Browsing All of EconStor by Author Casarin, Roberto

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Year of Publication	Title	Author(s)
2010	Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics Data	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011	Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011	Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011	Combination Schemes for Turning Point Predictions	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011	Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012	Combination Schemes for Turning Point Predictions	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012	Time-varying Combinations of Predictive Densities using Nonlinear Filtering	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013	Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox	Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2013	Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013	Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2014	Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox	Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015	Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance	Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015	Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance	Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015	Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode	Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2015	Bayesian Nonparametric Calibration and Combination of Predictive Distributions	Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco
2016	Bayesian calibration of generalized pools of predictive distributions	Casarin, Roberto; Mantoan, Giulia; Ravazzolo, Francesco
2016	Computational complexity and parallelization in Bayesian econometric analysis	Baştürk, Nalan; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2018	Financial bridges and network communities	Casarin, Roberto; Costola, Michele; Yenerdag, Erdem
2019	Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance	Casarin, Roberto; Grassi, Stefano; Ravazzollo, Francesco; van Dijk, Herman K.
2019	Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance	Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.

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