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 1 2 2 91 1 2 5 229
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 1 1 14 56 1 3 32 120
Comparing forecast accuracy: A Monte Carlo investigation 0 0 0 239 0 1 10 640
Convergences of prices and rates of inflation 0 0 0 208 0 1 3 557
Deflationary shocks and de-anchoring of inflation expectations 0 1 4 127 0 1 12 236
Domestic and global determinants of inflation: evidence from expectile regression 1 1 13 76 1 4 41 134
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 1 1 4 1,145
Inflation convergence and divergence within the European Monetary Union 0 0 0 348 0 2 6 1,083
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 4 71 1 1 17 159
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 57 0 0 10 175
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 1 7 26 61 4 16 68 127
On detecting end-of-sample instabilities 0 0 0 67 0 1 7 182
On the conditional distribution of euro area inflation forecast 0 0 8 95 1 1 14 176
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 1 2 5 353
Quantile aggregation of density forecasts 0 1 3 76 0 4 15 198
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 1 1 86 0 1 5 371
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 89 0 0 4 445
Testing for Drift in a Time Series 1 4 9 964 3 13 60 3,528
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 0 556
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 136 1 1 1 360
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 1 6 1 1 2 23
Testing for the presence of a random walk in series with structural breaks 0 0 0 6 0 0 3 34
Testing for trend 0 0 1 489 0 0 16 1,474
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 1 128 0 1 3 325
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 1 252 1 3 5 646
Tests of time-invariance 0 0 0 245 0 3 15 1,257
The Bank of Italy econometric model: an update of the main equations and model elasticities 0 1 4 111 2 6 24 220
The effects of the crisis on production potential and household spending in Italy 0 0 0 39 1 3 12 153
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 1 2 9 122 2 3 16 244
The time-varying risk of Italian GDP 0 3 23 67 0 7 61 165
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 0 2 108 0 0 7 239
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 94 0 1 8 401
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 2 4 87 2 6 22 217
When is a copula constant? A test for changing relationships 0 0 3 253 0 0 8 589
Total Working Papers 6 26 133 4,953 24 89 521 16,761


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 3 53 0 2 10 220
Convergence of Prices and Rates of Inflation* 0 0 1 109 0 0 2 302
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 5 5 1 5 17 17
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 2 69 0 0 3 166
Inflation Convergence and Divergence within the European Monetary Union 0 0 1 215 2 8 21 596
Initial conditions and stationarity tests 0 0 0 15 0 0 2 53
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 2 9 0 0 2 17
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 1 3 6 6 2 9 19 19
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 0 3 199
Quantile Aggregation of Density Forecasts 0 0 1 6 1 1 4 36
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 0 1 4 88
Seasonality Tests 0 0 0 5 0 0 5 1,468
TESTING FOR TREND 0 0 0 98 0 0 6 243
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 1 1 2 54 1 1 5 221
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 0 0 5 208
Testing for the Presence of a Random Walk in Series with Structural Breaks 1 1 1 2 1 1 4 6
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 0 0 1
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 89 0 1 2 262
Tests of stationarity against a change in persistence 0 0 2 133 0 2 9 330
Tests of strict stationarity based on quantile indicators 0 0 1 24 0 0 2 84
The Drivers of Italy’s Investment Slump During the Double Recession 0 0 17 42 1 1 35 111
The time-varying risk of Italian GDP 1 3 20 20 1 7 39 39
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 1 24 0 1 4 71
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 3 7 364
When is a Copula Constant? A Test for Changing Relationships 0 0 1 79 0 0 2 216
Total Journal Articles 4 8 66 1,131 10 43 212 5,337


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 2 54 0 0 5 99
Total Chapters 0 0 2 54 0 0 5 99


Statistics updated 2022-06-07