Roberto CASARIN
Title
Cited by
Cited by
Year
Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations
H Rue, S Martino, N Chopin
Journal of the royal statistical society: Series b (statistical methodology …, 2009
34572009
Bayesian graphical models for structural vector autoregressive processes
DF Ahelegbey, M Billio, R Casarin
Journal of Applied Econometrics 31 (2), 357-386, 2016
1262016
Time-varying combinations of predictive densities using nonlinear filtering
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
Journal of Econometrics 177 (2), 213-232, 2013
982013
Combining predictive densities using Bayesian filtering with applications to US economic data
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 16, 2012
71*2012
Interacting multiple try algorithms with different proposal distributions
R Casarin, R Craiu, F Leisen
Statistics and Computing 23 (2), 185-200, 2013
582013
An entropy-based early warning indicator for systemic risk
M Billio, R Casarin, M Costola, A Pasqualini
Journal of International Financial Markets, Institutions and Money 45, 42-59, 2016
442016
Sparse graphical vector autoregression: a Bayesian approach
DF Ahelegbey, M Billio, R Casarin
Annals of Economics and Statistics/Annales d'Économie et de Statistique, 333-361, 2016
422016
Combination schemes for turning point predictions
M Billio, R Casarin, F Ravazzolo, HK van Dijk
The Quarterly Review of Economics and Finance 52 (4), 402-412, 2012
422012
Beta-product dependent Pitman–Yor processes for Bayesian inference
F Bassetti, R Casarin, F Leisen
Journal of Econometrics 180 (1), 49-72, 2014
392014
Efficient Gibbs sampling for Markov switching GARCH models
M Billio, R Casarin, A Osuntuyi
Computational Statistics & Data Analysis 100, 37-57, 2016
382016
Modeling systemic risk with Markov switching graphical SUR models
D Bianchi, M Billio, R Casarin, M Guidolin
Journal of Econometrics 210 (1), 58-74, 2019
352019
Online data processing: comparison of Bayesian regularized particle filters
R Casarin, JM Marin
arXiv preprint arXiv:0806.4242, 2008
352008
Markov switching GARCH models for Bayesian hedging on energy futures markets
M Billio, R Casarin, A Osuntuyi
Energy Economics 70, 545-562, 2018
342018
Bayesian nonparametric calibration and combination of predictive distributions
F Bassetti, R Casarin, F Ravazzolo
Journal of the American Statistical Association 113 (522), 675-685, 2018
332018
Relative benchmark rating and persistence analysis: evidence from Italian equity funds
R Casarin, M Lazzarin, L Pelizzon, D Sartore
The European Journal of Finance 11 (4), 297-308, 2005
322005
Bayesian model selection for beta autoregressive processes
R Casarin, LD Valle, F Leisen
arXiv preprint arXiv:1008.0121, 2010
312010
Italian equity funds: efficiency and performance persistence
R Casarin, L Pelizzon, A Piva
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series, 2008
312008
Bayesian inference for mixtures of stable distributions
R Casarin
Cahier du CEREMADE, 2004
302004
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real‐time application to the Euro area
M Billio, R Casarin
Journal of Forecasting 29 (1‐2), 145-167, 2010
272010
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox
R Casarin, S Grassi, F Ravazzolo, HK Van Dijk
Tinbergen Institute Discussion Paper 13-055/III, 2013
262013
The system can't perform the operation now. Try again later.
Articles 1–20