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 6 84 2 5 17 189
Comparing forecast accuracy: A Monte Carlo investigation 0 1 10 231 0 2 28 565
Convergences of prices and rates of inflation 0 2 8 206 0 4 18 524
Deflationary shocks and de-anchoring of inflation expectations 0 3 15 102 0 4 28 154
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 0 1 5 1,114
Inflation convergence and divergence within the European Monetary Union 0 0 2 2 0 2 6 6
Low frequency drivers of the real interest rate: a band spectrum regression approach 1 21 22 22 1 6 8 8
Main drivers of the recent decline in Italy’s non-construction investment 0 3 12 48 1 7 32 92
On detecting end-of-sample instabilities 1 2 9 60 1 2 15 142
On the conditional distribution of euro area inflation forecast 1 3 12 58 1 8 28 71
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 2 99 1 2 7 331
Quantile aggregation of density forecasts 1 1 8 64 1 4 28 126
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 80 0 0 6 347
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 1 87 0 3 12 412
Testing for Drift in a Time Series 1 3 30 870 12 44 185 2,854
Testing for Stochastic Trends in Series with Structural Breaks 0 0 2 135 0 1 8 346
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 1 545
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.) 1 1 3 4 1 1 4 14
Testing for the presence of a random walk in series with structural breaks 0 0 0 3 0 0 2 17
Testing for trend 2 4 11 475 2 4 17 1,422
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 250 0 2 4 626
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 1 6 122 0 1 12 301
Tests of time-invariance 0 2 6 233 0 6 19 1,146
The Bank of Italy econometric model: an update of the main equations and model elasticities 5 11 51 51 6 22 35 35
The effects of the crisis on production potential and household spending in Italy 0 3 12 16 0 7 26 35
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 4 11 88 2 6 23 158
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 4 6 19 90 6 12 41 172
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 1 3 90 1 3 14 342
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 1 4 40 40 3 10 34 34
When is a copula constant? A test for changing relationships 0 3 7 244 1 5 21 546
Total Working Papers 19 81 309 3,854 42 174 684 12,674


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 5 39 0 1 8 155
Convergence of Prices and Rates of Inflation 0 0 0 104 0 1 5 280
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 66 0 0 1 157
Inflation Convergence and Divergence within the European Monetary Union 1 3 11 184 2 6 24 459
Initial conditions and stationarity tests 0 0 0 14 0 0 3 46
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 1 2 182
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 1 1 1 76
Seasonality Tests 0 0 0 5 0 0 4 1,434
TESTING FOR TREND 0 0 3 95 1 1 7 224
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 48 1 2 4 199
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 0 0 0 196
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 88 0 0 0 247
Tests of stationarity against a change in persistence 0 2 8 119 0 3 19 280
Tests of strict stationarity based on quantile indicators 0 0 0 19 0 0 1 68
The Drivers of Italy’s Investment Slump During the Double Recession 0 1 7 15 1 3 15 34
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 1 4 6 1 4 13 22
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 1 2 347
When is a Copula Constant? A Test for Changing Relationships 1 3 5 74 1 5 14 191
Total Journal Articles 2 10 43 950 8 29 123 4,597


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 1 11 27 1 2 15 44
Total Chapters 1 1 11 27 1 2 15 44


Statistics updated 2018-01-04