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 2 2 14 255
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 0 0 3 68 0 1 15 166
Comparing forecast accuracy: A Monte Carlo investigation 0 0 1 246 1 2 17 668
Convergences of prices and rates of inflation 0 0 0 211 1 4 17 585
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 0 0 10 266
Domestic and global determinants of inflation: evidence from expectile regression 0 0 3 89 0 0 22 199
Energy price shocks and inflation in the euro area 6 9 27 84 11 20 94 260
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 0 0 10 1,171
Inflation convergence and divergence within the European Monetary Union 0 0 2 352 2 2 19 1,110
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 1 84 1 2 13 205
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 0 0 15 202
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 0 0 0 87 0 0 11 197
On detecting end-of-sample instabilities 0 0 1 68 0 0 4 191
On the conditional distribution of euro area inflation forecast 0 0 0 108 0 2 12 221
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 1 1 10 367
Quantile aggregation of density forecasts 1 1 1 80 2 7 30 247
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 0 88 0 0 34 411
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 0 1 10 461
Testing for Drift in a Time Series 0 0 1 987 0 0 35 3,681
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 9 567
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 137 0 0 6 368
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 8 33
Testing for the presence of a random walk in series with structural breaks 0 0 0 7 0 0 5 41
Testing for trend 0 0 0 492 1 1 14 1,497
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 1 253 1 1 13 665
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 0 1 17 349
Tests of time-invariance 0 0 0 246 1 1 10 1,277
The Bank of Italy econometric model: an update of the main equations and model elasticities 0 1 7 147 1 3 39 360
The effects of the crisis on production potential and household spending in Italy 0 0 0 44 2 3 19 189
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 0 129 2 3 19 298
The time-varying risk of Italian GDP 0 0 1 81 1 2 15 236
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 0 1 112 0 2 18 272
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 1 1 2 96 2 2 25 436
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 0 1 100 2 2 16 260
When is a copula constant? A test for changing relationships 0 0 0 253 0 3 16 608
Total Working Papers 8 12 53 5,256 34 68 641 18,319


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 1 56 2 3 8 236
Convergence of Prices and Rates of Inflation* 0 0 0 114 0 1 22 335
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 2 17 0 1 16 56
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 69 0 0 7 176
Inflation Convergence and Divergence within the European Monetary Union 0 0 0 228 0 3 27 663
Initial conditions and stationarity tests 0 0 0 16 0 1 7 64
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 0 17 0 0 6 33
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 0 0 1 22 0 2 41 87
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 0 5 210
Quantile Aggregation of Density Forecasts 0 0 2 18 0 1 7 66
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 1 11 1 2 10 105
Seasonality Tests 0 0 0 5 0 1 22 1,512
TESTING FOR TREND 0 0 0 99 1 1 14 263
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 0 0 8 237
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 0 2 9 217
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 0 0 5 15
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 0 2 14 281
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 1 2 6 9
Tests of stationarity against a change in persistence 0 2 2 144 0 4 15 372
Tests of strict stationarity based on quantile indicators 0 0 0 25 0 0 11 98
The Drivers of Italy’s Investment Slump During the Double Recession 0 0 1 59 1 3 20 165
The time-varying risk of Italian GDP 0 0 0 38 0 1 9 82
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 1 1 9 97
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 0 14 383
When is a Copula Constant? A Test for Changing Relationships 0 0 0 81 0 1 15 237
Total Journal Articles 0 2 10 1,258 7 32 327 5,999


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 1 4 72 0 3 12 140
Total Chapters 0 1 4 72 0 3 12 140


Statistics updated 2026-10-11