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~person:"Casarin, Roberto"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Game theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Game theory
Markov chain
30
Markov-Kette
30
Bayesian inference
26
Estimation
14
Schätzung
14
Theorie
13
Theory
13
Panel
9
Panel study
9
Time series analysis
7
Zeitreihenanalyse
7
Markov-switching
6
Modellierung
6
Scientific modelling
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ARCH-Modell
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Collection of articles written by one author
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English
26
Author
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Casarin, Roberto
Dijk, Herman K. van
20
Rady, Sven
18
Tsionas, Efthymios G.
18
Bauwens, Luc
16
Billio, Monica
16
Gupta, Rangan
15
Ravazzolo, Francesco
15
Dijk, Dick van
13
Lütkepohl, Helmut
13
Paap, Richard
13
Dufays, Arnaud
12
Keller, Godfrey
12
Martin, Gael M.
12
Forbes, Catherine Scipione
11
Kaufmann, Sylvia
10
Kohn, Robert
10
Koop, Gary
10
Meitz, Mika
10
Saikkonen, Pentti
10
Kneib, Thomas
9
Lee, Hsiang-Tai
9
Amisano, Gianni
8
Balbus, Lukasz
8
Jaśkiewicz, Anna
8
Leon-Gonzalez, Roberto
8
Li, Yong
8
Netšunajev, Aleksei
8
Nowak, Andrzej S.
8
Balcilar, Mehmet
7
Chen, Cathy W. S.
7
Chib, Siddhartha
7
Frühwirth-Schnatter, Sylvia
7
Hoogerheide, Lennart
7
Ma, Feng
7
Nakatsuma, Teruo
7
Otranto, Edoardo
7
Rombouts, Jeroen V. K.
7
Yu, Jun
7
Chang, Kuang-Liang
6
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Working papers
10
CAMP working paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Bozen economics & management paper series : BEMPS
1
CAMA working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Energy economics
1
Journal of applied econometrics
1
Journal of econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Modeling corporate CDS spreads using Markov switching regressions
Baltodano López, Ovielt
;
Bulfone, Giacomo
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10014631928
Saved in:
3
Fiscal policy regimes in resource-rich economies
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
-
2023
Persistent link: https://www.econbiz.de/10014431646
Saved in:
4
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic : a Bayesian Markov switching model
Bulfone, Giacomo
;
Casarin, Roberto
;
Ravazzolo, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012510805
Saved in:
5
Oil and fiscal policy regimes
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
-
2021
Persistent link: https://www.econbiz.de/10012542739
Saved in:
6
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
7
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
-
2021
Persistent link: https://www.econbiz.de/10013179346
Saved in:
8
Oil and fiscal policy regimes
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
-
2020
Persistent link: https://www.econbiz.de/10012437577
Saved in:
9
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
10
Markov switching panel with network interaction effects
Agudze, Komula Mawulom
;
Billio, Monica
;
Casarin, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10011798826
Saved in:
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