| 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 |