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 1 2 4 242
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 0 0 1 65 2 2 6 153
Comparing forecast accuracy: A Monte Carlo investigation 0 0 0 245 1 1 3 652
Convergences of prices and rates of inflation 0 0 0 211 2 2 3 570
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 0 1 3 256
Domestic and global determinants of inflation: evidence from expectile regression 1 1 3 87 4 5 10 181
Energy price shocks and inflation in the euro area 1 2 7 58 4 10 33 170
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 0 2 7 1,161
Inflation convergence and divergence within the European Monetary Union 0 0 0 350 0 2 4 1,091
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 1 3 83 1 5 9 193
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 0 0 5 187
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 0 0 3 87 1 2 10 187
On detecting end-of-sample instabilities 0 0 0 67 0 0 1 187
On the conditional distribution of euro area inflation forecast 0 0 1 108 0 1 4 209
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 1 2 4 218
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 88 1 1 2 378
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 1 1 2 452
Testing for Drift in a Time Series 0 1 3 986 0 3 17 3,646
Testing for Stochastic Trends in Series with Structural Breaks 0 0 1 137 0 0 1 362
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 1 558
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 1 2 7 1,484
Tests of seasonal integration and cointegration in multivariate unobserved component models 1 1 1 253 1 1 3 653
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 0 0 1 332
Tests of time-invariance 0 0 1 246 0 1 4 1,267
The Bank of Italy econometric model: an update of the main equations and model elasticities 2 2 8 142 6 13 45 327
The effects of the crisis on production potential and household spending in Italy 0 1 1 44 2 4 7 172
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 1 129 5 6 11 284
The time-varying risk of Italian GDP 0 0 1 80 0 1 8 221
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 1 1 1 95 1 1 4 412
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 0 1 99 1 1 3 245
When is a copula constant? A test for changing relationships 0 0 0 253 2 2 3 594
Total Working Papers 6 10 41 5,209 38 74 237 17,716


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 1 1 228
Convergence of Prices and Rates of Inflation* 0 0 1 114 0 0 2 313
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 1 15 0 0 2 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 0 228 1 4 13 637
Initial conditions and stationarity tests 0 0 0 16 0 0 3 57
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 0 17 1 1 2 28
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 0 0 2 21 0 0 3 46
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 1 3 205
Quantile Aggregation of Density Forecasts 0 0 1 16 0 0 6 59
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 1 1 5 96
Seasonality Tests 0 0 0 5 1 1 9 1,491
TESTING FOR TREND 0 0 0 99 3 4 7 252
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 0 1 2 229
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 1 1 10
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 0 1 3
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 0 0 3 267
Tests of stationarity against a change in persistence 0 0 0 142 1 2 3 358
Tests of strict stationarity based on quantile indicators 0 0 0 25 1 1 2 88
The Drivers of Italy’s Investment Slump During the Double Recession 0 0 2 58 0 1 6 145
The time-varying risk of Italian GDP 0 0 3 38 0 1 8 73
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 0 0 3 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 1 81 0 0 2 222
Total Journal Articles 0 0 11 1,248 9 20 89 5,681


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 0 68 0 1 6 128
Total Chapters 0 0 0 68 0 1 6 128


Statistics updated 2025-11-08