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 1 1 1 3 10 10
A Bayesian Approach to Inference on Probabilistic Surveys 0 1 2 22 3 4 6 48
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 0 0 1 38
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 0 40 0 0 0 140
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 1 2 3 31
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 2 47 0 0 7 90
A Dynamic Stochastic Block Model for Multi-Layer Networks 0 1 3 13 2 4 10 34
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 0 1 10
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 1 1 1 10
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 50 0 0 0 99
A scoring rule for factor and autoregressive models under misspecification 0 0 1 71 0 0 1 160
Adaptive Sticky Generalized Metropolis 0 0 0 20 0 0 0 111
An entropy-based early warning indicator for systemic risk 0 0 1 86 0 2 6 227
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 0 149
Bayesian Dynamic Tensor Regression 0 1 1 90 0 4 6 216
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 0 126 0 0 1 242
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 1 1 2 429
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 1 1 1 323
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 0 3 236
Bayesian Markov Switching Tensor Regression for Time-varying Networks 0 0 2 60 1 1 6 99
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 1 2 117
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 2 2 3 102
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 2 46 0 0 6 167
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 0 0 52 0 0 1 167
Beta-product Poisson-Dirichlet Processes 0 0 1 2 0 1 3 23
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 1 2 3 765
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 0 0 1 150
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 0 0 1 45
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 0 146
Combination schemes for turning point predictions 0 0 0 19 0 0 2 130
Combination schemes for turning point predictions 0 0 1 58 0 0 2 117
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 2 2 89
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 0 0 0 167
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 0 0 113
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 0 0 3 3
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 1 5 37 0 3 10 85
Density Forecasting 0 1 8 281 3 4 20 484
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 0 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 0 1 110
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 1 108 1 1 5 332
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 0 1 1 25 1 2 3 51
Financial bridges and network communities 0 0 0 19 0 1 1 40
Financial press and stock markets in times of crisis 0 0 0 68 0 1 1 183
First-order integer-valued autoregressive processes with Generalized Katz innovations 0 2 2 9 0 2 2 14
Fiscal Policy Regimes in Resource-Rich Economies 0 0 3 9 0 0 7 10
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 0 0 1 73
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 0 0 54
Generalized Poisson Difference Autoregressive Processes 0 0 0 27 0 0 0 42
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 0 0 1 97 0 0 5 215
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 0 114 0 0 0 374
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 1 3 110
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 2 2 172
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 1 1 1 63 1 1 1 195
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 0 5 202
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 1 96 0 1 3 122
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 1 2 3 336
Italian Equity Funds: Efficiency and Performance Persistence 0 0 1 52 1 1 4 219
Learning from experts: Energy efficiency in residential buildings 0 0 1 24 0 0 12 23
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 1 1 91 0 1 3 221
Markov Switching Panel with Endogenous Synchronization Effects 0 0 2 93 1 1 13 208
Markov Switching Panel with Network Interaction Effects 0 0 0 72 0 0 2 185
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 0 0 2 293
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 0 1 3 145 0 1 5 229
Modeling Turning Points In Global Equity Market 0 0 0 39 0 0 3 43
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 1 6 55 0 1 10 131
Oil and Fiscal Policy Regimes 0 0 0 15 1 1 1 42
Oil and fiscal policy regimes 0 0 0 26 0 2 4 42
Online data processing: comparison of Bayesian regularized particle filters 0 0 0 55 0 0 1 211
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 0 2 481
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 0 0 120
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 1 178
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 1 1 1 38 1 1 2 134
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 0 0 1 341
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 1 228
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 1 161
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 20 0 0 1 165
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 0 1 2 296
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 0 0 0 192
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 0 0 38 0 0 0 159
Stochastic Processes in Credit Risk Modelling 1 2 5 238 1 5 15 621
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 1 5 62 1 4 17 123
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 1 41 0 3 6 64
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 0 1 145
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 1 1 5 108
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 0 1 2 7
Total Working Papers 3 16 75 5,390 29 77 285 14,094

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 3 23 0 0 5 67
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 1 1 7 7 1 1 11 11
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 0 2 73
A Stochastic Volatility Model With Realized Measures for Option Pricing 0 0 0 5 0 0 3 20
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 0 0 4 6
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 2 2 30 1 4 7 135
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 0 0 9 0 1 1 52
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 0 1 57
Bayesian Dynamic Tensor Regression 0 0 0 3 0 2 4 16
Bayesian Graphical Models for STructural Vector Autoregressive Processes 0 0 0 23 0 0 0 108
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks 0 0 1 1 1 1 7 7
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 0 0 23
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 1 3 3 0 1 8 11
Bayesian nonparametric sparse VAR models 0 0 3 22 0 2 11 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 0 0 0 3
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 0 1 85 1 1 4 203
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 0 0 2 5
Combination schemes for turning point predictions 0 0 0 26 0 0 3 106
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 0 47
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 0 0 1 42
Generalized Poisson difference autoregressive processes 0 0 0 0 0 1 3 3
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 0 2 171
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 1 2 3 59
Learning from experts: Energy efficiency in residential buildings 0 0 1 1 0 1 7 7
Markov switching GARCH models for Bayesian hedging on energy futures markets 0 0 0 21 0 2 4 85
Markov switching panel with endogenous synchronization effects 0 0 2 10 1 1 9 29
Modeling Corporate CDS Spreads Using Markov Switching Regressions 0 1 2 2 0 2 9 9
Modeling Turning Points in the Global Equity Market 0 1 2 2 0 1 7 7
Modeling systemic risk with Markov Switching Graphical SUR models 0 1 3 47 0 1 7 165
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 1 1 1 3
Multilayer network analysis of oil linkages 0 0 0 5 0 0 3 22
Nowcasting industrial production using linear and non-linear models of electricity demand 0 0 1 2 1 1 3 7
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 0 0 0 12 0 0 2 35
Opinion Dynamics and Disagreements on Financial Networks 0 1 1 31 0 2 3 112
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 0 1 62
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 0 0 0 1 0 0 0 14
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 0 11 0 0 0 74
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 3 102
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 14 1 2 3 81
Stochastic optimization for allocation problems with shortfall risk constraints 0 0 0 1 0 0 1 6
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 0 0 1 52 2 3 8 210
Total Journal Articles 1 8 34 586 11 33 158 2,475
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 30
Understanding Economic Instability during the Pandemic: A Factor Model Approach 0 0 0 2 0 0 1 5
Total Chapters 0 0 0 3 0 1 6 35

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Statistics updated 2025-06-06