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 1 2 3 2 6 17 26
A Bayesian Approach to Inference on Probabilistic Surveys 0 0 0 22 2 29 70 115
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 0 0 7 45
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 0 40 0 0 7 147
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 1 4 7 37
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 1 48 0 0 5 95
A Dynamic Stochastic Block Model for Multidimensional Networks 0 0 4 17 3 17 35 67
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 4 4 14 24
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 1 16 1 4 8 17
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 50 1 2 12 111
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 5 8 20 180
Adaptive Sticky Generalized Metropolis 0 0 0 20 4 5 12 123
An entropy-based early warning indicator for systemic risk 0 0 1 87 5 10 31 258
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 4 4 6 155
Bayesian Dynamic Tensor Regression 0 0 0 90 6 12 22 238
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 0 126 1 2 14 256
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 5 9 14 442
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 5 8 16 338
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 2 3 7 243
Bayesian Markov Switching Tensor Regression for Time-varying Networks 0 0 1 61 5 10 20 118
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 1 2 9 126
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 2 3 12 123
Bayesian nonparametric sparse VAR models 0 0 0 37 1 4 8 108
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 3 49 6 10 24 191
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 0 0 52 4 8 19 186
Beta-product Poisson-Dirichlet Processes 0 0 0 2 3 3 11 34
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 0 251 1 2 16 780
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 78 1 2 7 157
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 18 2 3 10 55
Combination Schemes for Turning Point Predictions 0 0 0 67 0 2 10 156
Combination schemes for turning point predictions 0 0 0 19 5 6 15 145
Combination schemes for turning point predictions 0 0 0 58 2 2 16 133
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 2 14 102
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 2 2 14 83
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 3 5 15 182
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 1 3 13 126
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 1 3 9 12
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 1 38 0 0 6 91
Density Forecasting 0 0 5 286 1 6 37 518
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 3 4 13 177
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 4 4 15 125
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 0 108 6 8 16 347
Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective 0 0 1 26 5 8 22 72
Financial bridges and network communities 0 0 0 19 0 1 9 49
Financial press and stock markets in times of crisis 0 0 0 68 0 3 9 192
First-order integer-valued autoregressive processes with Generalized Katz innovations 0 0 0 9 1 4 11 25
Fiscal Policy Regimes in Resource-Rich Economies 0 0 1 10 6 6 19 29
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 3 5 15 88
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 2 2 8 62
Generalized Poisson Difference Autoregressive Processes 0 0 0 27 0 4 11 53
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 0 1 1 98 5 9 22 237
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 0 114 2 3 18 392
Interacting multiple -- Try algorithms with different proposal distributions 0 0 0 25 1 6 8 100
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 10 10 14 124
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 3 18 220
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 3 9 14 208
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 5 13 185
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 3 7 15 137
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 2 3 15 350
Italian Equity Funds: Efficiency and Performance Persistence 0 0 1 53 1 10 22 240
Learning from experts: Energy efficiency in residential buildings 0 0 0 24 0 2 5 28
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 0 0 91 0 2 9 230
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 0 4 31 238
Markov Switching Panel with Network Interaction Effects 0 0 1 73 1 3 13 198
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 3 6 17 310
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 6 9 19 100
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 2 2 19 248
Modeling Turning Points In Global Equity Market 0 0 0 39 2 4 11 54
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 1 2 6 6
Nowcasting industrial production using linear and non-linear models of electricity demand 0 0 2 57 1 3 21 152
Oil and Fiscal Policy Regimes 0 0 0 15 2 4 14 55
Oil and fiscal policy regimes 0 0 0 26 2 3 12 54
Online data processing: comparison of Bayesian regularized particle filters 0 0 1 56 1 2 6 217
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 2 8 489
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 4 7 11 189
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 3 6 14 134
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 2 39 4 7 16 149
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 1 1 17 358
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 2 3 11 176
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 4 4 18 314
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 3 11 31 192
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 9 11 21 249
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 7 9 21 213
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 1 1 39 4 8 18 177
Stochastic Processes in Credit Risk Modelling 0 0 1 238 4 6 18 638
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 7 69 5 5 32 154
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 0 0 1 42 0 1 11 75
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 3 4 16 161
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 2 55 5 8 22 129
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 7 15 24 31
Total Working Papers 0 3 46 5,433 237 473 1,408 15,473

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 3 5 14 81
A Bayesian time varying approach to risk neutral density estimation 0 0 0 3 2 2 5 18
A Dynamic Latent-Space Model for Asset Clustering 0 0 3 9 2 6 15 25
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 5 6 14 87
A Stochastic Volatility Model With Realized Measures for Option Pricing 0 0 0 5 1 1 4 24
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 3 6 11 17
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 7 14 27 161
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 0 0 9 2 5 17 69
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 3 5 10 67
Bayesian Dynamic Tensor Regression 0 0 0 3 4 10 19 35
Bayesian Graphical Models for STructural Vector Autoregressive Processes 1 1 2 25 2 2 26 134
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks 0 0 2 3 2 4 14 20
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 2 3 8 31
Bayesian Nonparametric Panel Markov-Switching GARCH Models 0 0 1 4 2 3 4 15
Bayesian nonparametric sparse VAR models 0 1 1 23 5 22 28 120
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 4 12 15
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 0 1 86 2 3 15 217
Beta-product dependent Pitman–Yor processes for Bayesian inference 0 0 0 11 0 2 9 83
COVID-19 spreading in financial networks: A semiparametric matrix regression model 0 0 0 0 2 6 13 18
Combination schemes for turning point predictions 0 0 0 26 3 8 17 123
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 5 6 12 59
Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty 0 0 0 0 4 4 7 11
Efficient Gibbs sampling for Markov switching GARCH models 0 1 1 11 2 6 16 58
Generalized Poisson difference autoregressive processes 0 0 1 1 3 5 18 21
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area 0 0 0 48 3 3 16 187
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 0 5 15 73
Learning from experts: Energy efficiency in residential buildings 0 0 1 2 1 4 17 24
Markov switching GARCH models for Bayesian hedging on energy futures markets 1 1 2 23 4 6 18 103
Markov switching panel with endogenous synchronization effects 0 0 1 11 1 7 20 48
Modeling Corporate CDS Spreads Using Markov Switching Regressions 0 0 1 3 2 2 13 22
Modeling Turning Points in the Global Equity Market 0 0 0 2 3 8 19 26
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 0 47 1 1 11 176
Monte carlo within simulated annealing for integral constrained optimizations 0 0 0 0 1 3 9 11
Multilayer network analysis of oil linkages 0 0 0 5 1 2 10 32
Nowcasting industrial production using linear and non-linear models of electricity demand 0 1 5 7 3 11 32 38
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 0 0 0 12 3 5 9 44
Opinion Dynamics and Disagreements on Financial Networks 0 0 0 31 1 2 15 127
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 1 1 2 8 7 10 29 91
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 0 0 0 1 2 2 6 20
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 1 1 9 83
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 1 6 3 5 16 118
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 15 1 7 22 102
Stochastic optimization for allocation problems with shortfall risk constraints 0 0 0 1 4 5 12 18
Structural changes in large economic datasets: A nonparametric homogeneity test 0 0 0 6 0 1 4 39
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 5 7 30 238
Total Journal Articles 3 6 32 617 115 235 668 3,132
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 2 7 37
Understanding Economic Instability during the Pandemic: A Factor Model Approach 0 0 0 2 1 4 13 18
Total Chapters 0 0 0 3 3 6 20 55

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Statistics updated 2026-05-06