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Details about Davide Raggi

E-mail:
Workplace:Dipartimento di Scienze Economiche (Department of Economics), Alma Mater Studiorum - Università di Bologna (University of Bologna), (more information at EDIRC)

Access statistics for papers by Davide Raggi.

Last updated 2020-06-26. Update your information in the RePEc Author Service.

Short-id: pra325


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Working Papers

2020

  1. Solving the Milk Addiction Paradox
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads

2018

  1. Testing Rational Addiction: When Lifetime is Uncertain, One Lag is Enough
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (1)

2015

  1. Social Learning and Higher Order Beliefs: A Structural Model of Exchange Rates Dynamics
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads

2014

  1. Higher order beliefs and the dynamics of exchange rates
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads

2013

  1. Online Appendix to "Size, Trend, and Policy Implications of the Underground Economy"
    Online Appendices, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2014)
  2. The Lemons Problem in a Labor Market with Intrinsic Motivation
    AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit Downloads View citations (1)
  3. The Lemons Problem in a Labor Market with Intrinsic Motivation. When Higher Salaries Pay Worse Workers
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (1)

2012

  1. Size, Trend, and Policy Implications of the Underground Economy
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (6)
    See also Journal Article in Review of Economic Dynamics (2014)

2010

  1. Long memory and nonlinearities in realized volatility: a Markov switching approach
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (8)
    See also Journal Article in Computational Statistics & Data Analysis (2012)
  2. Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2010) Downloads View citations (9)

2008

  1. Estimating regime-switching Taylor rules with trend inflation
    Research Discussion Papers, Bank of Finland Downloads View citations (6)
  2. Volatility, Jumps and Predictability of Returns: a Sequential Analysis
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
    See also Journal Article in Econometric Reviews (2011)

2004

  1. Fitting and comparing stochastic volatility models through Monte Carlo simulations
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

  1. Can Equity Enhance Efficiency? Some Lessons from Climate Negotiations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
  2. MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
    Working Papers, University of Verona, Department of Economics Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2004)

Journal Articles

2018

  1. Productivity crowding-out in labor markets with motivated workers
    Journal of Economic Behavior & Organization, 2018, 151, (C), 199-218 Downloads View citations (8)

2014

  1. POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES
    Macroeconomic Dynamics, 2014, 18, (4), 920-942 Downloads View citations (5)
  2. Size, Trend, and Policy Implications of the Underground Economy
    Review of Economic Dynamics, 2014, 17, (3), 417-436 Downloads View citations (16)
    See also Software Item (2013)
    Working Paper (2013)
    Working Paper (2012)

2013

  1. Monitoring Intensity and Stakeholders’ Orientation: How Does Governance Affect Social and Environmental Disclosure?
    Journal of Business Ethics, 2013, 114, (1), 29-43 Downloads View citations (25)

2012

  1. Long memory and nonlinearities in realized volatility: A Markov switching approach
    Computational Statistics & Data Analysis, 2012, 56, (11), 3730-3742 Downloads View citations (27)
    See also Working Paper (2010)

2011

  1. Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
    Econometric Reviews, 2011, 30, (6), 669-695 Downloads View citations (1)
    See also Working Paper (2008)

2006

  1. Comparing stochastic volatility models through Monte Carlo simulations
    Computational Statistics & Data Analysis, 2006, 50, (7), 1678-1699 Downloads View citations (16)
  2. Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
    Applied Financial Economics, 2006, 16, (6), 479-490 Downloads View citations (6)

2005

  1. Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
    Econometrics Journal, 2005, 8, (2), 235-250 Downloads View citations (2)

2004

  1. MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 1-31 Downloads View citations (17)
    See also Working Paper (2003)

Software Items

2013

  1. Code and data files for "Size, Trend, and Policy Implications of the Underground Economy"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2014)
 
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