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 1 3 5 83 3 8 15 187
Comparing forecast accuracy: A Monte Carlo investigation 1 3 10 231 2 6 29 565
Convergences of prices and rates of inflation 2 4 14 206 4 6 25 524
Deflationary shocks and de-anchoring of inflation expectations 2 3 15 101 2 6 27 152
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 0 0 7 1,113
Inflation convergence and divergence within the European Monetary Union 0 1 2 2 0 1 4 4
Low frequency drivers of the real interest rate: a band spectrum regression approach 19 20 20 20 3 5 5 5
Main drivers of the recent decline in Italy’s non-construction investment 2 2 14 47 4 9 33 89
On detecting end-of-sample instabilities 0 1 8 58 0 4 15 140
On the conditional distribution of euro area inflation forecast 2 5 11 57 5 9 26 68
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 2 2 99 1 5 6 330
Quantile aggregation of density forecasts 0 0 8 63 2 8 29 124
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 80 0 1 6 347
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 2 87 2 3 13 411
Testing for Drift in a Time Series 1 6 33 868 15 41 189 2,825
Testing for Stochastic Trends in Series with Structural Breaks 0 0 2 135 0 2 7 345
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 1 545
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 1 2 3 0 1 4 13
Testing for the presence of a random walk in series with structural breaks 0 0 0 3 0 0 3 17
Testing for trend 2 4 10 473 2 4 19 1,420
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 250 0 0 4 624
Tests of seasonal integration and cointegration in multivariate unobserved component models 1 3 6 122 1 3 13 301
Tests of time-invariance 2 4 6 233 4 9 20 1,144
The Bank of Italy econometric model: an update of the main equations and model elasticities 2 13 42 42 6 17 19 19
The effects of the crisis on production potential and household spending in Italy 1 1 13 14 4 8 31 32
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 3 4 11 87 3 10 21 155
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 1 1 16 85 5 8 39 165
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 1 2 4 90 2 4 16 341
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 1 7 37 37 4 13 28 28
When is a copula constant? A test for changing relationships 2 2 7 243 3 6 21 544
Total Working Papers 46 92 301 3,819 77 197 675 12,577


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 1 5 39 0 1 9 154
Convergence of Prices and Rates of Inflation 0 0 2 104 1 2 9 280
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 66 0 0 1 157
Inflation Convergence and Divergence within the European Monetary Union 0 4 8 181 1 7 20 454
Initial conditions and stationarity tests 0 0 0 14 0 0 4 46
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 1 1 3 182
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 0 0 1 75
Seasonality Tests 0 0 0 5 0 0 4 1,434
TESTING FOR TREND 0 1 4 95 0 2 7 223
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 48 1 1 4 198
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 0 0 1 196
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 88 0 0 0 247
Tests of stationarity against a change in persistence 1 2 7 118 1 6 18 278
Tests of strict stationarity based on quantile indicators 0 0 0 19 0 0 2 68
The Drivers of Italy’s Investment Slump During the Double Recession 0 0 9 14 1 1 18 32
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 3 5 1 1 11 19
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 0 1 346
When is a Copula Constant? A Test for Changing Relationships 0 0 2 71 1 1 10 187
Total Journal Articles 1 8 40 941 8 23 123 4,576


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 2 12 26 1 3 16 43
Total Chapters 0 2 12 26 1 3 16 43


Statistics updated 2017-11-04