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 0 4 13 253
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 0 0 3 68 1 1 15 166
Comparing forecast accuracy: A Monte Carlo investigation 0 0 1 246 1 1 16 667
Convergences of prices and rates of inflation 0 0 0 211 3 4 16 584
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 0 1 11 266
Domestic and global determinants of inflation: evidence from expectile regression 0 0 3 89 0 0 23 199
Energy price shocks and inflation in the euro area 2 4 21 78 4 17 87 249
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 0 0 18 1,108
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 2 84 1 2 15 204
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 1 4 191
On the conditional distribution of euro area inflation forecast 0 0 0 108 1 2 13 221
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 0 0 9 366
Quantile aggregation of density forecasts 0 0 0 79 1 7 29 245
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 0 88 0 24 34 411
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 1 1 10 461
Testing for Drift in a Time Series 0 0 1 987 0 2 35 3,681
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 137 0 0 6 368
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 3 9 567
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 0 0 14 1,496
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 1 253 0 0 12 664
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 0 2 17 349
Tests of time-invariance 0 0 0 246 0 0 9 1,276
The Bank of Italy econometric model: an update of the main equations and model elasticities 1 3 7 147 1 4 40 359
The effects of the crisis on production potential and household spending in Italy 0 0 0 44 0 1 18 187
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 0 129 1 1 17 296
The time-varying risk of Italian GDP 0 0 1 81 1 1 15 235
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 0 1 112 2 2 18 272
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 1 95 0 1 23 434
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 0 1 100 0 0 14 258
When is a copula constant? A test for changing relationships 0 0 0 253 2 3 16 608
Total Working Papers 3 7 46 5,248 20 85 625 18,285

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 1 1 6 234
Convergence of Prices and Rates of Inflation* 0 0 0 114 1 1 22 335
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 2 17 1 2 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 1 3 29 663
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 1 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 1 9 104
Seasonality Tests 0 0 0 5 1 4 22 1,512
TESTING FOR TREND 0 0 0 99 0 0 13 262
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 0 1 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 1 2 14 281
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 1 5 8
Tests of stationarity against a change in persistence 0 2 2 144 1 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 4 20 164
The time-varying risk of Italian GDP 0 0 0 38 0 1 10 82
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 0 0 8 96
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 1 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 9 34 324 5,992

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 2 4 72 3 4 12 140
Total Chapters 1 2 4 72 3 4 12 140

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Statistics updated 2026-09-10