Roberto Casarin

Full Professor of Econometrics, Dep. of Economics, University Ca' Foscari of Venice

I am currently Full Professor of Econometrics at University Ca' Foscari of Venice and Director of the Venice centre in Economic and Risk Analytics for Public Policies (VERA). I was previously associate professor at University Ca' Foscari, and research assistant at University of Bresci and University of Padova. I received a Ph.D. in Mathematics, from CEREMADE-University Paris Dauphine, M.Sc. in Applied Mathematics from ENSAE-University Paris Dauphine, a Ph.D. and M.Sc. in Econometrics from University Ca' Foscari of Venice. I have been visiting University of Toronto, University Paris Sud, University of Bristol, University Paris Dauphine and Norges Bank.

Research Interests:

time series analysis, Bayesian Analysis, Bayesian nonparametric, Tensor calculus, Monte Carlo methods, Markov-switching, Stochastic volatility, Stochastic filtering.