 33 512
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 1 1 77 3 7 9 173
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 1 10 12 121
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 0 108 3 5 9 339
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 0 0 2 26 3 7 15 64
Financial bridges and network communities 0 0 0 19 3 8 9 48
Financial press and stock markets in times of crisis 0 0 0 68 3 4 7 189
First-order integer-valued autoregressive processes with Generalized Katz innovations 0 0 2 9 3 7 9 21
Fiscal Policy Regimes in Resource-Rich Economies 1 1 1 10 4 7 15 23
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 4 7 10 83
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 3 4 6 60
Generalized Poisson Difference Autoregressive Processes 0 0 0 27 1 2 7 49
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 0 0 0 97 4 9 14 228
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 0 114 8 14 15 389
Interacting multiple -- Try algorithms with different proposal distributions 0 0 0 25 2 2 2 94
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 1 28 2 2 6 114
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 11 13 16 217
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 2 4 5 199
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 1 4 10 180
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 5 6 9 130
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 4 8 13 347
Italian Equity Funds: Efficiency and Performance Persistence 1 1 1 53 6 7 12 230
Learning from experts: Energy efficiency in residential buildings 0 0 0 24 1 3 12 26
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 0 1 91 4 5 8 228
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 3 18 27 234
Markov Switching Panel with Network Interaction Effects 0 0 1 73 4 8 10 195
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 4 6 12 304
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 5 10 10 91
Modeling Systemic Risk with Markov Switching Graphical SUR Models 1 1 3 147 7 11 18 246
Modeling Turning Points In Global Equity Market 0 0 0 39 4 6 8 50
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 3 4 4 4
Nowcasting industrial production using linear and non-linear models of electricity demand 0 0 3 57 6 13 19 149
Oil and Fiscal Policy Regimes 0 0 0 15 4 7 10 51
Oil and fiscal policy regimes 0 0 0 26 4 9 11 51
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 4 5 6 487
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 2 2 5 182
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 5 6 8 128
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 1 2 39 3 6 9 142
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 6 14 16 357
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 20 3 6 9 173
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 12 18 20 181
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 7 9 10 238
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 4 12 16 310
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 4 11 12 204
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 0 0 38 6 9 10 169
Stochastic Processes in Credit Risk Modelling 0 0 3 238 5 7 17 632
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 2 8 69 5 12 31 149
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 1 1 42 6 8 14 74
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 5 7 12 157
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 2 55 3 7 14 121
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 5 8 10 16
Total Working Papers 4 16 60 5,430 392 673 1,019 15,000

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 1 2 25 4 6 9 76
A Bayesian time varying approach to risk neutral density estimation 0 0 0 3 3 3 3 16
A Dynamic Latent-Space Model for Asset Clustering 0 2 3 9 4 7 10 19
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 2 6 8 81
A Stochastic Volatility Model With Realized Measures for Option Pricing 0 0 0 5 2 2 3 23
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 2 4 5 11
A framework for information synthesis into sentiment indicators using text mining methods 0 0 0 1 1 1 1 3
An entropy-based early warning indicator for systemic risk 0 1 3 31 3 7 16 147
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 0 0 9 8 11 13 64
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 2 3 5 62
Bayesian Dynamic Tensor Regression 0 0 0 3 4 6 11 25
Bayesian Graphical Models for STructural Vector Autoregressive Processes 0 0 1 24 10 14 24 132
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks 0 1 2 3 3 5 10 16
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 1 3 5 28
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 0 2 4 0 0 4 12
Bayesian nonparametric sparse VAR models 0 0 0 22 3 6 8 98
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 3 6 8 11
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 0 1 86 4 8 14 214
Beta-product dependent Pitman–Yor processes for Bayesian inference 0 0 0 11 6 7 8 81
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 0 3 4 8 12
Combination schemes for turning point predictions 0 0 0 26 5 9 11 115
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 4 5 6 53
Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty 0 0 0 0 1 3 4 7
Efficient Gibbs sampling for Markov switching GARCH models 0 0 0 10 5 8 10 52
Generalized Poisson difference autoregressive processes 0 0 1 1 3 5 15 16
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area 0 0 0 48 5 11 13 184
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 4 6 11 68
Learning from experts: Energy efficiency in residential buildings 0 1 1 2 3 8 15 20
Markov switching GARCH models for Bayesian hedging on energy futures markets 0 1 1 22 6 11 15 97
Markov switching panel with endogenous synchronization effects 0 0 1 11 2 8 14 41
Modeling Corporate CDS Spreads Using Markov Switching Regressions 0 0 2 3 5 8 14 20
Modeling Turning Points in the Global Equity Market 0 0 1 2 4 7 12 18
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 1 47 4 7 12 175
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 2 3 6 8
Multilayer network analysis of oil linkages 0 0 0 5 1 5 10 30
Nowcasting industrial production using linear and non-linear models of electricity demand 0 2 5 6 9 16 22 27
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 0 0 0 12 2 3 4 39
Opinion Dynamics and Disagreements on Financial Networks 0 0 1 31 4 10 15 125
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 1 7 5 15 19 81
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 0 0 0 1 1 2 4 18
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 0 4 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 4 10 14 113
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 15 6 9 16 95
Stochastic optimization for allocation problems with shortfall risk constraints 0 0 0 1 1 5 7 13
Structural changes in large economic datasets: A nonparametric homogeneity test 0 0 0 6 2 3 4 38
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 7 9 25 231
Total Journal Articles 0 11 34 611 163 299 479 2,897
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 2 4 9 35
Understanding Economic Instability during the Pandemic: A Factor Model Approach 0 0 0 2 2 3 9 14
Total Chapters 0 0 0 3 4 7 18 49

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Statistics updated 2026-02-12