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 5 9 249
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 0 1 3 68 0 4 16 165
Comparing forecast accuracy: A Monte Carlo investigation 0 0 1 246 2 3 16 666
Convergences of prices and rates of inflation 0 0 0 211 1 3 12 580
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 0 3 11 265
Domestic and global determinants of inflation: evidence from expectile regression 0 1 3 89 2 8 23 199
Energy price shocks and inflation in the euro area 1 7 21 74 6 34 78 232
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 1 4 13 1,171
Inflation convergence and divergence within the European Monetary Union 0 1 2 352 0 1 19 1,108
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 2 84 0 3 16 202
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 3 7 16 202
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 0 0 2 87 1 4 14 197
On detecting end-of-sample instabilities 0 0 1 68 0 0 3 190
On the conditional distribution of euro area inflation forecast 0 0 0 108 1 4 11 219
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 1 4 9 366
Quantile aggregation of density forecasts 0 0 0 79 1 5 22 238
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 88 1 1 11 387
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 0 2 9 460
Testing for Drift in a Time Series 0 1 2 987 1 9 41 3,679
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 4 6 564
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 137 0 3 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 3 8 33
Testing for the presence of a random walk in series with structural breaks 0 0 0 7 1 1 5 41
Testing for trend 0 0 0 492 1 3 15 1,496
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 0 4 15 347
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 1 253 1 4 12 664
Tests of time-invariance 0 0 0 246 0 3 10 1,276
The Bank of Italy econometric model: an update of the main equations and model elasticities 0 0 5 144 0 7 50 355
The effects of the crisis on production potential and household spending in Italy 0 0 1 44 1 7 18 186
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 1 129 1 2 18 295
The time-varying risk of Italian GDP 1 1 1 81 3 7 15 234
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 0 1 112 0 4 16 270
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 1 95 1 9 22 433
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 1 1 100 1 4 15 258
When is a copula constant? A test for changing relationships 0 0 0 253 1 4 13 605
Total Working Papers 2 13 50 5,241 34 173 593 18,200


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 0 2 6 233
Convergence of Prices and Rates of Inflation* 0 0 0 114 0 4 22 334
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 2 17 0 1 15 54
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 69 0 3 7 176
Inflation Convergence and Divergence within the European Monetary Union 0 0 0 228 0 6 33 660
Initial conditions and stationarity tests 0 0 0 16 1 4 8 63
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 0 17 1 2 6 33
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 0 0 2 22 2 6 40 85
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 0 5 209
Quantile Aggregation of Density Forecasts 0 0 3 18 0 2 10 65
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 1 11 1 2 9 103
Seasonality Tests 0 0 0 5 1 4 18 1,508
TESTING FOR TREND 0 0 0 99 0 1 16 262
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 1 4 9 236
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 0 1 7 215
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 1 2 6 15
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 0 4 7
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 1 6 12 279
Tests of stationarity against a change in persistence 0 0 0 142 0 3 12 368
Tests of strict stationarity based on quantile indicators 0 0 0 25 0 2 11 98
The Drivers of Italy’s Investment Slump During the Double Recession 0 0 1 59 0 6 17 160
The time-varying risk of Italian GDP 0 0 1 38 2 4 11 81
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 0 2 10 96
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 2 3 13 382
When is a Copula Constant? A Test for Changing Relationships 0 0 0 81 0 7 14 236
Total Journal Articles 0 0 11 1,256 13 77 321 5,958


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 1 1 2 70 2 4 11 136
Total Chapters 1 1 2 70 2 4 11 136


Statistics updated 2026-06-04