Roberto CASARIN
- Position
- Full Professor
- Roles
-
Member of the Department of Economics' Committee
Department's Delegate for Erasmus
- Telephone
- 041 234 9149
-
r.casarin@unive.it
eccellenzedelnordest@unive.it - CASARIN Roberto
side.summerschool@unive.it - CASARIN Roberto
centro.vera@unive.it - Centro di Eccellenza VERA
- Academic discipline
- Econometrics [ECON-05/A]
- Website
-
https://www.unive.it/web/en/19197/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
Teaching activity current year
Teaching activity previous years
Activities and research skills
- Academic discipline
- 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
Publication highlights
Billio, Monica; Casarin, Roberto; Iacopini, Matteo Bayesian Markov-Switching Tensor Regression for Time-Varying Networks in JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, vol. 119, pp. 109-121 (ISSN 0162-1459)
DOI 2024,
Journal Article - ARCA card: 10278/5000791
Roberto Casarin; Mauro Costantini; Anthony Osuntuyi Bayesian nonparametric panel Markov-switching GARCH models in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 41, pp. 135-146 (ISSN 0735-0015)
DOI 2024,
Journal Article - ARCA card: 10278/5021362
Roberto Casarin, Radu Craiu, Christian Robert, Lorenzo Frattarolo Living on the Edge: An Unified Approach to Antithetic Sampling in STATISTICAL SCIENCE, vol. 39, pp. 115-136 (ISSN 0883-4237)
DOI 2024,
Journal Article - ARCA card: 10278/5021366
Billio M, Casarin R, Iacopini M, Kaufmann S. Bayesian Dynamic Tensor Regression in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 41, pp. 429-439 (ISSN 0735-0015)
DOI - URL correlato 2023,
Journal Article - ARCA card: 10278/3752109
Bormetti G.; Casarin R.; Corsi F.; Livieri G. A Stochastic Volatility Model With Realized Measures for Option Pricing in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 38, pp. 856-871 (ISSN 0735-0015)
DOI - URL correlato 2020,
Journal Article - ARCA card: 10278/3722910