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Davide Raggi

Tinbergen Institute (from arXiv:2512.04541, 2025) · OpenAlex

13 papers in scope · 12 published · 1 on the econ.EM arXiv · 296 citations · h-index 8 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Michael Massmann
  2. Alexander Mayer
  3. Javier Hualde
  4. Grant Hillier
  5. Dominik Wied
  6. Federico Martellosio
  7. Mustafa R. Kılınç
  8. Victor Troster
  9. Jörg Breitung
  10. Armando Rungi
  11. Roberto Fuentes-Martínez
  12. Noud van Giersbergen
  13. Kees Jan van Garderen
  14. Tatsushi Oka
  15. Irene Crimaldi
  16. Xinyue Bei
  17. Sven Otto
  18. Rui Wang
  19. Blaise Melly
  20. Yunyun Wang

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 13)

Estimation and inference in models with multiple behavioural equilibria
working paper2025 · arXiv
with Alexander Mayer
Paper profile arXiv arXiv:2512.04541
When fiscal discipline meets macroeconomic stability: The Euro-stability bond
published2025 · Journal of International Financial Markets Institutions and Money · first circulated 2023
with Luciano Greco, Francesco Jacopo Pintus, Francesco Pintus
Journal of International Financial Markets Institutions and Money
On the role of fundamentals, private signals, and beauty contests to predict exchange rates
published2023 · International Journal of Forecasting
with Giuseppe Pignataro, Francesca Pancotto
International Journal of Forecasting
Resolving the milk addiction paradox
published2021 · Journal of Health Economics · 6 citations
with Davide Dragone
Journal of Health Economics
Productivity crowding-out in labor markets with motivated workers
published2018 · 17 citations
with Francesca Barigozzi, Nadia Burani
publisher
Size, trend, and policy implications of the underground economy
published2013 · Review of Economic Dynamics · 115 citations · first circulated 2012
with Renzo Orsi, Francesco Turino
Review of Economic Dynamics
POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES
published2012 · Macroeconomic Dynamics · 15 citations · first circulated 2010
with Efrem Castelnuovo, Luciano Greco
Macroeconomic Dynamics
Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
published2011 · Econometric Reviews · 4 citations · first circulated 2008
with Silvano Bordignon
Econometric Reviews
Long memory and nonlinearities in realized volatility: A Markov switching approach
published2010 · Computational Statistics & Data Analysis · 59 citations
with Silvano Bordignon
Computational Statistics & Data Analysis
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
published2006 · Applied Financial Economics · 14 citations
with Nunzio Cappuccio, Diego Lubian
Applied Financial Economics
Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
published2005 · Econometrics Journal · 9 citations
Econometrics Journal
Comparing stochastic volatility models through Monte Carlo simulations
published2005 · Computational Statistics & Data Analysis · 30 citations · first circulated 2004
with Silvano Bordignon
Computational Statistics & Data Analysis
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
published2004 · Studies in Nonlinear Dynamics and Econometrics · 27 citations · first circulated 2003
with Nunzio Cappuccio, Diego Lubian
Studies in Nonlinear Dynamics and Econometrics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.