Davide Raggi : Citation Profile


Are you Davide Raggi?

Alma Mater Studiorum - Università di Bologna

8

H index

7

i10 index

131

Citations

RESEARCH PRODUCTION:

11

Articles

15

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 8
   Journals where Davide Raggi has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 2 (1.5 %)

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   Permalink: http://citec.repec.org/pra325
   Updated: 2018-12-08    RAS profile: 2018-08-14    
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Relations with other researchers


Works with:

Barigozzi, Francesca (3)

Turino, Francesco (3)

Orsi, Renzo (3)

Pignataro, Giuseppe (2)

Pancotto, Francesca (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)

Chiarini, Bruno (6)

Eyckmans, Johan (5)

Santucci de Magistris, Paolo (5)

Marzano, Elisabetta (4)

Rodríguez, Gabriel (4)

Grassi, Stefano (4)

Carraro, Carlo (4)

Annicchiarico, Barbara (4)

Cites to:

Bacchetta, Philippe (13)

van Wincoop, Eric (13)

Dur, Robert (12)

Shephard, Neil (12)

Delfgaauw, Josse (12)

Schorfheide, Frank (10)

MacDonald, Ronald (9)

Merlo, Antonio (9)

Barigozzi, Francesca (8)

Tulkens, Henry (7)

Becker, Gary (7)

Main data


Where Davide Raggi has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna7

Recent works citing Davide Raggi (2018 and 2017)


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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2018A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach. (2018). Santos, T R. In: Papers. RePEc:arx:papers:1809.01489.

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2018Measuring Systematic Risk with Neural Network Factor Model. (2018). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:1809.04925.

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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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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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2018Paying for what kind of performance? Performance pay and multitasking in mission-oriented jobs. (2018). Tonin, Mirco ; Jones, Daniel ; Vlassopoulos, Michael. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps51.

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2018Paying for what kind of Performance? Performance Pay and Multitasking in Mission-Oriented Jobs. (2018). Tonin, Mirco ; Jones, Daniel ; Vlassopoulos, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7156.

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2018Credit Channel and Business Cycle: The Role of Tax Evasion. (2018). Chiarini, Bruno ; Marzano, Elisabetta ; Ferrara, Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7169.

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2017Relationship between determinant factors of disclosure of information on environmental impacts of Brazilian companies. (2017). Vogt, Mara ; Degenhart, Larissa ; da Rosa, Fabricia Silva ; Hein, Nelson. In: ESTUDIOS GERENCIALES. RePEc:col:000129:015551.

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2018Paying for what kind of performance? Performance pay and multitasking in mission-oriented jobs. (2018). Jones, Daniel ; Vlassopoulos, Michael ; Tonin, Mirco. In: Working Papers. RePEc:don:donwpa:123.

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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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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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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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2018Measuring the size of the shadow economy using a dynamic general equilibrium model with trends. (2018). Solis-Garcia, Mario ; Xie, Yingtong. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:258-275.

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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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2018An empirical application of a stochastic volatility model with GH skew Students t-distribution to the volatility of Latin-American stock returns. (2018). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Lafosse, Patricia Lengua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:155-173.

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2018Do specialized board committees impact the transparency of corporate political disclosure? Evidence from S&P 500 companies. (2018). Deboskey, D G ; Wang, Jeff J ; Luo, Yan. In: Research in Accounting Regulation. RePEc:eee:reacre:v:30:y:2018:i:1:p:8-19.

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2017Firms’ Board Independence and Corporate Social Performance: A Meta-Analysis. (2017). Ortas, Eduardo ; Zubeltzu, Eugenio ; Alvarez, Igor . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:6:p:1006-:d:101100.

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2017The Representation of Managers, Shareholders and other Stakeholders inside the Boardroom: Does it Matter for CSR Commitment? *. (2017). Roudaut, Gwenael. In: Working Papers. RePEc:hal:wpaper:hal-01623944.

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2018Paying for What Kind of Performance? Performance Pay and Multitasking in Mission-Oriented Jobs. (2018). Tonin, Mirco ; Vlassopoulos, Michael ; Jones, Daniel. In: IZA Discussion Papers. RePEc:iza:izadps:dp11674.

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2018Tax reforms and the underground economy: a simulation-based analysis. (2018). Annicchiarico, Barbara ; Cesaroni, Claudio. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:25:y:2018:i:2:d:10.1007_s10797-017-9450-7.

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2018Corporate Governance and Sustainability Performance: Analysis of Triple Bottom Line Performance. (2018). Rigoni, Ugo ; Orij, Rene P ; HUSSAIN, Nazim . In: Journal of Business Ethics. RePEc:kap:jbuset:v:149:y:2018:i:2:d:10.1007_s10551-016-3099-5.

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2017Measuring the size of the shadow economy using a dynamic general equilibrium model with trends. (2017). Solis-Garcia, Mario ; Xie, Yingtong. In: MPRA Paper. RePEc:pra:mprapa:81753.

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2018Factors influencing board of directors’ decision-making process as determinants of CSR engagement. (2018). Godos-Diez, Jose-Luis ; Fernandez-Gago, Roberto ; Alonso-Martinez, Daniel ; Cabeza-Garcia, Laura . In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:1:d:10.1007_s11846-016-0220-1.

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2018The effects of corporate environmental disclosure on environmental innovation from stakeholder perspectives. (2018). Yin, Jianhua ; Wang, Sen. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:8:p:905-919.

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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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2017A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison). (2017). Rabinovitz, Yedidya. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500293.

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2017Is consumption-Laffer curve hump-shaped? The VAT evasion channel. (2017). Vasilev, Aleksandar. In: EconStor Open Access Articles. RePEc:zbw:espost:170564.

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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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2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S. In: Working Papers.
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paper6
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: 6
paper
2010Long memory and nonlinearities in realized volatility: a Markov switching approach. In: Working Papers.
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paper26
2012Long memory and nonlinearities in realized volatility: A Markov switching approach.(2012) In: Computational Statistics & Data Analysis.
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This paper has another version. Agregated cites: 26
article
2018Testing Rational Addiction: When Lifetime is Uncertain, One Lag is Enough In: Working Papers.
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paper0
2012Size, Trend, and Policy Implications of the Underground Economy In: Working Papers.
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paper12
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: 12
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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article13
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: 13
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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article4
2005Adaptive MCMC methods for inference on affine stochastic volatility models with jumps In: Econometrics Journal.
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article0
2006Comparing stochastic volatility models through Monte Carlo simulations In: Computational Statistics & Data Analysis.
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article14
2018Productivity crowding-out in labor markets with motivated workers In: Journal of Economic Behavior & Organization.
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article4
2013Monitoring Intensity and Stakeholders’ Orientation: How Does Governance Affect Social and Environmental Disclosure? In: Journal of Business Ethics.
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article12
2013Online Appendix to Size, Trend, and Policy Implications of the Underground Economy In: Technical Appendices.
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paper10
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: 10
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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