CASARIN Roberto

Qualifica
Professore Ordinario
Incarichi
Delegato di Dipartimento all'Erasmus
Presidente della Commissione Erasmus del Dipartimento di Economia
Vice-Direttore dell'International Master in Economics and Finance
Telefono
041 234 9149
E-mail
r.casarin@unive.it
centro.vera@unive.it - Centro di Eccellenza VERA
Fax
041 234 9176
SSD
ECONOMETRIA [SECS-P/05]
Sito web
www.unive.it/persone/r.casarin (scheda personale)
 https://sites.google.com/view/robertocasarin
Struttura
Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe
Struttura
Centro Europeo Interuniversitario di Ricerca - European Center for Living Technology
Sito web struttura: https://www.unive.it/eclt
Sede: Ca' Bottacin
Research Institute
Research Institute for Complexity

Dati relazione

Periodo di riferimento
02/05/2018 - 01/05/2021
Afferenza
Dipartimento di Economia
Ruolo
Professori Ordinari
A.A.InsegnamentoCodice VotoVoto medio area
2017/2018ECONOMETRICSPHD052
2017/2018INTRODUZIONE ALL'ECONOMETRIAET00382.13.1
2017/2018NETWORKS IN ECONOMICS AND SOCIAL SCIENCECM0500
2017/2018NON LINEAR MODELS AND FINANCIAL ECONOMETRICSEM20643.53.1
2018/2019ECONOMETRICSEM2Q0523.1
2018/2019INTRODUZIONE ALL'ECONOMETRIAET00382.43.1
2018/2019NETWORKS IN ECONOMICS AND SOCIAL SCIENCECM0500
2019/2020ADVANCED ECONOMETRICSPHD106
2019/2020ECONOMETRICSEM2Q055.67.6
2019/2020INTRODUZIONE ALL'ECONOMETRIAET00385.57.6
2019/2020NETWORKS IN ECONOMICS AND SOCIAL SCIENCECM0500
2019/2020NON LINEAR MODELS AND FINANCIAL ECONOMETRICSEM20649.17.6
Anno solareTipologiaTesi RelatoreTesi Correlatore
2018Corso di laurea1
2018Corso di laurea magistrale82
2019Corso di laurea1
2019Corso di laurea magistrale45
2020Corso di laurea1
2020Corso di laurea magistrale65
  • EeDaPP Energy efficiency Data Protocol and Portal
  • EeMAP Energy efficient Mortgages Action Plan
  • Business Cycle Analysis
  • Clustering with nonparametric bayesian models
  • Efficient Gibbs Sampling for Markov Switching GARCH Models
  • Interacting Generalized Metropolis-Hastings Algorithms
  • Modelli Beta autoregressive per l'analisi delle serie storiche e metodi di inferenza reversible jump MCMC
  • Partilce Filter for Time Series Analysis
  • Processi di Dirichlet, metodi di inferenza ed applicazione ai modelli per serie storiche
  • Agudze K. M., Billio M., Casarin R., Ravazzolo F. (2021), Markov Switching Panel with Network Interaction Effects in JOURNAL OF ECONOMETRICS, vol. -, pp. 1-33 (ISSN 0304-4076) (Articolo su rivista)
  • Carallo, Giulia; Casarin, Roberto; Robert, Christian P. (2021), A Bayesian Generalized Poisson Model for Cyber Risk Analysis in Giulia Carallo, Roberto Casarin, Christian P. Robert, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 123-128 (ISBN 978-3-030-78964-0; 978-3-030-78965-7) (Articolo su libro)
  • Billio M., Casarin R., Costola M., Iacopini M. (2021), COVID-19 spreading in financial networks: A semiparametric matrix regression model in Billio M., Casarin R., Costola M., Iacopini M., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/05, pp. 1-34 (Articolo su libro)
  • Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A. (2021), The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach in Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/03, pp. 1-64 (Articolo su libro)
  • Bormetti G.; Casarin R.; Corsi F.; Livieri G. (2020), A Stochastic Volatility Model With Realized Measures for Option Pricing in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 38, pp. 856-871 (ISSN 0735-0015) (Articolo su rivista)
  • Casarin R.; Camargo J.E.; Molina G.; ter Horst E. (2020), A framework for information synthesis into sentiment indicators using text mining methods in COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, vol. -, pp. 1-19 (ISSN 0361-0926) (Articolo su rivista)
  • Casarin R.; Corradin F.; Ravazzolo F.; Sartore D. (2020), A scoring rule for factor and autoregressive models under misspecification in ADVANCES IN DECISION SCIENCES, vol. 24, pp. 1-38 (ISSN 2090-3367) (Articolo su rivista)
  • Bassetti, Federico; Casarin, Roberto; Rossini, Luca (2020), Hierarchical Species Sampling Models in BAYESIAN ANALYSIS, vol. 15, pp. 809-838 (ISSN 1936-0975) (Articolo su rivista)
  • Casarin, Roberto; Iacopini, Matteo; Molina, German; Horst, Enrique ter; Espinasa, Ramon; Sucre, Carlos; Rigobon, Roberto (2020), Multilayer Network Analysis of Oil Linkages in ECONOMETRICS JOURNAL, vol. 23, pp. 269-296 (ISSN 1368-4221) (Articolo su rivista)
  • Casarin R., Facchinetti R., Sorice D., Tonellato S. (2020), Decision trees and random forests , The Essentials of Machine Learning in Finance and Accounting, Routledge, Taylor & Francis, pp. 1-30 (ISBN 9780367480813) (Articolo su libro)
  • Bassetti, F.; Casarin, R.; Ravazzolo, F. (2020), Density Forecasting , Macroeconomic Forecastingin the Era of Big Data in ADVANCED STUDIES IN THEORETICAL AND APPLIED ECONOMETRICS, Springer International Publishing, vol. 52, pp. 465-494 (ISBN 978-3-030-31149-0; 978-3-030-31150-6) (ISSN 1570-5811) (Articolo su libro)
  • Buccellato T., Busin R., Casarin R., Corò G. (2020), Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective in Buccellato T., Busin R., Casarin R., Corò G., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari (Articolo su libro)
  • Casarin R., Veggente V. (2020), Random Projection Methods in Economics and Finance , he Essentials of Machine Learning in Finance and Accounting, Routledge, Taylor & Francis, pp. 1-30 (Articolo su libro)
  • Roberto Casarin; Mauro Costantini; Anthony Osuntuyi (2020), Bayesian nonparametric panel Markov-switching GARCH models (Working paper)
  • Giulia Carallo; Roberto Casarin; Christian P. Robert (2020), Generalized Poisson Difference Autoregressive Processes (Working paper)
  • Casarin, Roberto; Molina, German; ter Horst, Enrique (2019), A Bayesian time varying approach to risk neutral density estimation in JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY, vol. 182, pp. 165-195 (ISSN 0964-1998) (Articolo su rivista)
  • Billio M., Casarin R., Rossini L. (2019), Bayesian nonparametric sparse VAR models in JOURNAL OF ECONOMETRICS, vol. 212, pp. 97-115 (ISSN 0304-4076) (Articolo su rivista)
  • Bianchi Daniele, Billio Monica, Casarin Roberto, Guidolin Massimo (2019), Modeling Systemic Risk with Markov Switching Graphical SUR Models in JOURNAL OF ECONOMETRICS, vol. 210, pp. 58-74 (ISSN 0304-4076) (Articolo su rivista)
  • Billio M., R. Casarin, M. Costola, L. Frattarolo (2019), Opinion Dynamics and Disagreements on Financial Networks in ADVANCES IN DECISION SCIENCES, vol. 23/4 (ISSN 2090-3367) (Articolo su rivista)
  • Casarin R.; Costola M. (2019), Structural changes in large economic datasets: A nonparametric homogeneity test in ECONOMICS LETTERS, vol. 176, pp. 55-59 (ISSN 0165-1765) (Articolo su rivista)
  • Casarin R.; Correa J.C.; Camargo J.E.; Dakduk S.; ter Horst E.; Molina G. (2019), What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign in JOURNAL OF INFORMATION SCIENCE, vol. ??, pp. 1-20 (ISSN 0165-5515) (Articolo su rivista)
  • Billio, M.;Casarin, R.;Costola, M.;Frattarolo, L (2019), Contagion Dynamics on Financial Networks , International Financial Markets, Routledge, vol. 1, pp. 63-98 (ISBN 1138060925) (Articolo su libro)
  • Casarin, Roberto; Sartore, Domenico; Tronzano, Marco (2018), A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 36, pp. 101-114 (ISSN 0735-0015) (Articolo su rivista)
  • Martino, Luca*; Casarin, Roberto; Leisen, Fabrizio; Luengo, David (2018), Adaptive independent sticky MCMC algorithms in EURASIP JOURNAL ON ADVANCES IN SIGNAL PROCESSING, vol. 2018, pp. 1-28 (ISSN 1687-6172) (Articolo su rivista)
  • Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco (2018), Bayesian Nonparametric Calibration and Combination of Predictive Distributions in JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, vol. 113, pp. 675-685 (ISSN 0162-1459) (Articolo su rivista)
  • Casarin, Roberto; Tonellato, Stefano (2018), Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani in BAYESIAN ANALYSIS, vol. 13, pp. 604-605 (ISSN 1936-0975) (Articolo su rivista)
  • Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony (2018), Markov switching GARCH models for Bayesian hedging on energy futures markets in ENERGY ECONOMICS, vol. 70, pp. 545-562 (ISSN 0140-9883) (Articolo su rivista)
  • Racca, P.; Casarin, R.; Dondio, P.; Squazzoni, F.* (2018), Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns in PHYSICA. A, vol. 493, pp. 458-466 (ISSN 0378-4371) (Articolo su rivista)
  • Monica Billio, Roberto Casarin, Matteo Iacopini (2018), Bayesian Markov switching tensor regression for time-varying networks in Monica Billio, Roberto Casarin, Matteo Iacopini, Bayesian Markov switching tensor regression for time-varying networks in WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-61 (ISSN 1827-3580) (Articolo su libro)
  • Monica Billio, Roberto Casarin, Luca Rossini (2018), Bayesian Nonparametric Sparse Vector Autoregressive Models , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 155-160 (ISBN 978-3-319-89823-0) (Articolo su libro)
  • Monica Billio, Roberto Casarin, Matteo Iacopini (2018), Bayesian Tensor Binary Regression , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 143-147 (ISBN 978-3-319-89823-0) (Articolo su libro)
  • Monica Billio, Roberto Casarin, Matteo Iacopini (2018), Bayesian Tensor Regression Models , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 159-163 (ISBN 978-3-319-89823-0) (Articolo su libro)
  • Monica Billio, Roberto Casarin, Sylvia Kaufmann, Matteo Iacopini (2018), Bayesian dynamic tensor regression in Monica Billio, Roberto Casarin, Sylvia Kaufmann, Matteo Iacopini, Bayesian dynamic tensor regression in WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-62 (ISSN 1827-3580) (Articolo su libro)
  • Monica Billio, Roberto Casarin, Michele Costola, Lorenzo Frattarolo (2018), Disagreement in Signed Financial Networks , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 139-142 (ISBN 978-3-319-89824-7) (Articolo su libro)
Ph.D. THESIS SUPERVISION
2015-2018 Giovanna Notarnicola, thesis on “Microeconometrics and Uncertainty”, Ph.D. Competed in July 2018 (co-supervised with Agar Brugiavini). Current Position: Data scientist, AVIS, London.
2015-2018 Matteo Iacopini, thesis on “Tensor calculus in econometrics”, Ph.D. Competed in July 2018 (co-supervised with Monica Billio e Dominique Guegan). Current Position: Marie-Curie Fellow, University of Amsterdam.
2018-2022 Giulia Carallo, thesis on “Generalized Poisson Processes”, Expected completion year 2022 (co-supervised with Monica Billio).
2020-2024 Ovielt Baltodano, thesis on “Stochastic Block Models”, Expected completion year 2024 (co-supervised with Pietro Dindo).
2019 Referee for the Social Sciences and Humanities Research Council (SSHRC) of Canada, Fundamental Research Project Grants
PAST AND FUTURE RESEARCH INTERESTS
* On the methodological side: Bayesian Inference Methods (Prior distributions, Bayesian Nonparametric Priors, Posterior Consistency, Model Averaging, Model Selection); Numerical methods (Monte Carlo, Markov Chain Monte Carlo, Population Monte Carlo, Sequential Monte Carlo, Antithetic Sampling); Graphs (Random Graphs, Centrality Measures, Graph Extraction Methods); Models (Tensor Models, Dynamic Latent Factor, Stochastic Volatility, Markov-Switching, Dirichlet Processes, Diffusion Processes, Structural Changes); Forecasting methods (Evaluation, Calibration, Combination); Count data (parameter driven, observation driven models).
* On the applied side: financial markets (e.g., stocks, exchange rates, credit, contagion effects), media (e.g., social media, traditional media, online behavior), extreme weather, climate change (e.g., impact on the economy, perception of the public), regional business cycles (risk, common factors, co-movements).

CURRENT RESEARCH
* Casarin, R., Craiu, R., Frattarolo, L., Robert, C., Living on the Edge: An Unified Approach to Antithetic Sampling
* Bassetti, F., Casarin, R., Iacopini, M., Generalized Random Measures.
* Bassetti, F., Casarin, R., Wasserstein Projection of Measures.
* Bassetti, F., Carallo, G., Casarin, R., First-order integer-valued autoregressive processes with Generalized Lagrangian Katz innovations.
* Casarin, R., Carallo, G., Robert, C. P., Generalized Poisson Difference INGARCH.
* Billio, M., Casarin, R., Costola, M., Veggente, V., Energy Efficiency.
* Ahelegbey, D. F., Casarin, R., Fianu E. S., Grossi, L., Structural Changes in Contagion Channels: the Impact of COVID-19 on the Italian Electricity Market.
* Casarin, R., Palumbo, D., Ravazzolo F., Dynamic Score Calibration.
* Carallo, G., Casarin, R., Palumbo, D., Dynamic Score Poisson Processes.
* Del Negro, M., Bassetti, F., Casarin, R., A Bayesian Approach for Inference on Probabilistic Surveys.
* Casarin, R., Peruzzi, A., Contracted Latent Space Models.
* Casarin, R., Peruzzi, A., Infinite Dimensional Latent Space Models.
* Baltodano, O., Casarin, R., Costantini, M. (2022), Stochastic Infinite Blocks Models.
* Baltodano, O., Casarin, R., Dynamic Stochastic Block Models.
* Casarin, R., Baltodano, O., Stochastic Infinite Block Models.
* Billio, M., Casarin, R., Iacopini, M., Switching Tensor Regression.
* Billio, M., Casarin, R., De Cian, E., Mistry, M. and Osuntuyi, A. The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach.
* Casarin, R., Maillet, B., Osuntuyi, A., Adaptive Simulated Annealing.
* Casarin, R., Corradin, F., Osuntuyi, A., Interacting Simulated Annealing.
* Bjørnland, H.C., Casarin, R., Lorusso, M. and Ravazzolo, F., Oil and Fiscal Policy Regimes.
* Bulfone, G., Casarin, R., and Ravazzolo, F., Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model.
* Casarin, R., Costola, M., Yenerdag, E., Financial Bridges and Network Communities.
* Casarin, R., Grassi, S., Ravazzolo, F. and van Dijk, H.K., A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance.
* Buccellato, T., Busin, R., Casarin, R., Corò G., Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective.
* Bernardi, M., Casarin, R., Maillet, B., Petrella, L., Dynamic Model Averaging for Bayesian Quantile Regression.
RESEARCH PROJECTS (roles)
2021-2021 Grant “Indicatori ad Alta Frequenza e Resilienza della Società” FISR2020IP g.a. 05239 (resarch unit supervisor)
2020-2022 Grant “Eccellenze del Nordest”, Ordine dei Commercialisti di Treviso (scientific supervisor).
2020-2021 Grant “ECO.EEMMIP Energy Efficiency Mortgage Market Implementation Plan”, H2020 g.a. (member of the research team).
2021-2021 Grant “ECO.SMARTCULTOUR Smart Cultura Tourism as a Driver of Sustainable Development of European Regions”, H0202 g.a. (member of the research team).
2020-2021 Grant “Hi-Di NET - Econometric Analysis of High Dimensional Models with Network Structures in Macroeconomics and Finance, g.a. 2017TA7TYC (member of the research team).
2018-2019 Grant “EeDaPP Energy efficiency Data Protocol and Portal”, H2020 g.a. No 784979 (member of the research team)
2017-2018 Grant “EeMAP Energy efficient Mortgages Action Plan”, H2020 g.a. No 746205(member of the research team)

PROPOSAL SUPERVISION:
2021 Endogenous Network Effects in the Global Economy; H2020-MSCA-IF-2020; proposal number: 101026795; investigator: Romanini, G. (Total score: 94.60%, not funded, in the reserve list)
2018 Earth Observation Big Data for Innovative Index Insurance. Increasing Coffee Production Sustainability in Colombia; H2020-MSCA-IF-2018; proposal number 843465; Investigator: Cian, F. (Total score: 88.40%, not funded, in the reserve list)
PRESENTATIONS AT MEETINGS AND WORKSHOPS (a selection)
* A Bayesian Approach for Inference on Probabilistic Surveys
Dec 2021 CFE Meeting, London (virtual), (organized session)
Sep 2021 ESOBE Meeting, Madrid (keynote speaker)
Sep 2021 SASCA PHD CONFERENCE, Alghero, Itlay (invited speaker)
Jun 2019 Bayesian Nonparametrics Meeting, Oxford (invited speaker)
* Monte Carlo within Simulated Annealing for Integral Constrained Optimization
Jul 2021 The 1st Financial Econometrics Meeting: Crisis Challenges (FEM-2021), Paris (remote)
* Discussion of the paper Semiparametric Bernstein-von Mises theorem for LAE models under a mixture prior N. Bochkina, J. Rousseau, J.-B. Salomond, J. van der Molen Moris
Jun 2019 O'Bayes, University of Warwick
* Dynamic Model Averaging for Bayesian Quantile Regression
Jun 2021 1st International Symposium for Finance, Banking and Insurance, ISFBI’21
* A Bayesian Compositional Model for Large Density Combination in Finance
Dec 2020 EC^2 Meeting on High dimensional modeling in time series, Paris (remote conference)
* A Bayesian Generalized Poisson Model for Cyber Risk Analysis
Sep 2020 Mathematical and Statistical Methods for Actuarial Sciences and Finance, Venice (remote conference)
Dec 2020 EC^2 Meeting on High dimensional modeling in time series, Paris (remote conference)
* Bayesian Dynamic Tensor Regression
Dec 2020 Learning Tools and Applied Quantitative Methods for Decision Making, Bozen (invited)
Sep 2020 Complexity Meets Finance Meeting, Remote Conference, Rome (invited speaker)
Dec 2018 CSDA-CFE Meeting, Pisa
Oct 2018 High Dimensional Small Data Workshop, ECLT-University Ca’ Foscari, Venice
Sep 2018 UMI-SIMAI-PTM Joint Meeting, University of Wroclaw, Wroclaw
Apr 2018 MAF, University of Madrid Carlos III, Madrid
* Bayesian Markov switching tensor regression for time-varying networks
Jun 2018 Annual Meeting of the Statistical Society of Canada, Montreal (invited speaker)
Jun 2018 12th Annual RCEA Bayesian Workshop, Rimini
INVITED SEMINARS (a selection)
* Living on the Edge: An Unified Approach to Antithetic Sampling
Oct 2021, University of Surrey
* Bayesian Markov Switching Tensor Regression for Time-varying Networks
Mar 2019, CREST, Paris
* Dynamic Tensor Regression Models
Mar 2021, Statistics Seminar Series, Queen Mary University of London, London, UK
Feb 2020, Statistics and Econometrics Seminar Series, University of Warwick
Jun 2019, Economic Seminar Series, University of Southampton
Mar 2019, Statistic Seminar Series, London School of Economics
SEMINAR AND MEETING ORGANISATION
2021 Summer School on Network Econometrics (SIDE-VERA), July 2021
2019 26th Forecasting Financial Markets, Venice June 2019.
2018 Workshop on Advances in Bayesian Modelling, Venice, July 2018
TEACHING POST-GRADUATE COURSES
2020-2021 Bayesian Multivariate Models and Forecasting in Economics and Finance, SIdE-VERA Summer School
2011-2019 Bayesian Methods in Economics and Finance, SIdE Summer School
2021 Network Econometrics, SIdE-VERA Summer School
2019 Model-guided Data Science, Lake Como School of Advanced Studies
2010-2021 Risk process and Insurance (6h), Master IMEF at Ca' Foscari
2010-2021 Numerical Methods (6h), Master IMEF at Ca' Foscari
2018-2022 Director of the Venice center for Economics and Risk Analytics (VERA), Center of Excellence, Department of Economics
2016-2022 Director of the International Master in Economics and Finance (IMEF)
2017-present Erasmus Delegate, Department of Economics
2018-present Erasmus Coordinator for: Norges Teknisk-Naturvitenskapelige Universitet, Goethe-Universität Frankfurt, Københavns Universitet, Université Panthéon-Assas, Université Panthéon-Sorbonne, Université Paris Dauphine, Universiteit Van Amsterdam, Université Catholique de Louvain.
2014-2019 Member of the Research evaluation committee, Department of Economics
2017- present Member of the Department Erasmus Committee, Department of Economics
2015-2022 Member of the Computer Cluster Management Committee (SCSCF)
2017-2022 Member of the University Infrastructure Committee (CSA)
2017-2019 Member of the Student-Professor Joint Committee, Department of Economics
2012-2022 Member of the Ph.D. Faculty and Board, Department of Economics
2019-2022 Member of the Teaching Committee, Master Data Analytics for Bussines and Society (DABS)
2014-2019 Member of the Research evaluation committee, Department of Economics
Ph.D. THESIS COMMITTEE
2019 Fabio Franco, PhD in Econometrics, University Roma Tor Vergata.
2018 Francesco Corsello, PhD in Economics, Bocconi University.
2018 Valerio Nispi, PhD in Economics, Bocconi University.
2018 Jacopo Stacciolo, PhD in Economics, Scuola Superiore Sant'Anna, Pisa.
2018 Carlo Santagiustina, PhD in Economics, Ca’ Foscari University of Venice.

SCIENTIFIC SOCIETY MEMBERSHIPS (a selection)
Board Member of the European Society of Bayesian Econometrics (ESOBE)
Member of the International Society for Bayesian Analysis (ISBA)

RESEARCH ASSOCIATE
European Center for Living Technology (ECLT)
Economic Research Groups (GRETA)
IMPACT OF MY RESEARCH
GOOGLE SCHOLAR Documents 174, Citations 4691, h-index 22
SCOPUS Documents 47, Citations 397, h-index 12
MATHSCINET Number of articles 13
ARXIV Number of papers 18
SSRN Author Rank 5,527 out of 411,515, Number of Document 46, Total Download 8236, Total Citations 114

NATIONAL SCIENTIFIC EVALUATION
2013-2019 Associate professor in Statistics for Economics (Statistica Economica, SSD SECSS/03).
2013-2019 Associate professor in Statistics (Statistica, SSD SECS-S/01)
2013-2019 Associate professor in Econometrics (Econometria, SSD SECS-P/05)
2013-2019 Full professor in Econometrics (Econometria, SSD SECS-P/05)