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 3 3 11 13
A Bayesian Approach to Inference on Probabilistic Surveys 0 0 1 22 1 2 7 51
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 0 2 4 41
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 0 40 2 3 3 143
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 1 2 3 15 3 5 11 41
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 1 5 14
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 1 1 1 16 1 1 3 12
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 50 0 2 2 101
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 2 2 3 163
Adaptive Sticky Generalized Metropolis 0 0 0 20 0 0 1 112
An entropy-based early warning indicator for systemic risk 0 1 1 87 1 5 9 233
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 2 4 10 221
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 0 126 4 6 9 251
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 0 3 4 432
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 2 4 5 327
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 2 2 3 238
Bayesian Markov Switching Tensor Regression for Time-varying Networks 0 0 1 61 1 1 4 101
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 1 5 121
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 2 2 2 113
Bayesian nonparametric sparse VAR models 0 0 0 37 0 0 2 102
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 1 2 5 49 1 4 8 173
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 0 0 52 1 1 1 168
Beta-product Poisson-Dirichlet Processes 0 0 0 2 0 1 3 24
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 2 4 9 772
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 0 3 4 153
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 1 1 5 49
Combination Schemes for Turning Point Predictions 0 0 0 67 1 4 5 151
Combination schemes for turning point predictions 0 0 0 58 1 4 5 121
Combination schemes for turning point predictions 0 0 0 19 0 1 4 132
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 5 8 95
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 1 1 2 70
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 1 4 4 171
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 1 1 6 119
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 4
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 1 1 2 38 1 3 9 90
Density Forecasting 0 2 9 286 3 7 21 496
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 1 1 1 77 1 2 3 167
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 8 9 10 119
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 0 108 0 2 5 334
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 0 0 2 26 1 4 9 58
Financial bridges and network communities 0 0 0 19 2 2 3 42
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 2 2 4 16
Fiscal Policy Regimes in Resource-Rich Economies 0 0 0 9 2 4 10 18
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 1 2 5 77
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 1 2 3 57
Generalized Poisson Difference Autoregressive Processes 0 0 0 27 1 5 6 48
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 0 0 0 97 2 4 8 221
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 0 114 3 4 4 378
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 2 5 205
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 1 5 7 177
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 1 1 2 196
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 0 1 3 124
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 1 2 6 340
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 52 0 2 5 223
Learning from experts: Energy efficiency in residential buildings 0 0 0 24 1 1 11 24
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 0 1 91 0 0 3 223
Markov Switching Panel with Endogenous Synchronization Effects 0 0 2 94 6 11 18 222
Markov Switching Panel with Network Interaction Effects 0 1 1 73 1 3 5 188
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 3 3 3 84
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 2 3 8 300
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 1 2 146 2 6 9 237
Modeling Turning Points In Global Equity Market 0 0 0 39 1 2 4 45
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 1 1 1 1
Nowcasting industrial production using linear and non-linear models of electricity demand 0 1 4 57 2 4 10 138
Oil and Fiscal Policy Regimes 0 0 0 15 3 4 6 47
Oil and fiscal policy regimes 0 0 0 26 2 2 4 44
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 0 1 3 482
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 1 2 122
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 3 180
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 38 2 2 5 138
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 6 7 8 349
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 4 4 6 167
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 1 1 3 230
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 6 7 10 304
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 20 2 2 5 169
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 4 5 5 197
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 0 0 38 2 2 3 162
Stochastic Processes in Credit Risk Modelling 0 0 4 238 0 2 15 625
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 1 3 8 68 4 11 28 141
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 1 1 1 42 2 3 9 68
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 1 3 6 151
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 1 54 1 5 9 115
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 0 1 2 8
Total Working Papers 7 19 65 5,421 128 249 519 14,455

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 2 3 25 2 3 6 72
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 1 1 5 13
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 3 3 76
A Stochastic Volatility Model With Realized Measures for Option Pricing 0 0 0 5 0 1 1 21
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 0 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 1 1 3 31 2 4 13 142
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 0 0 9 1 1 3 54
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 1 3 59
Bayesian Dynamic Tensor Regression 0 0 0 3 1 3 6 20
Bayesian Graphical Models for STructural Vector Autoregressive Processes 0 1 1 24 2 6 12 120
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks 0 0 1 2 0 2 6 11
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 2 4 4 27
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 1 3 4 0 1 6 12
Bayesian nonparametric sparse VAR models 0 0 0 22 2 2 4 94
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 2 3 4 7
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 0 2 86 1 2 8 207
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 1 4 5 9
Combination schemes for turning point predictions 0 0 0 26 1 1 3 107
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 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 1 1 2 5
Efficient Gibbs sampling for Markov switching GARCH models 0 0 0 10 1 2 3 45
Generalized Poisson difference autoregressive processes 0 0 1 1 1 4 12 12
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area 0 0 0 48 2 3 5 175
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 0 1 5 62
Learning from experts: Energy efficiency in residential buildings 0 0 0 1 2 6 11 14
Markov switching GARCH models for Bayesian hedging on energy futures markets 1 1 1 22 3 3 7 89
Markov switching panel with endogenous synchronization effects 0 1 2 11 2 4 9 35
Modeling Corporate CDS Spreads Using Markov Switching Regressions 0 0 2 3 1 2 7 13
Modeling Turning Points in the Global Equity Market 0 0 1 2 1 1 7 12
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 2 47 2 2 10 170
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 0 1 3 5
Multilayer network analysis of oil linkages 0 0 0 5 2 4 7 27
Nowcasting industrial production using linear and non-linear models of electricity demand 1 3 4 5 4 8 10 15
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 0 0 0 12 1 2 2 37
Opinion Dynamics and Disagreements on Financial Networks 0 0 1 31 1 4 6 116
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 4 6 9 70
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 0 0 0 1 0 2 2 16
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 2 3 6 80
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 5 4 4 8 107
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 1 1 15 1 4 8 87
Stochastic optimization for allocation problems with shortfall risk constraints 0 0 0 1 1 1 4 9
Structural changes in large economic datasets: A nonparametric homogeneity test 0 0 0 6 1 1 3 36
Time-varying combinations of predictive densities using nonlinear filtering 0 2 2 54 0 4 16 222
Total Journal Articles 4 13 33 604 56 117 258 2,654
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 3 7 33
Understanding Economic Instability during the Pandemic: A Factor Model Approach 0 0 0 2 1 5 7 12
Total Chapters 0 0 0 3 3 8 14 45

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Statistics updated 2025-12-06