Access Statistics for Fabio Busetti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap LR tests of stationarity, common trends and cointegration 0 0 0 95 0 0 2 240
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 0 0 1 65 2 2 6 151
Comparing forecast accuracy: A Monte Carlo investigation 0 0 0 245 1 1 2 651
Convergences of prices and rates of inflation 0 0 0 211 0 0 4 568
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 0 1 3 255
Domestic and global determinants of inflation: evidence from expectile regression 0 0 2 86 0 1 5 176
Energy price shocks and inflation in the euro area 2 3 7 56 4 6 32 160
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 1 2 5 1,159
Inflation convergence and divergence within the European Monetary Union 0 0 0 350 0 0 2 1,089
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 2 82 1 2 5 188
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 1 1 6 187
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 0 2 3 87 0 2 9 185
On detecting end-of-sample instabilities 0 0 0 67 0 0 2 187
On the conditional distribution of euro area inflation forecast 0 0 4 108 0 1 9 208
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 0 0 2 357
Quantile aggregation of density forecasts 0 0 0 79 0 0 4 216
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 1 1 88 0 1 1 377
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 0 0 3 451
Testing for Drift in a Time Series 0 0 3 985 5 5 20 3,643
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 1 558
Testing for Stochastic Trends in Series with Structural Breaks 0 0 1 137 0 0 1 362
Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.) 0 0 0 6 0 0 2 25
Testing for the presence of a random walk in series with structural breaks 0 0 1 7 0 0 2 36
Testing for trend 0 0 0 492 0 1 5 1,482
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 0 1 2 332
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 252 0 0 3 652
Tests of time-invariance 0 0 1 246 0 0 3 1,266
The Bank of Italy econometric model: an update of the main equations and model elasticities 0 2 8 140 7 12 36 314
The effects of the crisis on production potential and household spending in Italy 0 0 1 43 0 0 5 168
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 1 1 129 0 2 5 278
The time-varying risk of Italian GDP 0 0 1 80 0 1 9 220
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 0 2 111 0 0 6 254
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 94 0 0 3 411
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 0 1 99 1 1 4 244
When is a copula constant? A test for changing relationships 0 0 0 253 0 0 1 592
Total Working Papers 2 9 40 5,199 23 43 210 17,642


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comparing forecast accuracy: A Monte Carlo investigation 0 0 0 55 0 0 0 227
Convergence of Prices and Rates of Inflation* 0 0 1 114 0 1 5 313
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 1 15 1 1 5 40
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 69 0 0 0 169
Inflation Convergence and Divergence within the European Monetary Union 0 0 1 228 6 6 10 633
Initial conditions and stationarity tests 0 0 0 16 2 2 3 57
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 1 17 0 0 2 27
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 0 1 2 21 0 1 3 46
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 1 2 204
Quantile Aggregation of Density Forecasts 0 1 1 16 3 4 7 59
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 1 1 6 95
Seasonality Tests 0 0 0 5 0 0 9 1,490
TESTING FOR TREND 0 0 0 99 2 2 3 248
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 0 1 2 228
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 0 0 0 208
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 0 0 0 9
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 0 2 3
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 0 1 4 267
Tests of stationarity against a change in persistence 0 0 0 142 0 0 1 356
Tests of strict stationarity based on quantile indicators 0 0 0 25 0 0 1 87
The Drivers of Italy’s Investment Slump During the Double Recession 0 0 3 58 0 1 6 144
The time-varying risk of Italian GDP 0 1 4 38 1 2 8 72
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 1 2 4 88
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 0 2 369
When is a Copula Constant? A Test for Changing Relationships 0 0 2 81 0 0 3 222
Total Journal Articles 0 3 16 1,248 17 26 88 5,661


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Bank of Italy's quarterly model 0 0 2 68 0 2 7 127
Total Chapters 0 0 2 68 0 2 7 127


Statistics updated 2025-08-05