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 2 6 245
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 0 0 2 67 0 2 12 161
Comparing forecast accuracy: A Monte Carlo investigation 0 1 1 246 0 10 13 663
Convergences of prices and rates of inflation 0 0 0 211 0 5 9 577
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 0 4 9 262
Domestic and global determinants of inflation: evidence from expectile regression 1 2 3 89 3 10 20 194
Energy price shocks and inflation in the euro area 3 8 17 70 12 27 59 210
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 2 4 13 1,169
Inflation convergence and divergence within the European Monetary Union 0 1 1 351 0 11 18 1,107
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 0 2 84 0 3 13 199
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 1 5 12 196
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 0 0 2 87 1 6 13 194
On detecting end-of-sample instabilities 0 0 1 68 0 0 3 190
On the conditional distribution of euro area inflation forecast 0 0 0 108 1 4 9 216
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 1 6 6 363
Quantile aggregation of density forecasts 0 0 0 79 1 11 18 234
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 88 0 4 10 386
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 1 7 8 459
Testing for Drift in a Time Series 0 0 1 986 0 16 35 3,670
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 0 2 560
Testing for Stochastic Trends in Series with Structural Breaks 0 0 1 137 1 3 5 366
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 3 6 30
Testing for the presence of a random walk in series with structural breaks 0 0 0 7 0 4 4 40
Testing for trend 0 0 0 492 1 6 13 1,494
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 2 9 14 345
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 1 253 2 5 10 662
Tests of time-invariance 0 0 0 246 0 5 7 1,273
The Bank of Italy econometric model: an update of the main equations and model elasticities 0 0 7 144 1 8 51 349
The effects of the crisis on production potential and household spending in Italy 0 0 1 44 0 5 11 179
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 1 129 1 6 20 294
The time-varying risk of Italian GDP 0 0 0 80 1 7 12 228
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 0 1 112 2 11 14 268
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 1 95 4 13 17 428
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 1 1 1 100 1 9 12 255
When is a copula constant? A test for changing relationships 0 0 0 253 0 5 9 601
Total Working Papers 5 13 45 5,233 40 236 493 18,067

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 1 1 56 0 3 4 231
Convergence of Prices and Rates of Inflation* 0 0 0 114 1 5 19 331
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 0 2 17 0 8 14 53
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 69 0 3 4 173
Inflation Convergence and Divergence within the European Monetary Union 0 0 0 228 0 9 27 654
Initial conditions and stationarity tests 0 0 0 16 1 3 5 60
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 0 17 0 2 4 31
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 0 1 2 22 2 31 37 81
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 0 1 6 209
Quantile Aggregation of Density Forecasts 0 0 3 18 0 2 8 63
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 1 1 11 0 4 7 101
Seasonality Tests 0 0 0 5 1 8 16 1,505
TESTING FOR TREND 0 0 0 99 0 7 15 261
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 0 3 5 232
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 0 6 6 214
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 0 2 4 13
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 0 2 4 7
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 1 4 8 274
Tests of stationarity against a change in persistence 0 0 0 142 1 7 10 366
Tests of strict stationarity based on quantile indicators 0 0 0 25 0 4 10 96
The Drivers of Italy’s Investment Slump During the Double Recession 0 1 2 59 2 8 14 156
The time-varying risk of Italian GDP 0 0 1 38 0 4 8 77
The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 0 0 0 26 2 5 10 96
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 5 10 379
When is a Copula Constant? A Test for Changing Relationships 0 0 0 81 2 6 9 231
Total Journal Articles 0 4 12 1,256 13 142 264 5,894

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 1 69 2 4 9 134
Total Chapters 0 1 1 69 2 4 9 134

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Statistics updated 2026-04-09