Working Paper |
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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 |
0 |
2 |
240 |
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses |
0 |
0 |
1 |
65 |
0 |
2 |
6 |
151 |
Comparing forecast accuracy: A Monte Carlo investigation |
0 |
0 |
0 |
245 |
0 |
1 |
2 |
651 |
Convergences of prices and rates of inflation |
0 |
0 |
0 |
211 |
0 |
0 |
4 |
568 |
Deflationary shocks and de-anchoring of inflation expectations |
0 |
0 |
0 |
130 |
0 |
1 |
3 |
255 |
Domestic and global determinants of inflation: evidence from expectile regression |
0 |
0 |
2 |
86 |
0 |
0 |
5 |
176 |
Energy price shocks and inflation in the euro area |
1 |
4 |
8 |
57 |
2 |
8 |
31 |
162 |
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
1,161 |
Inflation convergence and divergence within the European Monetary Union |
0 |
0 |
0 |
350 |
1 |
1 |
3 |
1,090 |
Low frequency drivers of the real interest rate: a band spectrum regression approach |
0 |
0 |
2 |
82 |
1 |
3 |
6 |
189 |
Main drivers of the recent decline in Italy�s non-construction investment |
0 |
0 |
0 |
58 |
0 |
1 |
6 |
187 |
Monetary policy strategies in the New Normal: a model-based analysis for the euro area |
0 |
2 |
3 |
87 |
1 |
3 |
10 |
186 |
On detecting end-of-sample instabilities |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
187 |
On the conditional distribution of euro area inflation forecast |
0 |
0 |
3 |
108 |
0 |
0 |
6 |
208 |
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 |
0 |
0 |
3 |
216 |
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power |
0 |
1 |
1 |
88 |
0 |
1 |
1 |
377 |
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots |
0 |
0 |
0 |
90 |
0 |
0 |
3 |
451 |
Testing for Drift in a Time Series |
1 |
1 |
4 |
986 |
3 |
8 |
22 |
3,646 |
Testing for Stochastic Trends in Series with Structural Breaks |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
558 |
Testing for Stochastic Trends in Series with Structural Breaks |
0 |
0 |
1 |
137 |
0 |
0 |
1 |
362 |
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 |
0 |
1 |
5 |
1,482 |
Tests of seasonal integration and cointegration in multivariate unobserved component models |
0 |
0 |
0 |
252 |
0 |
0 |
3 |
652 |
Tests of seasonal integration and cointegration in multivariate unobserved component models |
0 |
0 |
0 |
129 |
0 |
0 |
2 |
332 |
Tests of time-invariance |
0 |
0 |
1 |
246 |
1 |
1 |
4 |
1,267 |
The Bank of Italy econometric model: an update of the main equations and model elasticities |
0 |
1 |
7 |
140 |
5 |
14 |
39 |
319 |
The effects of the crisis on production potential and household spending in Italy |
1 |
1 |
2 |
44 |
1 |
1 |
5 |
169 |
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy |
0 |
1 |
1 |
129 |
1 |
2 |
6 |
279 |
The time-varying risk of Italian GDP |
0 |
0 |
1 |
80 |
0 |
1 |
9 |
220 |
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 |
0 |
0 |
0 |
94 |
0 |
0 |
3 |
411 |
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity |
0 |
0 |
1 |
99 |
0 |
1 |
3 |
244 |
When is a copula constant? A test for changing relationships |
0 |
0 |
0 |
253 |
0 |
0 |
1 |
592 |
Total Working Papers |
3 |
11 |
41 |
5,202 |
18 |
53 |
216 |
17,660 |