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Davide Raggi, Ph.D.

Adjunct Professor of International Economics

Based in Bologna, Italy
Bologna Center 210

Background and Education

A postdoctoral fellow at the University of Padua and member of the Società Italiana di Econometria; was previously a postdoctoral fellow at the University of Verona, visiting scholar at Duke University and junior researcher at the Fondazione ENI "Enrico Mattei"; Ph.D., statistics, University of Padua

RSS

"Monitoring Intensity and Stakeholders' Orientation: How Does Governance Affect Social and Environmental Disclosure?," co-author, in Journal of Business Ethics (forthcoming); "Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S.," co-author, in Macroeconomic Dynamics (forthcoming); "Long Memory and Nonlinearities in Realized Volatilities: A Markov Switching Approach," co-author, in Computational Statistics and Data Analysis (2012); "Volatility, Jumps and Predictability of Returns: A Sequential Analysis," co-author, in Econometric Reviews (2011); "Comparing Stochastic Volatility Models through Monte Carlo Simulation," co-author, in Computational Statistics and Data Analysis (2006); "Investigating Asymmetry in U.S. Stock Market Indexes: Evidence from a Stochastic Volatility Model," co-author, in Applied Financial Economics (2006); "Adaptive MCMC Methods for Inference on Affine Stochastic Volatility Models with Jumps" in Econometrics Journal (2005); "Can Equity Enhance Efficiency? Some Lessons from Climate Negotiations," co-author, in Game Practice and the Environment (2004); "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," co-author, in Studies in Nonlinear Dynamics and Econometrics, (2004)