Roberto Casarin

Roberto Casarin

Università Ca' Foscari di Venezia - Venezia / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1856438
Ca' Foscari University of Venice
person_outline Roberto Casarin's MOST POPULAR ARTICLES
1-) Bayesian graphical models for structural vector autoregressive processesDF Ahelegbey, M Billio, R CasarinJournal of Applied Econometrics 31 (2), 357-386, 20161722016
2-) Time-varying combinations of predictive densities using nonlinear filteringM Billio, R Casarin, F Ravazzolo, HK Van DijkJournal of Econometrics 177 (2), 213-232, 20131352013
3-) Combining predictive densities using Bayesian filtering with applications to US economic dataM Billio, R Casarin, F Ravazzolo, HK Van DijkUniversity Ca\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'Foscari of Venice, Dept. of Economics Research Paper Series No 16, 201294*2012
4-) An entropy-based early warning indicator for systemic riskM Billio, R Casarin, M Costola, A PasqualiniJournal of International Financial Markets, Institutions and Money 45, 42-59, 2016932016
5-) Bayesian nonparametric sparse VAR modelsM Billio, R Casarin, L RossiniJournal of Econometrics 212 (1), 97-115, 2019862019