Details about Davide Raggi

Access statistics for papers by Davide Raggi.

Last updated 2023-05-30. Update your information in the RePEc Author Service.

Short-id: pra325

Working Papers

2023

1. When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
   Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2023)

2020

2. Solving the Milk Addiction Paradox
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (1)
   See also Journal Article Resolving the milk addiction paradox, Journal of Health Economics, Elsevier (2021) View citations (2) (2021)

2018

3. Testing Rational Addiction: When Lifetime is Uncertain, One Lag is Enough
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (2)

2015

4. 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

2014

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

2013

6. Online Appendix to "Size, Trend, and Policy Implications of the Underground Economy"
   Online Appendices, Review of Economic Dynamics
   See also Journal Article Size, Trend, and Policy Implications of the Underground Economy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (55) (2014)
7. The Lemons Problem in a Labor Market with Intrinsic Motivation
   AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit View citations (2)
8. The Lemons Problem in a Labor Market with Intrinsic Motivation. When Higher Salaries Pay Worse Workers
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (2)

2012

9. Size, Trend, and Policy Implications of the Underground Economy
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (9)
   See also Journal Article Size, Trend, and Policy Implications of the Underground Economy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (55) (2014)

2010

10. Long memory and nonlinearities in realized volatility: a Markov switching approach
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (8)
    See also Journal Article Long memory and nonlinearities in realized volatility: A Markov switching approach, Computational Statistics & Data Analysis, Elsevier (2012) View citations (48) (2012)
11. Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (11)
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2010)

2008

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

2004

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

2003

15. Can Equity Enhance Efficiency? Some Lessons from Climate Negotiations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
16. MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
    Working Papers, University of Verona, Department of Economics
    See also Journal Article MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2004) View citations (18) (2004)

Journal Articles

2024

1. On the role of fundamentals, private signals, and beauty contests to predict exchange rates
   International Journal of Forecasting, 2024, 40, (2), 687-705

2021

2. Resolving the milk addiction paradox
   Journal of Health Economics, 2021, 77, (C) View citations (2)
   See also Working Paper Solving the Milk Addiction Paradox, Working Papers (2020) View citations (1) (2020)

2018

3. Productivity crowding-out in labor markets with motivated workers
   Journal of Economic Behavior & Organization, 2018, 151, (C), 199-218 View citations (15)

2014

4. POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES
   Macroeconomic Dynamics, 2014, 18, (4), 920-942 View citations (13)
5. Size, Trend, and Policy Implications of the Underground Economy
   Review of Economic Dynamics, 2014, 17, (3), 417-436 View citations (55)
   See also Software Item Code and data files for "Size, Trend, and Policy Implications of the Underground Economy", Computer Codes (2013) (2013)
   Working Paper Size, Trend, and Policy Implications of the Underground Economy, Working Papers (2012) View citations (9) (2012)
   Working Paper Online Appendix to "Size, Trend, and Policy Implications of the Underground Economy", Online Appendices (2013) (2013)

2013

6. Monitoring Intensity and Stakeholders’ Orientation: How Does Governance Affect Social and Environmental Disclosure?
   Journal of Business Ethics, 2013, 114, (1), 29-43 View citations (100)

2012

7. Long memory and nonlinearities in realized volatility: A Markov switching approach
   Computational Statistics & Data Analysis, 2012, 56, (11), 3730-3742 View citations (48)
   See also Working Paper Long memory and nonlinearities in realized volatility: a Markov switching approach, Working Papers (2010) View citations (8) (2010)

2011

8. Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
   Econometric Reviews, 2011, 30, (6), 669-695 View citations (2)
   See also Working Paper Volatility, Jumps and Predictability of Returns: a Sequential Analysis, Working Papers (2008) (2008)

2006

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

2005

11. Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
    Econometrics Journal, 2005, 8, (2), 235-250 View citations (3)

2004

12. MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 31 View citations (18)
    See also Working Paper MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model, Working Papers (2003) (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
   See also Journal Article Size, Trend, and Policy Implications of the Underground Economy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (55) (2014)