Fabio Busetti
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- The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy (RePEc:bdi:opques:qef_201_13)
by Fabio Busetti & Pietro Cova - Deflationary shocks and de-anchoring of inflation expectations (RePEc:bdi:opques:qef_252_14)
by Fabio Busetti & Giuseppe Ferrero & Andrea Gerali & Alberto Locarno - Main drivers of the recent decline in Italy�s non-construction investment (RePEc:bdi:opques:qef_276_15)
by Fabio Busetti & Claire Giordano & Giordano Zevi - Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses (RePEc:bdi:opques:qef_520_19)
by Fabio Busetti & Cristina Giorgiantonio & Giorgio Ivaldi & Sauro Mocetti & Alessandro Notarpietro & Pietro Tommasino - Energy price shocks and inflation in the euro area (RePEc:bdi:opques:qef_792_23)
by Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci - The effects of the crisis on production potential and household spending in Italy (RePEc:bdi:workpa:sec_18)
by Fabio Busetti & Pietro Cova & Antonio Maria Conti & Filippo Scoccianti & Libero Monteforte & Giordano Zevi & Valentina Aprigliano & Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimili - On the conditional distribution of euro area inflation forecast (RePEc:bdi:wptemi:td_1027_15)
by Fabio Busetti & Michele Caivano & Lisa Rodano - The Bank of Italy econometric model: an update of the main equations and model elasticities (RePEc:bdi:wptemi:td_1130_17)
by Guido Bulligan & Fabio Busetti & Michele Caivano & Pietro Cova & Davide Fantino & Alberto Locarno & Lisa Rodano - Low frequency drivers of the real interest rate: a band spectrum regression approach (RePEc:bdi:wptemi:td_1132_17)
by Fabio Busetti & Michele Caivano - Domestic and global determinants of inflation: evidence from expectile regression (RePEc:bdi:wptemi:td_1225_19)
by Fabio Busetti & Michele Caivano & Davide Delle Monache - The time-varying risk of Italian GDP (RePEc:bdi:wptemi:td_1288_20)
by Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella - Monetary policy strategies in the New Normal: a model-based analysis for the euro area (RePEc:bdi:wptemi:td_1308_20)
by Fabio Busetti & Stefano Neri & Alessandro Notarpietro & Massimiliano Pisani - Testing for Stochastic Trends in Series with Structural Breaks (RePEc:bdi:wptemi:td_385_00)
by Fabio Busetti - The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model (RePEc:bdi:wptemi:td_437_01)
by Fabio Busetti - Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (RePEc:bdi:wptemi:td_470_03)
by Fabio Busetti & A. M. Robert Taylor - Tests of seasonal integration and cointegration in multivariate unobserved component models (RePEc:bdi:wptemi:td_476_03)
by Fabio Busetti - Convergences of prices and rates of inflation (RePEc:bdi:wptemi:td_575_06)
by Fabio Busetti & Silvia Fabiani & Andrew Harvey - Testing for trend (RePEc:bdi:wptemi:td_614_07)
by Fabio Busetti & Andrew Harvey - Comparing forecast accuracy: A Monte Carlo investigation (RePEc:bdi:wptemi:td_723_09)
by Fabio Busetti & Juri Marcucci & Giovanni Veronese - Bootstrap LR tests of stationarity, common trends and cointegration (RePEc:bdi:wptemi:td_799_11)
by Fabio Busetti & Silvestro di Sanzo - On detecting end-of-sample instabilities (RePEc:bdi:wptemi:td_881_12)
by Fabio Busetti - The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy (RePEc:bdi:wptemi:td_941_13)
by Fabio Busetti & Michele Caivano - Quantile aggregation of density forecasts (RePEc:bdi:wptemi:td_979_14)
by Fabio Busetti - Seasonality Tests (RePEc:bes:jnlbes:v:21:y:2003:i:3:p:420-36)
by Busetti, Fabio & Harvey, Andrew - Variance Shifts, Structural Breaks, and Stationarity Tests (RePEc:bes:jnlbes:v:21:y:2003:i:4:p:510-31)
by Busetti, Fabio & Taylor, A M Robert - Low frequency drivers of the real interest rate: Empirical evidence for advanced economies (RePEc:bla:intfin:v:22:y:2019:i:2:p:171-185)
by Fabio Busetti & Michele Caivano - Testing for the Presence of a Random Walk in Series with Structural Breaks (RePEc:bla:jtsera:v:22:y:2001:i:2:p:127-150)
by Fabio Busetti & Andrew Harvey - Further Comments On Stationarity Tests In Series With Structural Breaks At Unknown Points (RePEc:bla:jtsera:v:24:y:2003:i:2:p:137-140)
by Fabio Busetti & Andrew Harvey - Tests of strict stationarity based on quantile indicators (RePEc:bla:jtsera:v:31:y:2010:i:6:p:435-450)
by Fabio Busetti & Andrew Harvey - Convergence of Prices and Rates of Inflation (RePEc:bla:obuest:v:68:y:2006:i:s1:p:863-877)
by Fabio Busetti & Silvia Fabiani & Andrew Harvey - Quantile Aggregation of Density Forecasts (RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512)
by Fabio Busetti - Domestic and Global Determinants of Inflation: Evidence from Expectile Regression (RePEc:bla:obuest:v:83:y:2021:i:4:p:982-1001)
by Fabio Busetti & Michele Caivano & Davide Delle Monache - Testing for Drift in a Time Series (RePEc:cam:camdae:0237)
by Busettti, F. & Harvey, A. - Tests of time-invariance (RePEc:cam:camdae:0701)
by Busettti, F. & Harvey, A. - When is a copula constant? A test for changing relationships (RePEc:cam:camdae:0841)
by Busetti, F. & Harvey, A. - 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.) (RePEc:cep:stiecm:365)
by Fabio Busetti & Andrew C Harvey - Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model (RePEc:cpr:ceprdp:4382)
by Busetti, Fabio - Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power (RePEc:cup:etheor:v:21:y:2005:i:04:p:757-794_05)
by Busetti, Fabio & Taylor, A.M. Robert - Testing For Trend (RePEc:cup:etheor:v:24:y:2008:i:01:p:72-87_08)
by Busetti, Fabio & Harvey, Andrew - Inflation convergence and divergence within the European Monetary Union (RePEc:ecb:ecbwps:2006574)
by Busetti, Fabio & Forni, Lorenzo & Harvey, Andrew & Venditti, Fabrizio - Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity (RePEc:ecb:ecbwps:20171994)
by Locarno, Alberto & Delle Monache, Davide & Busetti, Fabio & Gerali, Andrea - Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power (RePEc:ecm:feam04:494)
by Robert Taylor & Fabio Busetti - The time-varying risk of Italian GDP (RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115)
by Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia - Initial conditions and stationarity tests (RePEc:eee:ecolet:v:105:y:2009:i:3:p:296-299)
by Busetti, Fabio - Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (RePEc:eee:econom:v:117:y:2003:i:1:p:21-53)
by Busetti, Fabio & Taylor, A. M. Robert - Tests of stationarity against a change in persistence (RePEc:eee:econom:v:123:y:2004:i:1:p:33-66)
by Busetti, Fabio & Taylor, A. M. Robert - Comparing forecast accuracy: A Monte Carlo investigation (RePEc:eee:intfor:v:29:y:2013:i:1:p:13-27)
by Busetti, Fabio & Marcucci, Juri - Monetary policy strategies in the New Normal: A model-based analysis for the euro area (RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000665)
by Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano - Testing for the presence of a random walk in series with structural breaks (RePEc:ehl:lserod:6870)
by Busetti, Fabio & Harvey, Andrew - The Bank of Italy's quarterly model (RePEc:elg:eechap:3918_12)
by Fabio Busetti & Alberto Locarno & Libero Monteforte - Testing for Stochastic Trends in Series with Structural Breaks (RePEc:fth:banita:385)
by Busetti, F. - Inflation Convergence and Divergence within the European Monetary Union (RePEc:ijc:ijcjou:y:2007:q:2:a:4)
by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti - Tests of seasonal integration and cointegration in multivariate unobserved component models (RePEc:jae:japmet:v:21:y:2006:i:4:p:419-438)
by Fabio Busetti - Testing for (Common) Stochastic Trends in the Presence of Structural Breaks (RePEc:jof:jforec:v:21:y:2002:i:2:p:81-105)
by Busetti, Fabio - Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model (RePEc:jof:jforec:v:25:y:2006:i:1:p:1-23)
by Fabio Busetti - When is a Copula Constant? A Test for Changing Relationships (RePEc:oup:jfinec:v:9:y:2011:i:1:p:106-131)
by Fabio Busetti & Andrew Harvey - Identifying The Monetary Policy Transmission Channels: The Role Of Simultaneity, Model Nonlinearity, Expectation Formation Mechanisms And Policy Rules (RePEc:sce:scecf1:177)
by Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero - The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area (RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0982-3)
by Fabio Busetti & Michele Caivano - The Drivers of Italy’s Investment Slump During the Double Recession (RePEc:spr:italej:v:2:y:2016:i:2:d:10.1007_s40797-016-0028-9)
by Fabio Busetti & Claire Giordano & Giordano Zevi - Tests of seasonal integration and cointegration in multivariate unobserved component models (RePEc:wly:japmet:v:21:y:2006:i:4:p:419-438)
by Fabio Busetti - Tests of seasonal integration and cointegration in multivariate unobserved component models (RePEc:wpa:wuwpem:0411003)
by Fabio Busetti