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 0 2 3 1 3 17 27
A Bayesian Approach to Inference on Probabilistic Surveys 0 0 0 22 1 6 71 119
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 0 1 7 46
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 0 40 0 0 7 147
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 1 6 37
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 1 48 0 0 4 95
A Dynamic Stochastic Block Model for Multidimensional Networks 0 0 4 17 1 5 35 69
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 5 14 25
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 1 16 0 1 7 17
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 50 0 2 13 112
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 0 5 19 180
Adaptive Sticky Generalized Metropolis 0 0 0 20 0 4 11 123
An entropy-based early warning indicator for systemic risk 0 2 3 89 1 8 33 261
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 5 6 156
Bayesian Dynamic Tensor Regression 0 0 0 90 0 7 23 239
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 0 126 1 2 14 257
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 1 7 15 444
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 0 6 16 339
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 3 8 244
Bayesian Markov Switching Tensor Regression for Time-varying Networks 0 0 1 61 0 5 19 118
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 1 3 10 128
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 2 12 123
Bayesian nonparametric sparse VAR models 0 0 0 37 0 1 6 108
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 2 49 0 10 26 195
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 0 0 52 1 5 20 187
Beta-product Poisson-Dirichlet Processes 0 0 0 2 0 3 11 34
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 0 2 15 781
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 0 2 8 55
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 0 2 8 158
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 9 156
Combination schemes for turning point predictions 0 0 0 58 0 2 16 133
Combination schemes for turning point predictions 0 0 0 19 0 7 17 147
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 0 1 12 102
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 2 14 83
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 3 15 182
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 1 11 126
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 0 1 9 12
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 1 38 0 0 6 91
Density Forecasting 2 2 5 288 2 4 35 521
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 0 4 14 178
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 4 15 125
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 0 108 1 7 16 348
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 0 0 1 26 0 6 21 73
Financial bridges and network communities 0 0 0 19 0 1 10 50
Financial press and stock markets in times of crisis 0 0 0 68 0 0 8 192
First-order integer-valued autoregressive processes with Generalized Katz innovations 0 0 0 9 0 2 12 26
Fiscal Policy Regimes in Resource-Rich Economies 0 0 1 10 8 14 25 37
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 0 3 14 88
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 1 4 9 64
Generalized Poisson Difference Autoregressive Processes 0 0 0 27 0 0 10 53
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 0 0 1 98 0 5 22 237
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 0 114 0 3 19 393
Interacting multiple -- Try algorithms with different proposal distributions 0 0 0 25 0 1 8 100
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 1 11 13 125
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 1 1 18 221
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 0 13 185
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 63 1 4 14 209
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 0 4 16 138
Italian Equity Funds: Efficiency and Performance Persistence 0 0 1 53 2 4 23 243
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 0 2 13 350
Learning from experts: Energy efficiency in residential buildings 0 0 0 24 1 4 9 32
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 0 0 91 0 1 10 231
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 2 4 34 242
Markov Switching Panel with Network Interaction Effects 0 0 1 73 0 2 14 199
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 1 1 1 12 2 9 22 103
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 0 3 14 310
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 2 4 20 250
Modeling Turning Points In Global Equity Market 0 0 0 39 0 2 11 54
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 0 1 6 6
Nowcasting industrial production using linear and non-linear models of electricity demand 0 0 2 57 1 2 22 153
Oil and Fiscal Policy Regimes 0 0 0 15 0 2 12 55
Oil and fiscal policy regimes 0 0 0 26 0 2 12 54
Online data processing: comparison of Bayesian regularized particle filters 0 0 1 56 0 1 5 217
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 2 9 490
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 2 6 13 191
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 2 5 15 136
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 39 0 6 16 151
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 0 1 17 358
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 1 4 12 178
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 0 4 32 193
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 0 10 21 250
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 0 5 18 315
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 2 11 25 217
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 0 1 39 1 7 21 180
Stochastic Processes in Credit Risk Modelling 0 0 0 238 0 4 16 638
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 6 69 1 7 32 156
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 1 42 0 0 11 75
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 1 4 15 162
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 3 56 1 7 22 131
Uncertainty and the Term Structure of Interest Rates 1 1 1 4 2 12 29 36
Total Working Papers 5 7 46 5,440 47 339 1,433 15,575

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 3 13 81
A Bayesian time varying approach to risk neutral density estimation 0 0 0 3 0 2 5 18
A Dynamic Latent-Space Model for Asset Clustering 0 1 3 10 2 7 19 30
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 6 15 88
A Stochastic Volatility Model With Realized Measures for Option Pricing 0 0 0 5 0 1 4 24
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 1 5 13 19
A framework for information synthesis into sentiment indicators using text mining methods 0 0 0 1 0 0 1 3
An entropy-based early warning indicator for systemic risk 0 0 1 31 2 11 29 165
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 0 0 9 0 2 17 69
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 1 4 11 68
Bayesian Dynamic Tensor Regression 0 0 0 3 1 5 20 36
Bayesian Graphical Models for STructural Vector Autoregressive Processes 0 1 2 25 1 4 26 136
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks 0 0 1 3 0 2 12 20
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 4 10 33
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 0 1 4 0 2 4 15
Bayesian nonparametric sparse VAR models 0 1 2 24 0 8 31 123
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 0 2 11 15
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 1 2 87 0 5 16 220
Beta-product dependent Pitman–Yor processes for Bayesian inference 0 0 0 11 1 2 11 85
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 0 1 5 16 21
Combination schemes for turning point predictions 0 0 0 26 0 4 18 124
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 6 13 60
Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty 0 0 0 0 0 5 8 12
Efficient Gibbs sampling for Markov switching GARCH models 0 0 1 11 0 2 15 58
Generalized Poisson difference autoregressive processes 0 0 1 1 1 4 18 22
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 3 16 187
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 1 1 14 74
Learning from experts: Energy efficiency in residential buildings 0 0 1 2 1 4 20 27
Markov switching GARCH models for Bayesian hedging on energy futures markets 0 1 2 23 0 22 35 121
Markov switching panel with endogenous synchronization effects 0 0 1 11 0 3 20 50
Modeling Corporate CDS Spreads Using Markov Switching Regressions 0 1 2 4 0 3 14 23
Modeling Turning Points in the Global Equity Market 0 0 0 2 0 4 20 27
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 0 47 1 2 11 177
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 0 1 8 11
Multilayer network analysis of oil linkages 0 0 0 5 0 1 10 32
Nowcasting industrial production using linear and non-linear models of electricity demand 0 0 5 7 0 5 33 40
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 0 0 0 12 0 3 9 44
Opinion Dynamics and Disagreements on Financial Networks 0 0 0 31 0 2 16 128
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 2 8 0 8 29 92
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 0 0 0 1 0 3 7 21
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 0 12 0 1 8 83
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 1 6 0 3 15 118
Sparse Graphical Vector Autoregression: A Bayesian Approach 2 2 3 17 3 6 26 107
Stochastic optimization for allocation problems with shortfall risk constraints 0 0 0 1 0 4 11 18
Structural changes in large economic datasets: A nonparametric homogeneity test 0 0 0 6 0 0 4 39
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 2 12 31 245
Total Journal Articles 2 9 35 623 19 192 713 3,209
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 7 37
Understanding Economic Instability during the Pandemic: A Factor Model Approach 0 0 0 2 0 1 13 18
Total Chapters 0 0 0 3 0 3 20 55

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Statistics updated 2026-07-10