Foto del docente

Davide Raggi

Professore associato

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: SECS-P/05 ECONOMETRIA


Francesca Barigozzi, Nadia Burani, Davide raggi, Productivity Crowding-out in Labor Markets with Motivated Workers, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2018, 151, pp. 199 - 218 [articolo]

E. Castelnuovo; L. Greco; D. Raggi, Policy rules, regime switches, and trend inflation: an empirical investigation for the United States, «MACROECONOMIC DYNAMICS», 2014, 18, pp. 920 - 942 [articolo]

Renzo Orsi; Davide Raggi; Francesco Turino, Size, trend, and policy implications of the underground economy, «REVIEW OF ECONOMIC DYNAMICS», 2014, 17, pp. 417 - 436 [articolo]

C. Mallin; G. Michelon; D. Raggi, Monitoring Intensity and Stakeholders’ Orientation: How Does Governance Affect Social and Environmental Disclosure?, «JOURNAL OF BUSINESS ETHICS», 2013, 114, pp. 29 - 43 [articolo]

D. Raggi; S. Bordignon, Long memory and nonlinearities in realized volatility: A Markov switching approach, «COMPUTATIONAL STATISTICS & DATA ANALYSIS», 2012, 56, pp. 3730 - 3742 [articolo]

D. Raggi; S. Bordignon, Volatility, Jumps, and Predictability of Returns: A Sequential Analysis, «ECONOMETRIC REVIEWS», 2011, 30, pp. 669 - 695 [articolo]

D. Raggi; S. Bordignon, Comparing stochastic volatility models through Monte Carlo simulation, «COMPUTATIONAL STATISTICS & DATA ANALYSIS», 2006, 50, pp. 1678 - 1699 [articolo]

N. Cappuccio; D. Lubian; D. Raggi, Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model, «APPLIED FINANCIAL ECONOMICS», 2006, 16, pp. 479 - 490 [articolo]

D. Raggi, Adaptive MCMC methods for inference on affine stochastic volatility models with jumps, «ECONOMETRICS JOURNAL», 2005, 8, pp. 235 - 250 [articolo]

F. Bosello; B. Buchner; C. Carraro; D. Raggi, Can Equity enhance efficiency? Some lessons from climate negotiations, in: Game Practrice and the environment, CHELTENAM, Edward Elgar, 2004, pp. 37 - 64 (The FOndazione Enrico Mattei (FEEM) Series on economics and the environment) [capitolo di libro]

N. Cappuccio; D. Lubian; D. Raggi, MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model, «STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS», 2004, 8, pp. 1 - 29 [articolo]

Ultimi avvisi

Al momento non sono presenti avvisi.