Roberto Casarin

Institution: Università Ca' Foscari Venezia

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/robertocasarin

First Publication: 2013

Most Recent: 2024

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	6.19	1.35	0.34	7.87	92%
Last 10 Years	12.24	3.48	0.84	16.57	96%
All Time	14.60	3.48	0.84	18.92	93%

Publication Statistics

Raw Publications 21

Coauthorship-Adjusted Count 12.47

Publications (21)

Year	Article	Journal	Tier	Authors
2024	Learning from experts: Energy efficiency in residential buildings	Energy Economics	A	4
2024	Bayesian Markov-Switching Tensor Regression for Time-Varying Networks	Journal of the American Statistical Association	B	3
2024	Generalized Poisson difference autoregressive processes	International Journal of Forecasting	B	3
2024	Bayesian Nonparametric Panel Markov-Switching GARCH Models	Journal of Business & Economic Statistics	A	3
2023	Bayesian Dynamic Tensor Regression	Journal of Business & Economic Statistics	A	4
2023	A flexible predictive density combination for large financial data sets in regular and crisis periods	Journal of Econometrics	A	4
2023	Nowcasting industrial production using linear and non-linear models of electricity demand	Energy Economics	A	5
2022	Markov switching panel with endogenous synchronization effects	Journal of Econometrics	A	4
2021	On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting	Economic Modeling	C	3
2020	Multilayer network analysis of oil linkages	The Econometrics Journal	B	7
2020	A Stochastic Volatility Model With Realized Measures for Option Pricing	Journal of Business & Economic Statistics	A	4
2019	Modeling systemic risk with Markov Switching Graphical SUR models	Journal of Econometrics	A	4
2019	Bayesian nonparametric sparse VAR models	Journal of Econometrics	A	3
2019	Structural changes in large economic datasets: A nonparametric homogeneity test	Economics Letters	C	2
2018	Markov switching GARCH models for Bayesian hedging on energy futures markets	Energy Economics	A	3
2018	Bayesian Nonparametric Calibration and Combination of Predictive Distributions	Journal of the American Statistical Association	B	3
2018	A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets	Journal of Business & Economic Statistics	A	3
2016	Bayesian Graphical Models for STructural Vector Autoregressive Processes	Journal of Applied Econometrics	B	3
2016	Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model	Journal of Applied Econometrics	B	4
2014	Beta-product dependent Pitman–Yor processes for Bayesian inference	Journal of Econometrics	A	3
2013	Time-varying combinations of predictive densities using nonlinear filtering	Journal of Econometrics	A	4