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 6 244
Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses 0 2 3 67 2 8 13 161
Comparing forecast accuracy: A Monte Carlo investigation 0 0 0 245 6 7 10 659
Convergences of prices and rates of inflation 0 0 0 211 5 7 9 577
Deflationary shocks and de-anchoring of inflation expectations 0 0 0 130 2 4 7 260
Domestic and global determinants of inflation: evidence from expectile regression 1 1 3 88 6 9 18 190
Energy price shocks and inflation in the euro area 2 6 13 64 9 22 49 192
IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES 0 0 0 0 1 5 11 1,166
Inflation convergence and divergence within the European Monetary Union 0 0 0 350 8 13 16 1,104
Low frequency drivers of the real interest rate: a band spectrum regression approach 0 1 2 84 3 6 13 199
Main drivers of the recent decline in Italy�s non-construction investment 0 0 0 58 2 6 10 193
Monetary policy strategies in the New Normal: a model-based analysis for the euro area 0 0 3 87 4 5 13 192
On detecting end-of-sample instabilities 0 1 1 68 0 3 4 190
On the conditional distribution of euro area inflation forecast 0 0 0 108 1 4 6 213
Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model 0 0 0 99 5 5 5 362
Quantile aggregation of density forecasts 0 0 0 79 9 14 17 232
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 88 3 7 9 385
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 6 6 8 458
Testing for Drift in a Time Series 0 0 3 986 9 17 32 3,663
Testing for Stochastic Trends in Series with Structural Breaks 0 0 1 137 2 3 4 365
Testing for Stochastic Trends in Series with Structural Breaks 0 0 0 0 0 2 2 560
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 2 4 6 29
Testing for the presence of a random walk in series with structural breaks 0 0 0 7 4 4 4 40
Testing for trend 0 0 0 492 5 9 13 1,493
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 129 5 9 10 341
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 1 253 2 6 8 659
Tests of time-invariance 0 0 0 246 4 5 7 1,272
The Bank of Italy econometric model: an update of the main equations and model elasticities 0 2 7 144 4 18 53 345
The effects of the crisis on production potential and household spending in Italy 0 0 1 44 4 6 11 178
The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy 0 0 1 129 3 7 17 291
The time-varying risk of Italian GDP 0 0 0 80 4 4 10 225
The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy 0 1 2 112 7 10 11 264
The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 1 95 8 11 14 423
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 0 0 99 5 6 8 251
When is a copula constant? A test for changing relationships 0 0 0 253 2 4 7 598
Total Working Papers 3 14 43 5,223 143 258 441 17,974

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 2 2 3 230
Convergence of Prices and Rates of Inflation* 0 0 0 114 3 16 17 329
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 0 2 3 17 3 8 10 48
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 69 3 4 4 173
Inflation Convergence and Divergence within the European Monetary Union 0 0 0 228 7 15 26 652
Initial conditions and stationarity tests 0 0 0 16 2 2 4 59
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies 0 0 0 17 1 2 3 30
Monetary policy strategies in the New Normal: A model-based analysis for the euro area 0 0 1 21 21 25 27 71
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model 0 0 0 62 1 4 6 209
Quantile Aggregation of Density Forecasts 0 2 3 18 1 3 8 62
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 1 1 1 11 4 5 10 101
Seasonality Tests 0 0 0 5 4 10 15 1,501
TESTING FOR TREND 0 0 0 99 5 7 14 259
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 2 2 4 231
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks 0 0 0 0 4 4 4 212
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 1 2 3 12
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 0 2 4 4 7
Tests of seasonal integration and cointegration in multivariate unobserved component models 0 0 0 90 2 5 8 272
Tests of stationarity against a change in persistence 0 0 0 142 5 6 9 364
Tests of strict stationarity based on quantile indicators 0 0 0 25 3 7 9 95
The Drivers of Italy’s Investment Slump During the Double Recession 0 0 1 58 5 8 11 153
The time-varying risk of Italian GDP 0 0 2 38 4 4 10 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 7 93
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 4 9 10 378
When is a Copula Constant? A Test for Changing Relationships 0 0 1 81 4 7 8 229
Total Journal Articles 1 5 12 1,253 95 166 234 5,847

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 1 69 2 4 8 132
Total Chapters 1 1 1 69 2 4 8 132

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12