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Bayesian nonparametric sparse VAR models

Billio, Monica; Casarin, Roberto; Rossini, Luca - In: Journal of econometrics 212 (2019) 1, pp. 97-115

Persistent link: https://www.econbiz.de/10012303895

Bayesian graphical models for structural vector autoregressive processes

Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - In: Journal of applied econometrics 31 (2016) 2, pp. 357-386

Persistent link: https://www.econbiz.de/10011644349

A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets

Casarin, Roberto; Sartore, Domenico; Tronzano, Marco - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10011894407

Combined density nowcasting in an uncertain economic environment

Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 131-145

Persistent link: https://www.econbiz.de/10011894481

Structural changes in large economic datasets : a nonparametric homogeneity test

Casarin, Roberto; Costola, Michele - In: Economics letters 176 (2019), pp. 55-59

Persistent link: https://www.econbiz.de/10012121230

Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model

Casarin, Roberto; Foroni, Claudia; Marcellino, Massimiliano - 2017

Persistent link: https://www.econbiz.de/10011741654

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

A flexible predictive density combination for large financial data sets in regular and crisis periods

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-12

Persistent link: https://www.econbiz.de/10014471818

The Oxford handbook of Bayesian econometrics

Geweke, John (ed.); Koop, Gary (contributor); … - 2011

This handbook is aimed at researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest...

Persistent link: https://www.econbiz.de/10012669770

A bayesian approach for inference on probabilistic surveys

Bassetti, Federico; Casarin, Roberto; Del Negro, Marco - 2024

Persistent link: https://www.econbiz.de/10015067095