Davide Raggi

University of Bologna - Department of Economics

Piazza Scaravilli 2

Bologna, 40126

Italy

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 39,489

SSRN RANKINGS

Top 39,489

in Total Papers Downloads

1,227

SSRN CITATIONS
Rank 39,032

SSRN RANKINGS

Top 39,032

in Total Papers Citations

9

CROSSREF CITATIONS

8

Scholarly Papers (12)

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 Padova - Department of Economics, Università degli Studi di Verona - Department of Economics and University of Bologna - Department of Economics
Downloads 364 (89,367)

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 (147,476)
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 166 (196,039)
Citation 7

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 Padova - Department of Economics and University of Bologna - Department of Economics
Downloads 143 (221,923)
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 88 (313,490)
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 Padova - Department of Statistical Sciences and University of Bologna - Department of Economics
Downloads 63 (378,692)
Citation 3

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 (425,765)
Citation 1

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 (478,977)

Abstract:

Loading...

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

9.

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 Padova - Department of Economics and University of Bologna - Department of Economics
Downloads 31 (502,772)
Citation 5

Abstract:

Loading...

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

10.

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 (508,049)
  • Add to Cart

Abstract:

Loading...

11.

Can Equity Enhance Efficiency? Some Lessons from Climate Negotiations

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 (524,262)
  • Add to Cart

Abstract:

Loading...

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

12.

Solving the Milk Addiction Paradox

Quaderni - Working Paper DSE N° 1144, 2020
Number of pages: 26 Posted: 03 Jun 2020
Davide Dragone and Davide Raggi
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 3 (685,877)

Abstract:

Loading...

Joint Taxation, Adjacent Complementarity, Forward-Looking Behavior, Milk Addiction, Rational Addiction, Spurious Correlation, Labour Supply, Welfare