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Davide Raggi

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Personal Details

First Name: Davide
Middle Name:
Last Name: Raggi
Suffix:

RePEc Short-ID: pra325

Email:
Homepage:
Postal Address:
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Affiliation

Dipartimento di Scienze Economiche
Alma Mater Studiorum - Università di Bologna
Location: Bologna, Italy
Homepage: http://www.dse.unibo.it/
Email:
Phone: +39 051 209 8019 and 2600
Fax: +39 051 209 8040 and 2664
Postal: Piazza Scaravilli, 2, and Strada Maggiore, 45, 40125 Bologna
Handle: RePEc:edi:sebolit (more details at EDIRC)

Works

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Working papers

  1. F. Pancotto & G. Pignataro & D. Raggi, 2014. "Higher order beliefs and the dynamics of exchange rates," Working Papers wp957, Dipartimento Scienze Economiche, Universita' di Bologna.
  2. F. Barigozzi & N. Burani & D. Raggi, 2013. "The Lemons Problem in a Labor Market with Intrinsic Motivation. When Higher Salaries Pay Worse Workers," Working Papers wp883, Dipartimento Scienze Economiche, Universita' di Bologna.
  3. Renzo Orsi & Davide Raggi & Francesco Turino, 2013. "Online Appendix to "Size, Trend, and Policy Implications of the Underground Economy"," Technical Appendices 12-217, Review of Economic Dynamics.
  4. R. Orsi & D. Raggi & F. Turino, 2012. "Size, Trend, and Policy Implications of the Underground Economy," Working Papers wp818, Dipartimento Scienze Economiche, Universita' di Bologna.
  5. S. Bordignon & D. Raggi, 2010. "Long memory and nonlinearities in realized volatility: a Markov switching approach," Working Papers 694, Dipartimento Scienze Economiche, Universita' di Bologna.
  6. Efrem Castelnuovo & Luciano Greco & Davide Raggi, 2010. "Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S," "Marco Fanno" Working Papers 0109, Dipartimento di Scienze Economiche "Marco Fanno".
  7. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers 20/2008, Bank of Finland.
  8. S. Bordignon & D. Raggi, 2008. "Volatility, Jumps and Predictability of Returns: a Sequential Analysis," Working Papers 636, Dipartimento Scienze Economiche, Universita' di Bologna.
  9. Silvano Bordignon & Davide Raggi, 2004. "Fitting and comparing stochastic volatility models through Monte Carlo simulations," Computing in Economics and Finance 2004, Society for Computational Economics 219, Society for Computational Economics.
  10. Bosello, Francesco & Buchner, Barbara & Carraro, Carlo & Raggi, Davide, 2003. "Can Equity Enhance Efficiency? Some Lessons from Climate Negotiations," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3606, C.E.P.R. Discussion Papers.
  11. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 7, University of Verona, Department of Economics.

Articles

  1. Renzo Orsi & Davide Raggi & Francesco Turino, 2014. "Size, Trend, and Policy Implications of the Underground Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 417-436, July.
  2. Christine Mallin & Giovanna Michelon & Davide Raggi, 2013. "Monitoring Intensity and Stakeholders’ Orientation: How Does Governance Affect Social and Environmental Disclosure?," Journal of Business Ethics, Springer, Springer, vol. 114(1), pages 29-43, April.
  3. Raggi, Davide & Bordignon, Silvano, 2012. "Long memory and nonlinearities in realized volatility: A Markov switching approach," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3730-3742.
  4. Davide Raggi & Silvano Bordignon, 2011. "Volatility, Jumps, and Predictability of Returns: A Sequential Analysis," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 30(6), pages 669-695.
  5. Raggi, Davide & Bordignon, Silvano, 2006. "Comparing stochastic volatility models through Monte Carlo simulations," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 50(7), pages 1678-1699, April.
  6. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2006. "Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(6), pages 479-490.
  7. Davide Raggi, 2005. "Adaptive MCMC methods for inference on affine stochastic volatility models with jumps," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 235-250, 07.
  8. Cappuccio Nunzio & Lubian Diego & Raggi Davide, 2004. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-31, May.

Software components

  1. Renzo Orsi & Davide Raggi & Francesco Turino, 2013. "Code and data files for "Size, Trend, and Policy Implications of the Underground Economy"," Computer Codes 12-217, Review of Economic Dynamics.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2008-09-20 2010-02-13 2010-03-28. Author is listed
  2. NEP-CTA: Contract Theory & Applications (1) 2013-06-04
  3. NEP-DGE: Dynamic General Equilibrium (2) 2012-03-21 2013-12-15
  4. NEP-ECM: Econometrics (1) 2010-03-28
  5. NEP-ETS: Econometric Time Series (1) 2010-03-28
  6. NEP-FMK: Financial Markets (1) 2008-09-13
  7. NEP-FOR: Forecasting (2) 2010-03-28 2014-08-09
  8. NEP-GTH: Game Theory (1) 2003-07-13
  9. NEP-HRM: Human Capital & Human Resource Management (1) 2013-06-04
  10. NEP-IUE: Informal & Underground Economics (2) 2012-03-21 2013-12-15
  11. NEP-LAB: Labour Economics (1) 2013-06-04
  12. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2013-06-04
  13. NEP-MAC: Macroeconomics (4) 2008-09-20 2010-02-13 2010-03-28 2012-03-21. Author is listed
  14. NEP-MON: Monetary Economics (4) 2008-09-20 2010-02-13 2010-03-28 2014-08-09. Author is listed
  15. NEP-OPM: Open Economy Macroeconomics (1) 2014-08-09
  16. NEP-ORE: Operations Research (1) 2010-03-28
  17. NEP-RMG: Risk Management (1) 2008-09-13

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