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 0 1 0 0 8 10
A Bayesian Approach to Inference on Probabilistic Surveys 0 0 1 22 1 1 6 50
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 2 2 4 41
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 0 40 1 1 1 141
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 1 48 0 0 4 93
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 0 3 31
A Dynamic Stochastic Block Model for Multidimensional Networks 0 1 2 14 1 2 9 38
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 1 2 5 14
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 1 2 11
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 50 1 2 2 101
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 0 0 1 161
Adaptive Sticky Generalized Metropolis 0 0 0 20 0 0 1 112
An entropy-based early warning indicator for systemic risk 1 1 1 87 3 4 9 232
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 1 150
Bayesian Dynamic Tensor Regression 0 0 1 90 1 3 9 219
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 0 126 2 3 5 247
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 3 3 4 432
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 2 2 3 325
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 0 1 236
Bayesian Markov Switching Tensor Regression for Time-varying Networks 0 1 1 61 0 1 4 100
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 1 3 5 121
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 0 0 111
Bayesian nonparametric sparse VAR models 0 0 0 37 0 0 2 102
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 1 1 4 48 3 3 7 172
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 0 0 52 0 0 0 167
Beta-product Poisson-Dirichlet Processes 0 0 0 2 1 1 3 24
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 1 4 7 770
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 1 3 4 153
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 0 1 4 48
Combination Schemes for Turning Point Predictions 0 0 0 67 0 3 4 150
Combination schemes for turning point predictions 0 0 0 58 2 3 4 120
Combination schemes for turning point predictions 0 0 0 19 1 2 4 132
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 3 4 7 94
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 0 1 69
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 3 3 3 170
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 3 5 118
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 6 6 1 1 4 4
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 1 37 1 3 9 89
Density Forecasting 1 3 10 286 2 7 20 493
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 1 2 2 166
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 1 2 111
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 0 108 2 2 5 334
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 0 1 2 26 3 5 8 57
Financial bridges and network communities 0 0 0 19 0 0 1 40
Financial press and stock markets in times of crisis 0 0 0 68 0 1 3 185
First-order integer-valued autoregressive processes with Generalized Katz innovations 0 0 2 9 0 0 2 14
Fiscal Policy Regimes in Resource-Rich Economies 0 0 0 9 2 2 8 16
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 1 2 4 76
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 1 1 2 56
Generalized Poisson Difference Autoregressive Processes 0 0 0 27 3 4 5 47
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 0 0 1 97 2 4 7 219
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 0 114 1 1 1 375
Interacting multiple -- Try algorithms with different proposal distributions 0 0 0 25 0 0 0 92
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 1 28 0 0 4 112
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 1 1 6 204
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 4 4 6 176
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 0 0 1 195
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 1 1 3 124
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 1 2 5 339
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 52 0 3 5 223
Learning from experts: Energy efficiency in residential buildings 0 0 0 24 0 0 10 23
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 0 1 91 0 2 4 223
Markov Switching Panel with Endogenous Synchronization Effects 0 1 2 94 5 8 13 216
Markov Switching Panel with Network Interaction Effects 0 1 1 73 1 2 4 187
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 1 2 6 298
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 0 0 0 81
Modeling Systemic Risk with Markov Switching Graphical SUR Models 1 1 2 146 3 4 7 235
Modeling Turning Points In Global Equity Market 0 0 0 39 1 1 3 44
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 0 0 0 0
Nowcasting industrial production using linear and non-linear models of electricity demand 0 2 5 57 1 3 9 136
Oil and Fiscal Policy Regimes 0 0 0 15 0 1 3 44
Oil and fiscal policy regimes 0 0 0 26 0 0 3 42
Online data processing: comparison of Bayesian regularized particle filters 0 1 1 56 0 1 2 213
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 1 3 482
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 1 1 3 180
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 1 1 2 122
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 38 0 0 3 136
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 1 2 2 343
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 20 0 1 3 167
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 39 0 0 3 163
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 0 0 2 229
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 1 1 4 298
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 1 1 1 193
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 0 0 38 0 0 1 160
Stochastic Processes in Credit Risk Modelling 0 0 4 238 1 2 16 625
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 1 3 7 67 3 11 25 137
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 0 41 1 2 7 66
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 2 3 6 150
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 1 54 3 4 10 114
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 0 1 2 8
Total Working Papers 5 18 62 5,414 89 162 412 14,327

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 1 1 3 24 1 1 6 70
A Bayesian time varying approach to risk neutral density estimation 0 0 0 3 0 0 0 13
A Dynamic Latent-Space Model for Asset Clustering 0 0 2 7 0 1 4 12
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 2 2 75
A Stochastic Volatility Model With Realized Measures for Option Pricing 0 0 0 5 1 1 1 21
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 1 1 1 7
A framework for information synthesis into sentiment indicators using text mining methods 0 0 0 1 0 0 0 2
An entropy-based early warning indicator for systemic risk 0 0 2 30 2 3 11 140
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 0 0 9 0 1 2 53
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 1 1 3 59
Bayesian Dynamic Tensor Regression 0 0 0 3 2 3 6 19
Bayesian Graphical Models for STructural Vector Autoregressive Processes 1 1 1 24 3 6 10 118
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks 0 0 2 2 2 3 7 11
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 2 2 25
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 1 3 4 0 1 6 12
Bayesian nonparametric sparse VAR models 0 0 1 22 0 0 3 92
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 1 1 2 5
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 0 2 86 1 1 7 206
Beta-product dependent Pitman–Yor processes for Bayesian inference 0 0 0 11 0 0 2 74
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 0 2 3 5 8
Combination schemes for turning point predictions 0 0 0 26 0 0 2 106
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 1 1 1 48
Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty 0 0 0 0 0 0 1 4
Efficient Gibbs sampling for Markov switching GARCH models 0 0 0 10 1 1 2 44
Generalized Poisson difference autoregressive processes 0 0 1 1 2 5 11 11
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area 0 0 0 48 1 2 3 173
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 1 1 5 62
Learning from experts: Energy efficiency in residential buildings 0 0 0 1 4 4 9 12
Markov switching GARCH models for Bayesian hedging on energy futures markets 0 0 0 21 0 0 4 86
Markov switching panel with endogenous synchronization effects 0 1 3 11 1 3 10 33
Modeling Corporate CDS Spreads Using Markov Switching Regressions 0 0 2 3 1 2 7 12
Modeling Turning Points in the Global Equity Market 0 0 1 2 0 3 7 11
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 2 47 0 0 8 168
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 1 1 3 5
Multilayer network analysis of oil linkages 0 0 0 5 2 3 6 25
Nowcasting industrial production using linear and non-linear models of electricity demand 0 2 3 4 1 4 6 11
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 0 0 0 12 1 1 1 36
Opinion Dynamics and Disagreements on Financial Networks 0 0 1 31 3 3 5 115
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 2 3 5 66
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 0 0 0 1 2 2 2 16
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 1 1 4 78
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 5 0 0 4 103
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 1 1 15 1 4 7 86
Stochastic optimization for allocation problems with shortfall risk constraints 0 0 0 1 0 0 3 8
Structural changes in large economic datasets: A nonparametric homogeneity test 0 0 0 6 0 0 2 35
Time-varying combinations of predictive densities using nonlinear filtering 2 2 2 54 4 6 16 222
Total Journal Articles 4 9 33 600 48 81 214 2,598
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 1 5 31
Understanding Economic Instability during the Pandemic: A Factor Model Approach 0 0 0 2 1 4 7 11
Total Chapters 0 0 0 3 1 5 12 42

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Statistics updated 2025-11-08