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 3 7 247
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 1 1 3 68 4 4 16 165
Comparing forecast accuracy: A Monte Carlo investigation 0 1 1 246 1 5 14 664
Convergences of prices and rates of inflation 0 0 0 211 2 2 11 579
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 3 5 11 265
Domestic and global determinants of inflation: evidence from expectile regression 0 1 3 89 3 7 22 197
Energy price shocks and inflation in the euro area 3 9 20 73 16 34 72 226
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 1,170
Inflation convergence and divergence within the European Monetary Union 1 2 2 352 1 4 19 1,108
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 2 84 3 3 16 202
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 3 6 13 199
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 0 0 2 87 2 4 13 196
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 2 5 11 218
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 2 3 8 365
Quantile aggregation of density forecasts 0 0 0 79 3 5 21 237
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 88 0 1 10 386
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 1 2 9 460
Testing for Drift in a Time Series 1 1 2 987 8 15 40 3,678
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 137 2 3 6 368
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 4 4 6 564
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 3 4 8 33
Testing for the presence of a random walk in series with structural breaks 0 0 0 7 0 0 4 40
Testing for trend 0 0 0 492 1 2 14 1,495
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 1 253 1 4 11 663
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 2 6 16 347
Tests of time-invariance 0 0 0 246 3 4 10 1,276
The Bank of Italy econometric model: an update of the main equations and model elasticities 0 0 6 144 6 10 53 355
The effects of the crisis on production potential and household spending in Italy 0 0 1 44 6 7 17 185
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 1 129 0 3 18 294
The time-varying risk of Italian GDP 0 0 0 80 3 6 12 231
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 0 1 112 2 6 16 270
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 1 95 4 9 21 432
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 1 1 100 2 6 14 257
When is a copula constant? A test for changing relationships 0 0 0 253 3 6 12 604
Total Working Papers 6 16 49 5,239 99 192 567 18,166

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 1 1 56 2 3 6 233
Convergence of Prices and Rates of Inflation* 0 0 0 114 3 5 22 334
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 2 17 1 6 15 54
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 69 3 3 7 176
Inflation Convergence and Divergence within the European Monetary Union 0 0 0 228 6 8 33 660
Initial conditions and stationarity tests 0 0 0 16 2 3 7 62
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 0 17 1 2 5 32
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 0 1 2 22 2 12 38 83
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 0 6 209
Quantile Aggregation of Density Forecasts 0 0 3 18 2 3 10 65
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 1 11 1 1 8 102
Seasonality Tests 0 0 0 5 2 6 17 1,507
TESTING FOR TREND 0 0 0 99 1 3 16 262
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 3 4 8 235
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 1 3 7 215
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 1 2 5 14
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 4 6 12 278
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 0 4 7
Tests of stationarity against a change in persistence 0 0 0 142 2 4 12 368
Tests of strict stationarity based on quantile indicators 0 0 0 25 2 3 11 98
The Drivers of Italy’s Investment Slump During the Double Recession 0 1 1 59 4 7 17 160
The time-varying risk of Italian GDP 0 0 1 38 2 2 9 79
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 0 3 10 96
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 1 2 11 380
When is a Copula Constant? A Test for Changing Relationships 0 0 0 81 5 7 14 236
Total Journal Articles 0 3 11 1,256 51 98 310 5,945

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 1 69 0 2 9 134
Total Chapters 0 0 1 69 0 2 9 134

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Statistics updated 2026-05-06