Foto del docente

Davide Raggi

Adjunct Associate Professor

Alma Mater Studiorum - Università di Bologna

Academic discipline: SECS-P/05 Econometrics

Research

Bayesian Econometrics

Particle filtering techniques for state-space models
Markov Chain Monte Carlo methods (MCMC)

Financial Econometrics

Stochastic Volatility Models (SV) with and without jumps
Asymmetries and heavy tails in finance
Switching regime models and Long Memory in finance.

Macro-econometrics

Switching regime models for monetary and fiscal policies
Bayesian Inference for Dynamic Stochastic General Equilibrium Models.

Bayesian Econometrics

Particle filtering techniques for state-space models
Markov Chain Monte Carlo methods

Financial Econometrics

Stochastic Volatility Models (SV) with and without jumps
Asymmetries and heavy tails in finance
Switching regime models and Long Memory in finance.

Macro-econometrics

Switching regime models for monetary and fiscal policies
Bayesian Inference for Dynamic Stochastic General Equilibrium Models.