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Roberto Casarin

Global rank #5528 93%

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

RePEc ID: pca216 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.08 1.34 0.00 7.84
Last 10 Years 0.00 6.10 3.47 0.00 16.51
All Time 0.00 7.27 3.47 0.00 18.85

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