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 0 1 3 240
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 0 0 1 65 0 0 5 149
Comparing forecast accuracy: A Monte Carlo investigation 0 0 0 245 0 0 1 650
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 1 130 1 2 4 255
Domestic and global determinants of inflation: evidence from expectile regression 0 0 2 86 0 2 5 176
Energy price shocks and inflation in the euro area 1 1 5 54 2 5 30 156
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 0 2 7 1,158
Inflation convergence and divergence within the European Monetary Union 0 0 0 350 0 0 2 1,089
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 2 82 1 1 4 187
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 0 2 5 186
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 2 2 3 87 2 4 9 185
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 4 108 0 1 9 208
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 4 216
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 1 1 1 88 1 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 0 0 5 985 0 3 17 3,638
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 1 1 137 0 1 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 1 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 1 1 5 1,482
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 0 1 2 332
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 252 0 0 3 652
Tests of time-invariance 0 0 1 246 0 0 3 1,266
The Bank of Italy econometric model: an update of the main equations and model elasticities 1 3 8 140 2 9 29 307
The effects of the crisis on production potential and household spending in Italy 0 0 1 43 0 0 5 168
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 1 1 1 129 1 4 5 278
The time-varying risk of Italian GDP 0 0 1 80 1 4 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 2 99 0 0 4 243
When is a copula constant? A test for changing relationships 0 0 0 253 0 0 1 592
Total Working Papers 6 9 42 5,197 12 45 198 17,619


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 0 55 0 0 0 227
Convergence of Prices and Rates of Inflation* 0 0 1 114 1 1 5 313
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 1 15 0 0 4 39
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 69 0 0 0 169
Inflation Convergence and Divergence within the European Monetary Union 0 0 1 228 0 0 4 627
Initial conditions and stationarity tests 0 0 0 16 0 0 1 55
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 1 17 0 0 2 27
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 1 1 3 21 1 2 4 46
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 1 2 204
Quantile Aggregation of Density Forecasts 1 1 1 16 1 1 4 56
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 0 0 5 94
Seasonality Tests 0 0 0 5 0 1 11 1,490
TESTING FOR TREND 0 0 0 99 0 0 1 246
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 1 1 2 228
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 0 0 0 208
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 0 0 0 9
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 0 1 4 267
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 0 2 3
Tests of stationarity against a change in persistence 0 0 0 142 0 0 2 356
Tests of strict stationarity based on quantile indicators 0 0 0 25 0 1 1 87
The Drivers of Italy’s Investment Slump During the Double Recession 0 1 3 58 1 2 6 144
The time-varying risk of Italian GDP 1 1 4 38 1 2 7 71
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 1 1 3 87
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 0 3 369
When is a Copula Constant? A Test for Changing Relationships 0 0 2 81 0 0 3 222
Total Journal Articles 3 4 17 1,248 7 14 76 5,644


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 68 2 2 7 127
Total Chapters 0 0 2 68 2 2 7 127


Statistics updated 2025-07-04