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 3 14 256
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 1 1 4 69 3 4 16 169
Comparing forecast accuracy: A Monte Carlo investigation 0 0 1 246 3 5 19 671
Convergences of prices and rates of inflation 0 0 0 211 4 8 19 589
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 2 2 12 268
Domestic and global determinants of inflation: evidence from expectile regression 0 0 2 89 1 1 19 200
Energy price shocks and inflation in the euro area 1 9 27 85 5 20 95 265
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 2 2 12 1,173
Inflation convergence and divergence within the European Monetary Union 0 0 2 352 5 7 24 1,115
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 1 84 1 3 13 206
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 4 4 19 206
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 0 0 0 87 2 2 12 199
On detecting end-of-sample instabilities 0 0 1 68 0 0 4 191
On the conditional distribution of euro area inflation forecast 0 0 0 108 0 1 12 221
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 1 2 11 368
Quantile aggregation of density forecasts 1 2 2 81 2 5 31 249
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 0 88 0 0 33 411
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 1 2 10 462
Testing for Drift in a Time Series 0 0 1 987 1 1 36 3,682
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 9 567
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 137 0 0 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 1 1 9 34
Testing for the presence of a random walk in series with structural breaks 0 0 0 7 4 4 9 45
Testing for trend 0 0 0 492 2 3 15 1,499
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 253 3 4 15 668
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 1 1 18 350
Tests of time-invariance 0 0 0 246 2 3 12 1,279
The Bank of Italy econometric model: an update of the main equations and model elasticities 0 1 5 147 4 6 37 364
The effects of the crisis on production potential and household spending in Italy 0 0 0 44 1 3 18 190
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 0 129 7 10 21 305
The time-varying risk of Italian GDP 0 0 1 81 0 2 15 236
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 0 1 112 1 3 19 273
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 1 1 96 3 5 27 439
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 0 1 100 2 4 17 262
When is a copula constant? A test for changing relationships 0 0 0 253 0 2 14 608
Total Working Papers 3 14 50 5,259 69 123 672 18,388

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 4 9 237
Convergence of Prices and Rates of Inflation* 0 0 0 114 1 2 23 336
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 2 17 1 2 17 57
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 0 1 26 663
Initial conditions and stationarity tests 0 0 0 16 0 0 7 64
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 0 17 1 1 6 34
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 0 0 1 22 0 0 41 87
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 2 2 7 212
Quantile Aggregation of Density Forecasts 0 0 2 18 3 3 10 69
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 1 11 1 3 10 106
Seasonality Tests 0 0 0 5 1 2 22 1,513
TESTING FOR TREND 0 0 0 99 0 1 11 263
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 1 1 9 238
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 4 4 13 221
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 4 4 9 19
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 0 1 14 281
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 1 6 9
Tests of stationarity against a change in persistence 0 0 2 144 1 2 15 373
Tests of strict stationarity based on quantile indicators 0 0 0 25 0 0 10 98
The Drivers of Italy’s Investment Slump During the Double Recession 0 0 1 59 2 4 22 167
The time-varying risk of Italian GDP 0 0 0 38 3 3 12 85
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 1 2 10 98
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 0 14 383
When is a Copula Constant? A Test for Changing Relationships 0 0 0 81 0 0 15 237
Total Journal Articles 0 0 10 1,258 27 43 345 6,026

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 1 4 72 2 5 14 142
Total Chapters 0 1 4 72 2 5 14 142

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Statistics updated 2026-11-12