Davide Raggi

University of Bologna - Department of Economics

Piazza Scaravilli 2

Bologna, 40126

Italy

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 37,358

SSRN RANKINGS

Top 37,358

in Total Papers Downloads

1,210

SSRN CITATIONS
Rank 41,992

SSRN RANKINGS

Top 41,992

in Total Papers Citations

5

CROSSREF CITATIONS

8

Scholarly Papers (11)

1.

Mcmc Bayesian Estimation of a Skew-Ged Stochastic Volatility Model

Number of pages: 35 Posted: 03 Nov 2003
Nunzio Cappuccio, Diego Lubian and Davide Raggi
University of Padua - Department of Economics, Università degli Studi di Verona - Department of Economics and University of Bologna - Department of Economics
Downloads 363 (84,099)

Abstract:

Loading...

Stochastic volatility, Markov Chain MonteCarlo, Skewness, Heavy tails, Bayesian inference, Metropolis-Hastings sampling

2.

Can Equity Enhance Efficiency? Lessons from the Kyoto Protocol

FEEM Working Paper No. 49.2001
Number of pages: 32 Posted: 05 Aug 2001
Fondazione Eni Enrico Mattei (FEEM), University of Milan - Department of Economics, Business and Statistics, International Energy Agency and University of Bologna - Department of Economics
Downloads 227 (138,795)
Citation 1

Abstract:

Loading...

Agreements, climate, incentives, negotiations, equity, policy, transfers

3.

Size, Trend, and Policy Implications of the Underground Economy

Quaderni DSE Working Paper No. 818
Number of pages: 55 Posted: 14 Mar 2012 Last Revised: 23 Nov 2012
Renzo Orsi, Davide Raggi and Francesco Turino
University of Bologna - School of Economics, Management, and Statistics, University of Bologna - Department of Economics and Università di Bologna Dipartimento di Scienze Economiche
Downloads 161 (189,765)
Citation 6

Abstract:

Loading...

DSGE, Underground Economy, Tax Evasion, Bayesian Estimation, Italy

4.

Estimating Regime-Switching Taylor Rules with Trend Inflation

Bank of Finland Research Discussion Paper No. 20/2008
Number of pages: 43 Posted: 16 Sep 2008
University of Melbourne - Department of Economics, University of Padua - Department of Economics and University of Bologna - Department of Economics
Downloads 142 (210,723)
Citation 8

Abstract:

Loading...

active and passive Taylor rules, trend inflation, inflation gap persistence, Markov-switching models

5.

The Lemons Problem in a Labor Market with Intrinsic Motivation: When Higher Salaries Pay Worse Workers

Quaderni DSE Working Paper N° 883
Number of pages: 39 Posted: 31 May 2013 Last Revised: 15 Sep 2014
Francesca Barigozzi, Nadia Burani and Davide Raggi
University of Bologna - Department of Economics, University of Bologna - School of Economics, Management, and Statistics and University of Bologna - Department of Economics
Downloads 85 (303,019)
Citation 2

Abstract:

Loading...

skills, intrinsic motivation, the bidimensional Lemons problem, labor supply

6.

Long Memory and Nonlinearities in Realized Volatility: A Markov Switching Approach

Number of pages: 40 Posted: 24 Sep 2010
Silvano Bordignon and Davide Raggi
University of Padua - Department of Statistical Sciences and University of Bologna - Department of Economics
Downloads 61 (364,527)
Citation 2

Abstract:

Loading...

Realized volatility, Switching-regime, Long memory, MCMC, Forecasting

7.

Testing Rational Addiction: When Lifetime is Uncertain, One Lag is Enough

Quaderni - Working Paper DSE N° 1119
Number of pages: 34 Posted: 20 Apr 2018
Davide Dragone and Davide Raggi
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 49 (403,285)

Abstract:

Loading...

Euler Equation, Saddle-Path, Uncertain Lifetime, Dynamic Panel Quasi-Maximum Likelihood, Smoking

8.

Higher Order Beliefs and the Dynamics of Exchange Rates

Quaderni - Working Paper DSE N° 957
Number of pages: 42 Posted: 02 Aug 2014 Last Revised: 24 Oct 2014
Department of Communication and Economics, University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 36 (453,937)

Abstract:

Loading...

beauty contest, higher order beliefs, exchange rates, economic fundamentals, survey data

9.

Adaptive MCMC Methods for Inference on Affine Stochastic Volatility Models with Jumps

Econometrics Journal, Vol. 8, No. 2, pp. 235-250, July 2005
Number of pages: 16 Posted: 02 Aug 2005
Davide Raggi
University of Bologna - Department of Economics
Downloads 30 (481,548)
  • Add to Cart

Abstract:

Loading...

10.

Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S.

Number of pages: 35 Posted: 23 Sep 2010
University of Melbourne - Department of Economics, University of Padua - Department of Economics and University of Bologna - Department of Economics
Downloads 29 (486,499)
Citation 4

Abstract:

Loading...

Policy switches, heteroskedasticity, trend inflation, inflation gap persistence, Markov-Switching models

11.

Can Equity Enhance Efficiency? Some Lessons from Climate Negotiations

CEPR Discussion Paper No. 3606
Number of pages: 31 Posted: 21 Feb 2003
University of Milan - Department of Economics, Business and Statistics, International Energy Agency, Fondazione Eni Enrico Mattei (FEEM) and University of Bologna - Department of Economics
Downloads 27 (496,985)
  • Add to Cart

Abstract:

Loading...

Agreements, climate, incentives, negotiations, equity, policy, transfers