Davide Raggi : Citation Profile


Are you Davide Raggi?

Alma Mater Studiorum - Università di Bologna

9

H index

7

i10 index

181

Citations

RESEARCH PRODUCTION:

11

Articles

16

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 12
   Journals where Davide Raggi has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 3 (1.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra325
   Updated: 2020-07-04    RAS profile: 2020-06-26    
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Relations with other researchers


Works with:

dragone, davide (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Davide Raggi.

Is cited by:

Omori, Yasuhiro (8)

Finus, Michael (8)

Nakajima, Jouchi (7)

Marzano, Elisabetta (6)

Chiarini, Bruno (6)

Haque, Qazi (6)

Eyckmans, Johan (5)

Santucci de Magistris, Paolo (5)

Castelnuovo, Efrem (5)

Rodríguez, Gabriel (4)

Vlassopoulos, Michael (4)

Cites to:

Becker, Gary (13)

Bacchetta, Philippe (13)

van Wincoop, Eric (13)

Dur, Robert (12)

Delfgaauw, Josse (12)

Shephard, Neil (12)

Baltagi, Badi (10)

Murphy, Kevin (10)

Schorfheide, Frank (10)

Merlo, Antonio (9)

Grossman, Michael (9)

Main data


Where Davide Raggi has published?


Journals with more than one article published# docs
Review of Economic Dynamics2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna8

Recent works citing Davide Raggi (2020 and 2019)


YearTitle of citing document
2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

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2017Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2019Macroeconomic Conditions at Entry and Injury Risk in the Workplace. (2019). Serti, Francesco ; Razzolini, Tiziano ; LEOMBRUNI, ROBERTO. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:2:p:783-807.

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2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

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2020The marketization of a social movement: Activists, shareholders and CSR disclosure. (2020). Trevisan, Elisabetta ; Rodrigue, Michelle ; Michelon, Giovanna. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:80:y:2020:i:c:s0361368219300674.

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2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

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2020Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching. (2020). Wei, YU ; Lei, Likun ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302293.

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2020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

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2020The non-observed economy and economic growth: A meta-analysis. (2020). Pinto, Tiago ; Neves, Pedro Cunha ; Afonso, Oscar . In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362520300066.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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2019Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2019). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129.

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2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Do, Hung Xuan ; Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281.

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2019On long memory effects in the volatility measure of Cryptocurrencies. (2019). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:95-100.

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2019Competition for talent when firms mission matters. (2019). Burani, Nadia ; Barigozzi, Francesca. In: Games and Economic Behavior. RePEc:eee:gamebe:v:116:y:2019:i:c:p:128-151.

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2019Informality and international business cycles. (2019). Yepez, Carlos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:252-263.

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2017Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity. (2017). Chen, Langnan ; Tian, Fengping ; Yang, KE. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:132-152.

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2017The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. (2017). Zhu, Yanli ; Chen, Haiqiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:522-535.

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2018Leverage effect, economic policy uncertainty and realized volatility with regime switching. (2018). Duan, Yinying ; Liu, Zhicao ; Zeng, Qing ; Chen, Wang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:148-154.

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2018Volatility forecasting: Global economic policy uncertainty and regime switching. (2018). Yu, Miao ; Song, Jinguo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:316-323.

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2020Measuring systematic risk with neural network factor model. (2020). Huh, Jeonggyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s037843711931893x.

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2020Volatility modeling and the asymmetric effect for China’s carbon trading pilot market. (2020). Zheng, Zeyu ; Fu, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319004.

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2020Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis. (2020). Kumar, Dilip ; Zargar, Faisal Nazir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:25-41.

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2020Intangible capital, governance and financial performance. (2020). Teulon, Frédéric ; Sahut, Jean-Michel ; Braune, Eric. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:154:y:2020:i:c:s0040162519300812.

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2019CSR Committees and Their Effect on ESG Performance in UK, France, Germany, and Spain. (2019). Odriozola, Maria D ; Baraibar-Diez, Elisa. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5077-:d:267981.

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2019How to Lead the Board of Directors to a Sustainable Development of Business with the CSR Committees. (2019). Gennari, Francesca. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:6987-:d:295282.

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2019Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach. (2019). Nonejad, Nima. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9835-4.

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2019Are the Quantity and Quality of Sustainability Disclosures Associated with the Innate and Discretionary Earnings Quality?. (2019). Tuo, Ling ; Rezaee, Zabihollah. In: Journal of Business Ethics. RePEc:kap:jbuset:v:155:y:2019:i:3:d:10.1007_s10551-017-3546-y.

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2019CSR committees on boards: the impact of the external country level factors. (2019). Salvioni, Daniela M ; Gennari, Francesca. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:23:y:2019:i:3:d:10.1007_s10997-018-9442-8.

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2019Corporate social responsibility and governance. (2019). Teulon, Frederic ; Peris-Ortiz, Marta ; Sahut, Jean-Michel. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:23:y:2019:i:4:d:10.1007_s10997-019-09472-2.

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2019Do Sustainability Reports Strategically Employ Rhetorical Tone? : An evidence from Japan. (2019). Nishitani, Kimitaka ; Kokubu, Katsuhiko ; Nakao, Yuriko. In: Discussion Papers. RePEc:kbb:dpaper:2019-01.

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2019Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review. (2019). Leuz, Christian ; Hail, Luzi ; Christensen, Hans B. In: NBER Working Papers. RePEc:nbr:nberwo:26169.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0234.

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2020Shadow Economies Around the World: Evidence from Metropolitan Areas. (2020). Elgin, Ceyhun. In: Eastern Economic Journal. RePEc:pal:easeco:v:46:y:2020:i:2:d:10.1057_s41302-019-00161-4.

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2020Does agricultural insurance help farmers escape the poverty trap? Research based on multiple equilibrium models. (2020). Fan, Qingquan ; Zhou, Xianhua ; Liao, PU. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:45:y:2020:i:1:d:10.1057_s41288-019-00150-w.

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2019THE SHADOW ECONOMY IN THE EASTERN PARTNERSHIP COUNTRIES: MODELLING AND ESTIMATING IN THE CONTEXT OF THE NEEDS TO DEVELOP ECONOMIC COOPERATION BETWEEN THE EUROPEAN UNION AND EASTERN PARTNERSHIP COUNTRI. (2019). Melnikas, Borisas ; Baneliene, Ruta. In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:8:y:2019:i:1:p:1-19.

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2018Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models. (2018). Li, Degui ; GAO, Jiti ; Chen, Been-Lon ; Silvapulle, Param. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:88-100.

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2019Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2019). Haque, Qazi. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:19-10.

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2020Development Aid, Remittances Inflows and Wages in the Manufacturing Sector of Recipient-Countries. (2020). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:213439.

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Works by Davide Raggi:


YearTitleTypeCited
2008Estimating regime-switching Taylor rules with trend inflation In: Research Discussion Papers.
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paper9
2008Volatility, Jumps and Predictability of Returns: a Sequential Analysis In: Working Papers.
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paper1
2011Volatility, Jumps, and Predictability of Returns: A Sequential Analysis.(2011) In: Econometric Reviews.
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article
2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S. In: Working Papers.
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paper9
2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S..(2010) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 9
paper
2010Long memory and nonlinearities in realized volatility: a Markov switching approach. In: Working Papers.
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paper32
2012Long memory and nonlinearities in realized volatility: A Markov switching approach.(2012) In: Computational Statistics & Data Analysis.
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article
2018Testing Rational Addiction: When Lifetime is Uncertain, One Lag is Enough In: Working Papers.
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paper0
2020Solving the Milk Addiction Paradox In: Working Papers.
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paper0
2012Size, Trend, and Policy Implications of the Underground Economy In: Working Papers.
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paper21
2014Size, Trend, and Policy Implications of the Underground Economy.(2014) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 21
article
2013The Lemons Problem in a Labor Market with Intrinsic Motivation. When Higher Salaries Pay Worse Workers In: Working Papers.
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paper2
2014Higher order beliefs and the dynamics of exchange rates In: Working Papers.
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paper0
2004MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model In: Studies in Nonlinear Dynamics & Econometrics.
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article17
2003MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 17
paper
2003Can Equity Enhance Efficiency? Some Lessons from Climate Negotiations In: CEPR Discussion Papers.
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paper12
2014POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES In: Macroeconomic Dynamics.
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article5
2005Adaptive MCMC methods for inference on affine stochastic volatility models with jumps In: Econometrics Journal.
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article1
2006Comparing stochastic volatility models through Monte Carlo simulations In: Computational Statistics & Data Analysis.
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article16
2018Productivity crowding-out in labor markets with motivated workers In: Journal of Economic Behavior & Organization.
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article8
2013Monitoring Intensity and Stakeholders’ Orientation: How Does Governance Affect Social and Environmental Disclosure? In: Journal of Business Ethics.
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article25
2013Online Appendix to Size, Trend, and Policy Implications of the Underground Economy In: Online Appendices.
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paper16
2014Size, Trend, and Policy Implications of the Underground Economy.(2014) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 16
article
2013The Lemons Problem in a Labor Market with Intrinsic Motivation In: AICCON Working Papers.
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paper1
2004Fitting and comparing stochastic volatility models through Monte Carlo simulations In: Computing in Economics and Finance 2004.
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paper0
2015Social Learning and Higher Order Beliefs: A Structural Model of Exchange Rates Dynamics In: LEM Papers Series.
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2006Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model In: Applied Financial Economics.
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article6

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