Roberto CASARIN

Position
Full Professor
Roles
Member of the Department of Economics' Committee
Department's Delegate for Erasmus
Telephone
041 234 9149
E-mail
r.casarin@unive.it
eccellenzedelnordest@unive.it - CASARIN Roberto
centro.vera@unive.it - Centro di Eccellenza VERA
Scientific sector (SSD)
Econometria [ECON-05/A]
Website
www.unive.it/people/r.casarin (personal record)
 https://sites.google.com/view/robertocasarin
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe
Office
European Center for Living Technology (ECLT)
Where: Ca' Bottacin
Research Institute
Research Institute for Complexity

Activities and research skills

Scientific sector (SSD)
Econometria [ECON-05/A]
Settore Scientifico Disciplinare (SSD) affine
STATISTICA [SECS-S/01]
Geographic areas in which the research experience mainly applies
Internazionale: Europa, America Settentrionale
Known languages
Italiano (scritto: madrelingua parlato: madrelingua)
Inglese (scritto: intermedio parlato: intermedio)
Tedesco (scritto: base parlato: base)
Francese (scritto: base parlato: intermedio)
Participation in editorial boards of scientific journals/book series
• Associate Editor
Bayesian Analysis (2019-2024), Econometrics (2018-2024), Econometrics and Statistics (2024-present).
• Guest Editor
Annals of Operation Research (2024, Special Issue “Understanding the Complexity of Financial and Economic Systems’ Dynamics: Evidence from Artificial Intelligence Techniques, Big Data, and Technology”); Econometrics and Statistics (2023, Special Issue “Bayesian methods in econometrics and statistics”)
Participation as referees of national and international research projects
• 2008-2009 Social Sciences and Humanities Research Council (SSHRC) of Canada, for the Standard Research Grants Competition
• 2021-2022 German Research Foundation (DFG, Deutsche Forschungsgemeinschaft), Germany
•2023 Natural Sciences and Engineering Research Council of Canada (NSERC), Mathematics and Statistics (EG 1508)
Main departmental research areas and fields
Area: Economia Linea: Not-for-profit - Modelli e metodi
Area: Economia Linea: Settori finanziari - modelli e metodi
Area: Economia Linea: Settori finanziari - risorse e strumenti
Area: Economia Linea: Sistema economico - modelli e metodi
Area: Economia Linea: Sistema economico - politiche e gestione
Area: Matematica Linea: Metodi matematici dell’economia
Area: Matematica Linea: Sistema economico - modelli e metodi
Area: Statistica Linea: Not-for-profit - Modelli e metodi
Area: Statistica Linea: Settori finanziari - modelli e metodi
Area: Statistica Linea: Sistema economico - modelli e metodi
Area: Statistica
Metodi di simulazione per la risoluzione di problemi complessi, che tipicamente si presentano nella stima di modelli statici e dinamici per economia e la finanza
Description:
Simulation methods for the numerical numerical solution of complex problems, which naturally arise in the estimation of static and dynamic models for economics and finance
Keywords:
Econometrics, Computational models, Macroeconomics
ATECO code:
[64.11] - attività delle banche centrali
Modelli dinamici per l�analisi dei fenomeni economici con particolare attenzione alla evoluzione delle fasi di recessione e di espansione del sistema e economico
Description:
Dynamic models for the economic analysis with special emphasis to the recession and expansion phases of the economic system
Keywords:
Econometrics, Econometrics, Economic planning
ATECO code:
[64.11] - attività delle banche centrali
Modelli a volatilitaa stocastica per la analisi delle fasi di turbolenza dei mercati finanziari
Description:
Stochastic volatility models for the analysis of the financial instability
Keywords:
Private investment, Econometrics, Economics
ATECO code:
[64.30.1] - fondi comuni di investimento (aperti e chiusi, immobiliari, di mercato mobiliare)
Business Cycle Analysis
SSD:
SECS-P/05
Other members of the research group:
Monica BILLIO
Loriana PELIZZON
Clustering with nonparametric bayesian models
SSD:
SECS-S/01
Other members of the research group:
Andrea PASTORE
Stefano Federico TONELLATO
Efficient Gibbs Sampling for Markov Switching GARCH Models
SSD:
SECS-P/05
Other members of the research group:
Monica BILLIO
Interacting Generalized Metropolis-Hastings Algorithms
SSD:
SECS-P/05
Modelli Beta autoregressive per l'analisi delle serie storiche e metodi di inferenza reversible jump MCMC
SSD:
SECS-P/05
Partilce Filter for Time Series Analysis
SSD:
SECS-P/05
Other members of the research group:
Monica BILLIO
Processi di Dirichlet, metodi di inferenza ed applicazione ai modelli per serie storiche
SSD:
SECS-P/05
Discrete random structures for Bayesian learning and prediction
Funding body:
MUR - Grant 2022CLTYP4 (2023-2025)
Type:
PRIN
Role in the project:
PT
Starting date:
Year: 2023 Length in months: 36
EeDaPP Energy efficiency Data Protocol and Portal
Funding body:
Commissione Europea
Type:
H2020 - Societal Challenges
Role in the project:
PT
Sito di progetto:
https://eedapp.energyefficientmortgages.eu/
Starting date:
Year: 2018 Length in months: 24
Other members of the research group:
Diana BARRO
Monica BILLIO
EeMAP Energy efficient Mortgages Action Plan
Funding body:
Commissione Europea
Type:
H2020 - Societal Challenges
Role in the project:
PT
Sito di progetto:
https://eemap.energyefficientmortgages.eu/
Starting date:
Year: 2017 Length in months: 24
Other members of the research group:
Diana BARRO
Monica BILLIO
Marcella LUCCHETTA
GRINS Growing Resilient INclusive and Sustainable, Spoke Sustainable Finance
Funding body:
MIUR
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
PT
Sito di progetto:
www.grins.it
Starting date:
Year: 2022 Length in months: 36
Other members of the research group:
Elisa BARBIERI
Stefano BATTISTON
Monica BILLIO
Andrea MINTO
Chiara MIO
Loriana PELIZZON
Ugo RIGONI
Stefano SORIANI
HEIRS High-frequency Economic Indicators and Resilience of Society
Funding body:
Italian Ministry for Education and Research
Type:
Altri programmi ministeriali
Role in the project:
NS
Starting date:
Year: 2021 Length in months: 12
Hi-Di NET Econometric Analysis of High Dimensional Models with Network Structures in Macroeconomics and Finance
Funding body:
MUR
Type:
PRIN
Role in the project:
LD
Sito di progetto:
https://www.unive.it/pag/40521
Starting date:
Year: 2020 Length in months: 36
Other members of the research group:
Monica BILLIO
Modelli Statistici multivariati per la valutazione dei rischi
Funding body:
MIUR
Type:
PRIN
Role in the project:
PT
Starting date:
Year: 2011 Length in months: 36
Other members of the research group:
Monica BILLIO
Marcella LUCCHETTA
Guido Massimiliano MANTOVANI
Francesca PARPINEL
Loriana PELIZZON
Claudio PIZZI
SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions
Funding body:
Commissione Europea 7mo Programma Quadro
Type:
VII Programma Quadro - Cooperation
Role in the project:
PT
Sito di progetto:
http://syrtoproject.eu/
Starting date:
Year: 2013 Length in months: 36
Other members of the research group:
Diana BARRO
Monica BILLIO
Gloria GARDENAL
Marcella LUCCHETTA
Martina NARDON
Antonio PARADISO
Loriana PELIZZON