23 citations · 38 across the 18 of their papers we have counts for
23 papers
A Spatiotemporal Gamma Shot Noise Cox Process
Federico Bassetti, Roberto Casarin, Matteo Iacopini +1
A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some propert…
Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model
Roberto Casarin, Antonio Peruzzi, Mark F. J. Steel
News outlets are now more than ever incentivized to provide their audience with slanted news, while the intrinsic homophilic nature of online social media may exacerbate polarized…
First-order integer-valued autoregressive processes with Generalized Katz innovations
Ovielt Baltodano Lopez, Federico Bassetti, Giulia Carallo +1
A new integer--valued autoregressive process (INAR) with Generalised Lagrangian Katz (GLK) innovations is defined. This process family provides a flexible modelling framework for c…
Living on the Edge: An Unified Approach to Antithetic Sampling
Roberto Casarin, Radu V. Craiu, Lorenzo Frattarolo +1
We identify recurrent ingredients in the antithetic sampling literature leading to a unified sampling framework. We introduce a new class of antithetic schemes that includes the mo…
COVID-19 spreading in financial networks: A semiparametric matrix regression model
Billio Monica, Casarin Roberto, Costola Michele +1
Network models represent a useful tool to describe the complex set of financial relationships among heterogeneous firms in the system. In this paper, we propose a new semiparametri…
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach
Monica Billio, Roberto Casarin, Enrica De Cian +2
This paper examines the impact of climate shocks on 13 European economies analysing jointly business and financial cycles, in different phases and disentangling the effects for dif…