| Bayesian graphical models for structural vector autoregressive processes DF Ahelegbey, M Billio, R Casarin Journal of Applied Econometrics 31 (2), 357-386, 2016 | 206 | 2016 |
| Time-varying combinations of predictive densities using nonlinear filtering M Billio, R Casarin, F Ravazzolo, HK Van Dijk Journal of Econometrics 177 (2), 213-232, 2013 | 150 | 2013 |
| An entropy-based early warning indicator for systemic risk M Billio, R Casarin, M Costola, A Pasqualini Journal of International Financial Markets, Institutions and Money 45, 42-59, 2016 | 85 | 2016 |
| Combining predictive densities using Bayesian filtering with applications to US economic data M Billio, R Casarin, F Ravazzolo, HK Van Dijk University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 16, 2012 | 80* | 2012 |
| Bayesian nonparametric sparse VAR models M Billio, R Casarin, L Rossini Journal of Econometrics 212 (1), 97-115, 2019 | 72 | 2019 |
| Modeling systemic risk with Markov switching graphical SUR models D Bianchi, M Billio, R Casarin, M Guidolin Journal of Econometrics 210 (1), 58-74, 2019 | 69 | 2019 |
| Bayesian nonparametric calibration and combination of predictive distributions F Bassetti, R Casarin, F Ravazzolo Journal of the American Statistical Association 113 (522), 675-685, 2018 | 69 | 2018 |
| Sparse graphical vector autoregression: A Bayesian approach DF Ahelegbey, M Billio, R Casarin Annals of Economics and Statistics/Annales d'Économie et de Statistique, 333-361, 2016 | 68 | 2016 |
| Markov switching GARCH models for Bayesian hedging on energy futures markets M Billio, R Casarin, A Osuntuyi Energy Economics 70, 545-562, 2018 | 66 | 2018 |
| Interacting multiple try algorithms with different proposal distributions R Casarin, R Craiu, F Leisen Statistics and Computing 23, 185-200, 2013 | 65 | 2013 |
| Beta-product dependent Pitman–Yor processes for Bayesian inference F Bassetti, R Casarin, F Leisen Journal of Econometrics 180 (1), 49-72, 2014 | 54 | 2014 |
| Combination schemes for turning point predictions M Billio, R Casarin, F Ravazzolo, HK van Dijk The Quarterly Review of Economics and Finance 52 (4), 402-412, 2012 | 48 | 2012 |
| Efficient Gibbs sampling for Markov switching GARCH models M Billio, R Casarin, A Osuntuyi Computational Statistics & Data Analysis 100, 37-57, 2016 | 44 | 2016 |
| Relative benchmark rating and persistence analysis: Evidence from Italian equity funds R Casarin, M Lazzarin, L Pelizzon, D Sartore The European Journal of Finance 11 (4), 297-308, 2005 | 42 | 2005 |
| Bayesian model selection for beta autoregressive processes R Casarin, L Dalla Valle, F Leisen | 39 | 2012 |
| A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets R Casarin, D Sartore, M Tronzano Journal of Business & Economic Statistics 36 (1), 101-114, 2018 | 36 | 2018 |
| Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox R Casarin, S Grassi, F Ravazzolo, HK Van Dijk Tinbergen Institute Discussion Paper 13-055/III, 2013 | 36 | 2013 |
| Italian equity funds: Efficiency and performance persistence R Casarin, L Pelizzon, A Piva University Ca'Foscari of Venice, Dept. of Economics Research Paper Series, 2008 | 35 | 2008 |
| Being on the field when the game is still under way. The financial press and stock markets in times of crisis R Casarin, F Squazzoni PLoS One 8 (7), e67721, 2013 | 34 | 2013 |
| Identifying business cycle turning points with sequential Monte Carlo methods: an online and real‐time application to the Euro area M Billio, R Casarin Journal of Forecasting 29 (1‐2), 145-167, 2010 | 33 | 2010 |
Francesco RavazzoloBI Norwegian Business School and Free University of Bozen-BolzanoDirección de correo verificada de unibz.it
