| 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 |
6 |
244 |
| Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses |
0 |
1 |
3 |
67 |
0 |
5 |
13 |
161 |
| Comparing forecast accuracy: A Monte Carlo investigation |
1 |
1 |
1 |
246 |
4 |
11 |
14 |
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 |
2 |
6 |
9 |
262 |
| Domestic and global determinants of inflation: evidence from expectile regression |
0 |
1 |
2 |
88 |
1 |
8 |
17 |
191 |
| Energy price shocks and inflation in the euro area |
3 |
6 |
16 |
67 |
6 |
21 |
51 |
198 |
| IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES |
0 |
0 |
0 |
0 |
1 |
4 |
11 |
1,167 |
| Inflation convergence and divergence within the European Monetary Union |
1 |
1 |
1 |
351 |
3 |
13 |
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 |
2 |
6 |
11 |
195 |
| Monetary policy strategies in the New Normal: a model-based analysis for the euro area |
0 |
0 |
2 |
87 |
1 |
6 |
13 |
193 |
| On detecting end-of-sample instabilities |
0 |
0 |
1 |
68 |
0 |
1 |
4 |
190 |
| On the conditional distribution of euro area inflation forecast |
0 |
0 |
0 |
108 |
2 |
5 |
8 |
215 |
| Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model |
0 |
0 |
0 |
99 |
0 |
5 |
5 |
362 |
| Quantile aggregation of density forecasts |
0 |
0 |
0 |
79 |
1 |
15 |
18 |
233 |
| Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power |
0 |
0 |
1 |
88 |
1 |
8 |
10 |
386 |
| Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots |
0 |
0 |
0 |
90 |
0 |
6 |
7 |
458 |
| Testing for Drift in a Time Series |
0 |
0 |
1 |
986 |
7 |
20 |
36 |
3,670 |
| Testing for Stochastic Trends in Series with Structural Breaks |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
560 |
| Testing for Stochastic Trends in Series with Structural Breaks |
0 |
0 |
1 |
137 |
0 |
2 |
4 |
365 |
| 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 |
1 |
4 |
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 |
0 |
7 |
13 |
1,493 |
| Tests of seasonal integration and cointegration in multivariate unobserved component models |
0 |
0 |
0 |
129 |
2 |
8 |
12 |
343 |
| Tests of seasonal integration and cointegration in multivariate unobserved component models |
0 |
0 |
1 |
253 |
1 |
6 |
8 |
660 |
| Tests of time-invariance |
0 |
0 |
0 |
246 |
1 |
5 |
7 |
1,273 |
| The Bank of Italy econometric model: an update of the main equations and model elasticities |
0 |
0 |
7 |
144 |
3 |
13 |
55 |
348 |
| The effects of the crisis on production potential and household spending in Italy |
0 |
0 |
1 |
44 |
1 |
6 |
12 |
179 |
| The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy |
0 |
0 |
1 |
129 |
2 |
8 |
19 |
293 |
| The time-varying risk of Italian GDP |
0 |
0 |
0 |
80 |
2 |
6 |
11 |
227 |
| The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy |
0 |
0 |
1 |
112 |
2 |
10 |
12 |
266 |
| The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model |
0 |
0 |
1 |
95 |
1 |
9 |
13 |
424 |
| Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity |
0 |
0 |
0 |
99 |
3 |
9 |
11 |
254 |
| When is a copula constant? A test for changing relationships |
0 |
0 |
0 |
253 |
3 |
6 |
9 |
601 |
| Total Working Papers |
5 |
10 |
43 |
5,228 |
53 |
254 |
471 |
18,027 |