Roberto Casarin
Names
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Roberto |
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Casarin |
Identifer
Contact
Affiliations
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Università Ca' Foscari Venezia
/ Dipartimento di Economia (weight: 47%)
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Scuola Superiore di Economia (SSE-Ca' Foscari) (weight: 47%)
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Gruppo di Ricerca Economica Teorica e Applicata (GRETA) (weight: 6%)
Research profile
author of:
- Opinion Dynamics and Disagreements on Financial Networks (RePEc:aag:wpaper:v:23:y:2019:i:4:p:24-51)
by Monica Billio & Roberto Casarin & Michele Costola & Lorenzo Frattarolo - A Scoring Rule for Factor and Autoregressive Models Under Misspecification (RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103)
by Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore - Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox (RePEc:aah:create:2013-09)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Sparse Graphical Vector Autoregression: A Bayesian Approach (RePEc:adr:anecst:y:2016:i:123-124:p:333-361)
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities (RePEc:arx:papers:1409.1956)
by Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst - Bayesian nonparametric sparse VAR models (RePEc:arx:papers:1608.02740)
by Monica Billio & Roberto Casarin & Luca Rossini - Generalized Poisson Difference Autoregressive Processes (RePEc:arx:papers:2002.04470)
by Giulia Carallo & Roberto Casarin & Christian P. Robert - The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach (RePEc:arx:papers:2012.14693)
by Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi - COVID-19 spreading in financial networks: A semiparametric matrix regression model (RePEc:arx:papers:2101.00422)
by Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo - First-order integer-valued autoregressive processes with Generalized Katz innovations (RePEc:arx:papers:2202.02029)
by Federico Bassetti & Giulia Carallo & Roberto Casarin - A Dynamic Stochastic Block Model for Multi-Layer Networks (RePEc:arx:papers:2209.09354)
by Ovielt Baltodano L'opez & Roberto Casarin - Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes (RePEc:arx:papers:2411.02531)
by Roberto Casarin & Antonio Peruzzi - A Bayesian time varying approach to risk neutral density estimation (RePEc:bla:jorssa:v:182:y:2019:i:1:p:165-195)
by Roberto Casarin & German Molina & Enrique ter Horst - Combining predictive densities using Bayesian filtering with applications to US economics data (RePEc:bno:worpap:2010_29)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Combination schemes for turning point predictions (RePEc:bno:worpap:2012_04)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model (RePEc:bno:worpap:2013_20)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox (RePEc:bno:worpap:2014_11)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk - Bayesian nonparametric calibration and combination of predictive distributions (RePEc:bno:worpap:2015_03)
by Federico Bassetti & Roberto Casarin & Francesco Ravazzolo - Dynamic predictive density combinations for large data sets in economics and finance (RePEc:bno:worpap:2015_12)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Forecast density combinations with dynamic learning for large data sets in economics and finance (RePEc:bno:worpap:2019_07)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model (RePEc:bny:wpaper:0026)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Markov Switching Panel with Network Interaction Effects (RePEc:bny:wpaper:0059)
by Komla Mawulom Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo - Oil and Fiscal Policy Regimes (RePEc:bny:wpaper:0094)
by Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo - Uncertainty and the Term Structure of Interest Rates (RePEc:bny:wpaper:0124)
by Jamie L. Cross & Aubrey Poon & Dan Zhu - Fiscal Policy Regimes in Resource-Rich Economies (RePEc:bny:wpaper:0125)
by Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo - Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis (RePEc:bpj:sndecm:v:15:y:2011:i:4:n:2)
by Billio Monica & Casarin Roberto - Modeling Corporate CDS Spreads Using Markov Switching Regressions (RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5)
by Baltodano López Ovielt & Bulfone Giacomo & Casarin Roberto & Ravazzolo Francesco - A Dynamic Latent-Space Model for Asset Clustering (RePEc:bpj:sndecm:v:28:y:2024:i:2:p:379-402:n:9)
by Casarin Roberto & Peruzzi Antonio - Density Forecasting (RePEc:bzn:wpaper:bemps59)
by Federico Bassetti & Roberto Casarin & Francesco Ravazzolo - Markov Switching Panel with Endogenous Synchronization Effects (RePEc:bzn:wpaper:bemps82)
by Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:cbt:econwp:11/26)
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model (RePEc:cpr:ceprdp:12339)
by Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco - A Bayesian Approach for Inference on Probabilistic Surveys (RePEc:cpr:ceprdp:19426)
by Bassetti, Federico & Casarin, Roberto & Del Negro, Marco - Beta-product Poisson-Dirichlet Processes (RePEc:cte:wsrepe:12160)
by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio - Interacting multiple -- Try algorithms with different proposal distributions (RePEc:cte:wsrepe:ws110402)
by Casarin, Roberto & Craiu, Radu & Leisen, Fabrizio - Efficient Gibbs sampling for Markov switching GARCH models (RePEc:eee:csdana:v:100:y:2016:i:c:p:37-57)
by Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony - On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting (RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002339)
by Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio - Structural changes in large economic datasets: A nonparametric homogeneity test (RePEc:eee:ecolet:v:176:y:2019:i:c:p:55-59)
by Casarin, Roberto & Costola, Michele - Time-varying combinations of predictive densities using nonlinear filtering (RePEc:eee:econom:v:177:y:2013:i:2:p:213-232)
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K. - Beta-product dependent Pitman–Yor processes for Bayesian inference (RePEc:eee:econom:v:180:y:2014:i:1:p:49-72)
by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio - Modeling systemic risk with Markov Switching Graphical SUR models (RePEc:eee:econom:v:210:y:2019:i:1:p:58-74)
by Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo - Bayesian nonparametric sparse VAR models (RePEc:eee:econom:v:212:y:2019:i:1:p:97-115)
by Billio, Monica & Casarin, Roberto & Rossini, Luca - Markov switching panel with endogenous synchronization effects (RePEc:eee:econom:v:230:y:2022:i:2:p:281-298)
by Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco - A flexible predictive density combination for large financial data sets in regular and crisis periods (RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093)
by Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K. - COVID-19 spreading in financial networks: A semiparametric matrix regression model (RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131)
by Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo - Modeling Turning Points in the Global Equity Market (RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75)
by Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto - Nowcasting industrial production using linear and non-linear models of electricity demand (RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042)
by Galdi, Giulio & Casarin, Roberto & Ferrari, Davide & Fezzi, Carlo & Ravazzolo, Francesco - Learning from experts: Energy efficiency in residential buildings (RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400358x)
by Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica - Markov switching GARCH models for Bayesian hedging on energy futures markets (RePEc:eee:eneeco:v:70:y:2018:i:c:p:545-562)
by Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony - An entropy-based early warning indicator for systemic risk (RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59)
by Billio, Monica & Casarin, Roberto & Costola, Michele & Pasqualini, Andrea - Generalized Poisson difference autoregressive processes (RePEc:eee:intfor:v:40:y:2024:i:4:p:1359-1390)
by Carallo, Giulia & Casarin, Roberto & Robert, Christian P. - Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures (RePEc:eee:matcom:v:94:y:2013:i:c:p:183-204)
by Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio - Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns (RePEc:eee:phsmap:v:493:y:2018:i:c:p:458-466)
by Racca, P. & Casarin, R. & Dondio, P. & Squazzoni, F. - Combination schemes for turning point predictions (RePEc:eee:quaeco:v:52:y:2012:i:4:p:402-412)
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K. - Oil and fiscal policy regimes (RePEc:een:camaaa:2021-10)
by Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo - Understanding Economic Instability during the Pandemic: A Factor Model Approach (RePEc:eme:ceazzz:s0573-855520220000296003)
by Monica Billio & Roberto Casarin & Fausto Corradin - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:ems:eureir:25614)
by Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - A Bayesian Approach to Inference on Probabilistic Surveys (RePEc:fip:fednsr:94495)
by Federico Bassetti & Roberto Casarin & Marco Del Negro - Bayesian Calibration of Generalized Pools of Predictive Distributions (RePEc:gam:jecnmx:v:4:y:2016:i:1:p:17-:d:65855)
by Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo - Computational Complexity and Parallelization in Bayesian Econometric Analysis (RePEc:gam:jecnmx:v:4:y:2016:i:1:p:9-:d:64209)
by Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk - Monte carlo within simulated annealing for integral constrained optimizations (RePEc:hal:journl:hal-04514344)
by Roberto Casarin & Bertrand Maillet & Anthony Osuntuyi - Italian Equity Funds: Efficiency and Performance Persistence (RePEc:icf:icfjfe:v:06:y:2008:i:1:p:7-28)
by Roberto Casarin & Andrea Piva & Loriana Pelizzon - Modeling Systemic Risk with Markov Switching Graphical SUR Models (RePEc:igi:igierp:626)
by Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin - Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:145-167)
by Monica Billio & Roberto Casarin - Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox (RePEc:jss:jstsof:v:068:i03)
by Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K. - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:kyo:wpaper:784)
by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities (RePEc:mul:jdp901:doi:10.12831/80530:y:2015:i:1:p:51-69)
by Roberto Casarin & Niccolò Casnici & Pierpaolo Dondio & Flaminio Squazzoni - Multilayer network analysis of oil linkages (RePEc:oup:emjrnl:v:23:y:2020:i:2:p:269-296.)
by Roberto Casarin & Matteo Iacopini & German Molina & Enrique ter Horst & Ramon Espinasa & Carlos Sucre & Roberto Rigobon - Modeling Turning Points In Global Equity Market (RePEc:pav:demwpp:demwp0195)
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - Being on the Field When the Game Is Still Under Way. The Financial Press and Stock Markets in Times of Crisis (RePEc:plo:pone00:0067721)
by Roberto Casarin & Flaminio Squazzoni - Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty (RePEc:plo:pone00:0133712)
by Niccolò Casnici & Pierpaolo Dondio & Roberto Casarin & Flaminio Squazzoni - A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance (RePEc:rim:rimwps:20-27)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model (RePEc:rim:rimwps:21-09)
by Giacomo Bulfone & Roberto Casarin & Francesco Ravazzolo - Monte carlo within simulated annealing for integral constrained optimizations (RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04994-9)
by Roberto Casarin & Bertrand B. Maillet & Anthony Osuntuyi - A Bayesian Generalized Poisson Model for Cyber Risk Analysis (RePEc:spr:sprchp:978-3-030-78965-7_19)
by Giulia Carallo & Roberto Casarin & Christian P. Robert - Relative benchmark rating and persistence analysis: Evidence from Italian equity funds (RePEc:taf:eurjfi:v:11:y:2005:i:4:p:297-308)
by Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore - Bayesian Nonparametric Calibration and Combination of Predictive Distributions (RePEc:taf:jnlasa:v:113:y:2018:i:522:p:675-685)
by Federico Bassetti & Roberto Casarin & Francesco Ravazzolo - Bayesian Markov-Switching Tensor Regression for Time-Varying Networks (RePEc:taf:jnlasa:v:119:y:2024:i:545:p:109-121)
by Monica Billio & Roberto Casarin & Matteo Iacopini - A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets (RePEc:taf:jnlbes:v:36:y:2018:i:1:p:101-114)
by Roberto Casarin & Domenico Sartore & Marco Tronzano - A Stochastic Volatility Model With Realized Measures for Option Pricing (RePEc:taf:jnlbes:v:38:y:2020:i:4:p:856-871)
by Giacomo Bormetti & Roberto Casarin & Fulvio Corsi & Giulia Livieri - Bayesian Dynamic Tensor Regression (RePEc:taf:jnlbes:v:41:y:2023:i:2:p:429-439)
by Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann - Bayesian Nonparametric Panel Markov-Switching GARCH Models (RePEc:taf:jnlbes:v:42:y:2024:i:1:p:135-146)
by Roberto Casarin & Mauro Costantini & Anthony Osuntuyi - A framework for information synthesis into sentiment indicators using text mining methods (RePEc:taf:lstaxx:v:51:y:2022:i:15:p:5265-5283)
by Roberto Casarin & Jorge E. Camargo & German Molina & Enrique ter Horst - Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data (RePEc:tin:wpaper:20110003)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index (RePEc:tin:wpaper:20110082)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Combination Schemes for Turning Point Predictions (RePEc:tin:wpaper:20110123)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data (RePEc:tin:wpaper:20110172)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Time-varying Combinations of Predictive Densities using Nonlinear Filtering (RePEc:tin:wpaper:20120118)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox (RePEc:tin:wpaper:20130055)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model (RePEc:tin:wpaper:20130142)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance (RePEc:tin:wpaper:20150084)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode (RePEc:tin:wpaper:20150111)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance (RePEc:tin:wpaper:20190025)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk - A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance (RePEc:tin:wpaper:20210016)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods (RePEc:tin:wpaper:20220013)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk - A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods (RePEc:tin:wpaper:20220053)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Nowcasting industrial production using linear and non-linear models of electricity demand (RePEc:trn:utwprg:2022/2)
by Giulio Galdi & Roberto Casarin & Davide Ferrari & Carlo Fezzi & Francesco Ravazzolo - Online data processing: comparison of Bayesian regularized particle filters (RePEc:ubs:wpaper:0703)
by Roberto Casarin & Jean-Michel Marin - Particle Filters for Markov-Switching Stochastic-Correlation Models (RePEc:ubs:wpaper:0814)
by Gianni Amisano & Roberto Casarin - Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods (RePEc:ubs:wpaper:0815)
by Monica Billio & Roberto Casarin - Matrix-State Particle Filter for Wishart Stochastic Volatility Processes (RePEc:ubs:wpaper:0816)
by Roberto Casarin & Domenico sartore - Italian Equity Funds: Efficiency and Performance Persistence (RePEc:ubs:wpaper:0817)
by Roberto Casarin & Loriana Pelizzon & Andrea Piva - Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis (RePEc:ubs:wpaper:1002)
by Monica Billio & Roberto Casarin - Stochastic Processes in Credit Risk Modelling (RePEc:ubs:wpaper:ubs0505)
by Roberto Casarin - Business Cycle and Stock Market Volatility: A Particle Filter Approach (RePEc:ubs:wpaper:ubs0603)
by Roberto Casarin & Carmine Trecroci - Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints (RePEc:ubs:wpaper:ubs0618)
by Roberto Casarin & Monica Billio - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:ucm:doicae:1132)
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - Matrix-State Particle Filter for Wishart Stochastic Volatility Processes (RePEc:ven:wpaper:2007_30)
by Roberto Casarin & Domenico Sartore - Bayesian Inference on Dynamic Models with Latent Factors (RePEc:ven:wpaper:2007_34)
by Monica Billio & Roberto Casarin & Domenico Sartore - Italian Equity Funds: Efficiency and Performance Persistence (RePEc:ven:wpaper:2008_12)
by Loriana Pelizzon & Roberto Casarin & Andrea Piva - Financial press and stock markets in times of crisis (RePEc:ven:wpaper:2012_04)
by Roberto Casarin & Flaminio Squazzoni - Combination schemes for turning point predictions (RePEc:ven:wpaper:2012_15)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Combining predictive densities using Bayesian filtering with applications to US economic data (RePEc:ven:wpaper:2012_16)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Efficient Gibbs Sampling for Markov Switching GARCH Models (RePEc:ven:wpaper:2012:35)
by Monica Billio & Roberto Casarin & Anthony Osuntuyi - Bayesian Graphical Models for Structural Vector Autoregressive Processes (RePEc:ven:wpaper:2012:36)
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox (RePEc:ven:wpaper:2013:08)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Bayesian Markov Switching Stochastic Correlation Models (RePEc:ven:wpaper:2013:11)
by Roberto Casarin & Marco Tronzano & Domenico Sartore - Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference (RePEc:ven:wpaper:2013:13)
by Federico Bassetti & Roberto Casarin & Fabrizio Leisen - Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model (RePEc:ven:wpaper:2013:17)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Adaptive Sticky Generalized Metropolis (RePEc:ven:wpaper:2013:19)
by Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino - Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets (RePEc:ven:wpaper:2014:07)
by Roberto Casarin & Monica Billio & Anthony Osuntuyi - Growth-cycle phases in China�s provinces: A panel Markov-switching approach (RePEc:ven:wpaper:2014:19)
by Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin - A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities (RePEc:ven:wpaper:2014:22)
by Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst - A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices (RePEc:ven:wpaper:2014:23)
by Roberto Casarin - Sparse Graphical Vector Autoregression: A Bayesian Approach (RePEc:ven:wpaper:2014:29)
by Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio - Bayesian Nonparametric Calibration and Combination of Predictive Distributions (RePEc:ven:wpaper:2015:04)
by Roberto Casarin & Federico Bassetti & Francesco Ravazzolo - An entropy-based early warning indicator for systemic risk (RePEc:ven:wpaper:2015:09)
by Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini - Bayesian nonparametric sparse seemingly unrelated regression model (SUR) (RePEc:ven:wpaper:2016:20)
by Monica Billio & Roberto Casarin & Luca Rossini - Bayesian Dynamic Tensor Regression (RePEc:ven:wpaper:2018:13)
by Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini - Bayesian Markov Switching Tensor Regression for Time-varying Networks (RePEc:ven:wpaper:2018:14)
by Monica Billio & Roberto Casarin & Matteo Iacopini - A scoring rule for factor and autoregressive models under misspecification (RePEc:ven:wpaper:2018:18)
by Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore - Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective (RePEc:ven:wpaper:2020:25)
by Tullio Buccellato & Riccardo Busin & Roberto Casarin & Giancarlo Corò - The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach (RePEc:ven:wpaper:2021:03)
by Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi - COVID-19 spreading in financial networks: A semiparametric matrix regression model (RePEc:ven:wpaper:2021:05)
by Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini - Stochastic optimization for allocation problems with shortfall risk constraints (RePEc:wly:apsmbi:v:23:y:2007:i:3:p:247-271)
by Roberto Casarin & Monica Billio - Bayesian Graphical Models for STructural Vector Autoregressive Processes (RePEc:wly:japmet:v:31:y:2016:i:2:p:357-386)
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model (RePEc:wly:japmet:v:31:y:2016:i:7:p:1352-1370)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk - Financial bridges and network communities (RePEc:zbw:safewp:208)
by Casarin, Roberto & Costola, Michele & Yenerdag, Erdem - Learning from experts: Energy efficiency in residential buildings (RePEc:zbw:safewp:403)
by Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica