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 0 3 9 9
A Bayesian Approach to Inference on Probabilistic Surveys 0 1 2 22 0 1 3 45
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 0 1 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 3 47 0 0 9 90
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 1 2 2 30
A Dynamic Stochastic Block Model for Multi-Layer Networks 1 1 4 13 1 2 11 32
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 1 1 10
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 0 0 9
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 2 3 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 1 4 6 216
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 1 126 0 0 2 242
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 1 159 0 0 2 428
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 0 0 0 322
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 0 0 5 98
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 0 0 1 100
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 1 2 3 23
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 0 1 2 764
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 0 1 1 45
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 0 1 1 150
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 1 2 117
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 1 1 88
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 1 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 1 3 3
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 1 1 6 37 2 4 11 85
Density Forecasting 1 2 11 281 1 2 21 481
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 1 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 1 1 110
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 1 108 0 1 4 331
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 1 1 1 25 1 1 2 50
Financial bridges and network communities 0 0 0 19 1 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 2 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 2 97 0 1 6 215
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 1 1 28 0 2 3 110
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 1 5 202
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 1 2 2 172
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 62 0 0 0 194
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 0 1 2 335
Italian Equity Funds: Efficiency and Performance Persistence 0 0 1 52 0 0 3 218
Learning from experts: Energy efficiency in residential buildings 0 0 2 24 0 9 13 23
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 1 1 1 91 1 1 3 221
Markov Switching Panel with Endogenous Synchronization Effects 0 0 3 93 0 0 13 207
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 1 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 9 229
Modeling Turning Points In Global Equity Market 0 0 0 39 0 1 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 8 55 0 1 13 131
Oil and Fiscal Policy Regimes 0 0 0 15 0 0 0 41
Oil and fiscal policy regimes 0 0 0 26 2 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 0 0 0 37 0 0 2 133
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 1 1 20 0 1 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 1 2 3 296
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
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 5 237 4 5 16 620
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 1 1 5 62 2 4 16 122
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 1 41 2 4 6 64
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 0 2 145
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 0 0 4 107
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 1 1 2 7
Total Working Papers 7 17 86 5,387 26 84 284 14,065

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 0 0 6 6 0 1 10 10
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 2 2 2 30 3 3 8 134
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 2 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 0 0 6 6
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 1 2 0 0 1 23
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 1 3 3 0 3 9 11
Bayesian nonparametric sparse VAR models 0 0 4 22 1 2 14 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 0 2 4 202
Beta-product dependent Pitman–Yor processes for Bayesian inference 0 0 0 11 0 1 2 74
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 0 0 1 2 5
Combination schemes for turning point predictions 0 0 0 26 0 2 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 1 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 1 2 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 3 171
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 0 1 2 58
Learning from experts: Energy efficiency in residential buildings 0 0 1 1 1 2 7 7
Markov switching GARCH models for Bayesian hedging on energy futures markets 0 0 0 21 0 3 4 85
Markov switching panel with endogenous synchronization effects 0 0 3 10 0 1 9 28
Modeling Corporate CDS Spreads Using Markov Switching Regressions 1 1 2 2 1 3 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 1 1 3 47 1 2 7 165
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 0 0 1 2
Multilayer network analysis of oil linkages 0 0 0 5 0 2 3 22
Nowcasting industrial production using linear and non-linear models of electricity demand 0 1 1 2 0 1 3 6
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 4 112
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 3 3 102
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 14 0 1 2 80
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 1 2 35
Time-varying combinations of predictive densities using nonlinear filtering 0 0 1 52 0 2 7 208
Total Journal Articles 4 8 36 585 10 46 161 2,464
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 1 4 6 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 1 4 7 35

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Statistics updated 2025-05-12