Roberto CASARIN

Position
Full Professor
Roles
Member of the Department of Economics' Committee
Department's Delegate for Erasmus
Vice Director of the International Master in Economics, Finance and Data Science
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 as referees of national and international research projects
Referee for the Social Sciences and Humanities Research Council (SSHRC) of Canada, for the Standard Research Grants Competition, 2008.
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
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
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