Foto del docente

Davide Raggi

Associate Professor

Department of Economics

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.

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