Blar i BI Research Centre's Series på forfatter "Casarin, Roberto"
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Fiscal Policy Regimes in Resource-Rich Economies
Bjørnland, Hilde C.; Casarin, Roberto; Lorusso, Marco; Ravazzolo, Francesco (CAMP Working Paper Series;13/2023, Working paper, 2023-10-21)We analyse fiscal policy in resource-rich economies using a novel Bayesian regime-switching panel model. The identified regimes capture pro- or countercyclical fiscal behaviour, while the switches between the regimes have ... -
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K. (CAMP Working Papers Series; 8/2014, Working paper, 2014)Interactions between eurozone and United States booms and busts and among major eurozone economies are analyzed by introducing a panel Markov-switching VAR model. The model is well suitable for a multi-country cyclical ... -
Interactions between eurozone and US booms and busts: A bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K. (CAMP Working Paper Series;8/2014, Working paper, 2014)Interactions between eurozone and United States booms and busts and among major eurozone economies are analyzed by introducing a panel Markov-switching VAR model. The model is well suitable for a multi-country cyclical ... -
Markov Switching Panel with Network Interaction Effects
Agudze, Komla Mawulom; Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco (CAMP Working Paper Series;1, Working paper, 2018-01)The paper introduces a new dynamic panel model for large data sets of time series, each of them characterized by a series-specific Markov switching process. By introducing a neighbourhood system based on a network ... -
Oil and Fiscal Policy Regimes
Bjørnland, Hilde Christiane; Casarin, Roberto; Lorusso, Marco; Ravazzolo, Francesco (CAMP Working Paper Series;11, Working paper, 2020-12-29)We analyse fiscal policy responses in oil rich countries by developing a Bayesian regime-switching panel country analysis. We use parameter restrictions to identify procyclical and countercyclical fiscal policy regimes ...