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 2 80 3 4 12 182
Comparing forecast accuracy: A Monte Carlo investigation 0 3 9 228 1 7 31 560
Convergences of prices and rates of inflation 1 1 11 203 1 7 22 519
Deflationary shocks and de-anchoring of inflation expectations 0 2 17 98 3 5 33 149
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 0 2 11 1,113
Inflation convergence and divergence within the European Monetary Union 0 1 1 1 0 3 3 3
Main drivers of the recent decline in Italy’s non-construction investment 0 0 14 45 1 2 30 81
On detecting end-of-sample instabilities 0 0 8 57 2 3 15 138
On the conditional distribution of euro area inflation forecast 1 2 7 53 2 6 20 61
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 97 2 2 3 327
Quantile aggregation of density forecasts 0 1 9 63 0 3 25 116
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 2 80 1 1 8 347
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 2 87 1 2 13 409
Testing for Drift in a Time Series 3 10 33 865 12 40 189 2,796
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 1 545
Testing for Stochastic Trends in Series with Structural Breaks 0 1 2 135 2 3 7 345
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.) 1 2 2 3 1 2 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 1 1 7 470 1 3 17 1,417
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 4 5 120 1 5 14 299
Tests of time-invariance 1 1 3 230 1 1 14 1,136
The effects of the crisis on production potential and household spending in Italy 0 0 13 13 3 3 27 27
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 8 83 4 5 19 149
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 1 16 84 1 4 35 158
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 1 3 88 1 3 14 338
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 2 2 32 32 3 6 18 18
When is a copula constant? A test for changing relationships 0 1 5 241 2 6 19 540
Total Working Papers 11 34 211 3,709 49 128 611 12,427
1 registered items for which data could not be found


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 3 4 38 0 5 16 153
Convergence of Prices and Rates of Inflation 0 0 2 104 0 0 8 278
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 1 3 5 178 2 6 15 449
Initial conditions and stationarity tests 0 0 0 14 0 1 4 46
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 0 2 181
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 1 10 0 0 4 75
Seasonality Tests 0 0 0 5 0 1 4 1,434
TESTING FOR TREND 1 2 5 95 2 3 8 223
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 48 0 0 3 197
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 1 247
Tests of stationarity against a change in persistence 1 5 6 117 3 9 15 275
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 1 12 14 0 2 24 31
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 1 4 5 0 2 11 18
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 1 12 346
When is a Copula Constant? A Test for Changing Relationships 0 1 3 71 0 3 11 186
Total Journal Articles 3 16 42 936 7 33 142 4,560


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 10 24 0 3 14 40
Total Chapters 0 2 10 24 0 3 14 40


Statistics updated 2017-09-03