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 3 3 5 6 0 1 18 28
A Bayesian Approach to Inference on Probabilistic Surveys 0 0 0 22 2 3 73 122
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 0 1 8 47
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 0 40 0 1 8 148
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 48 0 1 3 96
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 8 14 45
A Dynamic Stochastic Block Model for Multidimensional Networks 1 1 4 18 1 2 34 71
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 2 14 27
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 1 16 0 0 6 17
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 50 0 0 12 112
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 0 3 22 183
Adaptive Sticky Generalized Metropolis 0 0 0 20 0 0 11 123
An entropy-based early warning indicator for systemic risk 0 0 3 89 0 0 32 261
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 1 7 157
Bayesian Dynamic Tensor Regression 0 0 0 90 0 0 21 239
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 0 126 1 3 15 260
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 1 1 16 445
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 0 0 16 339
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 0 8 244
Bayesian Markov Switching Tensor Regression for Time-varying Networks 0 0 0 61 0 1 19 119
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 0 8 128
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 1 13 124
Bayesian nonparametric sparse VAR models 0 0 0 37 1 2 8 110
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 1 3 50 0 2 28 197
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 0 0 52 0 0 20 187
Beta-product Poisson-Dirichlet Processes 0 0 0 2 0 2 13 36
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 0 0 12 781
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 0 2 8 160
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 0 3 10 58
Combination Schemes for Turning Point Predictions 0 0 0 67 0 2 8 158
Combination schemes for turning point predictions 0 0 0 58 0 0 15 133
Combination schemes for turning point predictions 0 0 0 19 1 1 17 148
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 0 2 13 104
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 1 1 15 84
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 0 15 182
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 2 10 128
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 10 13
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 1 38 0 0 3 91
Density Forecasting 0 1 4 289 2 3 33 524
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 0 2 15 180
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 0 14 125
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 0 108 0 1 17 349
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 0 0 0 26 0 0 19 73
Financial bridges and network communities 0 0 0 19 0 1 11 51
Financial press and stock markets in times of crisis 0 0 0 68 1 3 10 195
First-order integer-valued autoregressive processes with Generalized Katz innovations 0 0 0 9 1 2 14 28
Fiscal Policy Regimes in Resource-Rich Economies 0 0 1 10 1 2 25 39
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 0 0 13 88
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 1 1 10 65
Generalized Poisson Difference Autoregressive Processes 0 0 0 27 0 1 10 54
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 0 0 1 98 0 1 21 238
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 0 114 0 1 20 394
Interacting multiple -- Try algorithms with different proposal distributions 0 0 0 25 0 0 8 100
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 1 1 14 126
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 1 3 21 224
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 18 213
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 0 1 16 139
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 0 0 12 350
Italian Equity Funds: Efficiency and Performance Persistence 0 0 1 53 0 0 20 243
Learning from experts: Energy efficiency in residential buildings 0 0 0 24 0 0 9 32
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 0 0 91 0 0 8 231
Markov Switching Panel with Endogenous Synchronization Effects 0 0 0 94 2 2 33 244
Markov Switching Panel with Network Interaction Effects 0 1 1 74 0 1 14 200
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 3 3 16 313
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 1 2 13 0 2 24 105
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 1 3 21 253
Modeling Turning Points In Global Equity Market 0 0 0 39 1 1 12 55
Monte carlo within simulated annealing for integral constrained optimizations 1 1 1 1 1 2 8 8
Nowcasting industrial production using linear and non-linear models of electricity demand 0 0 0 57 1 3 21 156
Oil and Fiscal Policy Regimes 0 0 0 15 0 0 11 55
Oil and fiscal policy regimes 0 0 0 26 0 0 12 54
Online data processing: comparison of Bayesian regularized particle filters 0 0 0 56 0 0 4 217
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 0 9 490
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 1 16 137
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 13 192
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 39 1 3 18 154
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 0 0 16 358
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 0 1 31 194
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 0 0 11 178
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 19 316
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 0 1 22 251
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 0 1 26 218
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 0 1 39 2 3 23 183
Stochastic Processes in Credit Risk Modelling 0 0 0 238 0 2 16 640
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 3 69 0 0 22 156
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 1 42 0 1 11 76
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 1 3 17 165
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 2 56 1 1 21 132
Uncertainty and the Term Structure of Interest Rates 0 0 1 4 1 1 29 37
Total Working Papers 5 9 40 5,449 33 113 1,450 15,688

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 1 1 13 82
A Bayesian time varying approach to risk neutral density estimation 0 1 1 4 1 2 7 20
A Dynamic Latent-Space Model for Asset Clustering 1 1 4 11 2 6 24 36
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 1 15 89
A Stochastic Volatility Model With Realized Measures for Option Pricing 0 2 2 7 0 3 7 27
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 0 1 14 20
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 1 2 29 167
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 0 0 9 0 1 17 70
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 1 1 11 69
Bayesian Dynamic Tensor Regression 0 0 0 3 0 1 20 37
Bayesian Graphical Models for STructural Vector Autoregressive Processes 0 0 2 25 1 5 26 141
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks 0 0 1 3 0 1 12 21
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 1 1 9 34
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 0 0 4 0 1 4 16
Bayesian nonparametric sparse VAR models 0 1 3 25 0 3 34 126
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 1 12 16
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 0 1 87 0 1 16 221
Beta-product dependent Pitman–Yor processes for Bayesian inference 0 0 0 11 0 0 11 85
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 0 0 1 16 22
Combination schemes for turning point predictions 0 1 1 27 0 2 20 126
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 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 1 9 13
Efficient Gibbs sampling for Markov switching GARCH models 0 1 2 12 0 2 17 60
Generalized Poisson difference autoregressive processes 0 0 0 1 1 3 16 25
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 15 187
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 1 2 15 76
Learning from experts: Energy efficiency in residential buildings 0 0 1 2 0 1 20 28
Markov switching GARCH models for Bayesian hedging on energy futures markets 0 0 2 23 0 1 36 122
Markov switching panel with endogenous synchronization effects 0 2 2 13 0 3 21 53
Modeling Corporate CDS Spreads Using Markov Switching Regressions 0 0 1 4 1 4 16 27
Modeling Turning Points in the Global Equity Market 0 0 0 2 0 0 16 27
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 0 47 0 0 9 177
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 0 1 8 12
Multilayer network analysis of oil linkages 0 0 0 5 1 1 10 33
Nowcasting industrial production using linear and non-linear models of electricity demand 0 1 4 8 1 4 34 44
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 0 0 0 12 1 3 12 47
Opinion Dynamics and Disagreements on Financial Networks 0 0 0 31 0 2 18 130
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 3 9 0 1 29 93
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 0 0 0 1 0 0 7 21
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 0 12 0 1 7 84
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 1 6 2 2 17 120
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 1 3 18 0 3 25 110
Stochastic optimization for allocation problems with shortfall risk constraints 0 0 0 1 0 1 11 19
Structural changes in large economic datasets: A nonparametric homogeneity test 0 0 0 6 0 1 5 40
Time-varying combinations of predictive densities using nonlinear filtering 1 1 3 55 3 5 32 250
Total Journal Articles 2 13 40 636 19 77 736 3,286
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 8 39
Understanding Economic Instability during the Pandemic: A Factor Model Approach 0 0 0 2 0 1 9 19
Total Chapters 0 0 0 3 0 3 17 58

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11