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Details about Fabio Busetti

E-mail:
Homepage:http://fabiobusetti.altervista.org/
Postal address:Via Nazionale 91 00184 Roma Italy
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Fabio Busetti.

Last updated 2017-03-06. Update your information in the RePEc Author Service.

Short-id: pbu43


Jump to Journal Articles Chapters

Working Papers

2017

  1. Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity
    Working Paper Series, European Central Bank Downloads

2015

  1. Main drivers of the recent decline in Italy’s non-construction investment
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (2)
  2. On the conditional distribution of euro area inflation forecast
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2014

  1. Deflationary shocks and de-anchoring of inflation expectations
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (2)
  2. Quantile aggregation of density forecasts
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
  3. The effects of the crisis on production potential and household spending in Italy
    Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area Downloads

2013

  1. The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)
  2. The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2012

  1. On detecting end-of-sample instabilities
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2011

  1. Bootstrap LR tests of stationarity, common trends and cointegration
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2009

  1. Comparing forecast accuracy: A Monte Carlo investigation
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (8)
    See also Journal Article in International Journal of Forecasting (2013)

2008

  1. When is a copula constant? A test for changing relationships
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (5)
    See also Journal Article in Journal of Financial Econometrics (2011)

2007

  1. Testing for trend
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (14)
    See also Journal Article in Econometric Theory (2008)
  2. Tests of time-invariance
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (5)

2006

  1. Convergences of prices and rates of inflation
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (13)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
  2. Inflation convergence and divergence within the European Monetary Union
    Working Paper Series, European Central Bank Downloads View citations (39)
    See also Journal Article in International Journal of Central Banking (2007)

2004

  1. Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article in Journal of Forecasting (2006)
  2. Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads
    See also Journal Article in Econometric Theory (2005)
  3. Tests of seasonal integration and cointegration in multivariate unobserved component models
    Econometrics, EconWPA Downloads
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2003) Downloads View citations (2)

    See also Journal Article in Journal of Applied Econometrics (2006)

2003

  1. Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (10)
    See also Journal Article in Journal of Econometrics (2003)

2002

  1. Testing for Drift in a Time Series
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (2)

2001

  1. IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES
    Computing in Economics and Finance 2001, Society for Computational Economics
  2. The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (5)

2000

  1. Testing for Stochastic Trends in Series with Structural Breaks
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    Also in Working Papers, Banca Italia - Servizio di Studi (2000) View citations (1)

1998

  1. 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.)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
  2. Testing for the presence of a random walk in series with structural breaks
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads

Journal Articles

2016

  1. The Drivers of Italy’s Investment Slump During the Double Recession
    Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 2016, 2, (2), 143-165 Downloads
  2. The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area
    Empirical Economics, 2016, 50, (4), 1565-1587 Downloads

2013

  1. Comparing forecast accuracy: A Monte Carlo investigation
    International Journal of Forecasting, 2013, 29, (1), 13-27 Downloads View citations (15)
    See also Working Paper (2009)

2011

  1. When is a Copula Constant? A Test for Changing Relationships
    Journal of Financial Econometrics, 2011, 9, (1), 106-131 Downloads View citations (19)
    See also Working Paper (2008)

2010

  1. Tests of strict stationarity based on quantile indicators
    Journal of Time Series Analysis, 2010, 31, (6), 435-450 Downloads View citations (2)

2009

  1. Initial conditions and stationarity tests
    Economics Letters, 2009, 105, (3), 296-299 Downloads

2008

  1. TESTING FOR TREND
    Econometric Theory, 2008, 24, (01), 72-87 Downloads View citations (6)
    See also Working Paper (2007)

2007

  1. Inflation Convergence and Divergence within the European Monetary Union
    International Journal of Central Banking, 2007, 3, (2), 95-121 Downloads View citations (59)
    See also Working Paper (2006)

2006

  1. Convergence of Prices and Rates of Inflation
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 863-877 Downloads View citations (25)
    See also Working Paper (2006)
  2. Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model
    Journal of Forecasting, 2006, 25, (1), 1-23 Downloads View citations (5)
    See also Working Paper (2004)
  3. Tests of seasonal integration and cointegration in multivariate unobserved component models
    Journal of Applied Econometrics, 2006, 21, (4), 419-438 Downloads View citations (3)
    See also Working Paper (2004)

2005

  1. STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER
    Econometric Theory, 2005, 21, (04), 757-794 Downloads
    See also Working Paper (2004)

2004

  1. Tests of stationarity against a change in persistence
    Journal of Econometrics, 2004, 123, (1), 33-66 Downloads View citations (88)

2003

  1. FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS
    Journal of Time Series Analysis, 2003, 24, (2), 137-140 Downloads View citations (12)
  2. Seasonality Tests
    Journal of Business & Economic Statistics, 2003, 21, (3), 420-36 View citations (15)
  3. Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
    Journal of Econometrics, 2003, 117, (1), 21-53 Downloads View citations (8)
    See also Working Paper (2003)
  4. Variance Shifts, Structural Breaks, and Stationarity Tests
    Journal of Business & Economic Statistics, 2003, 21, (4), 510-31 View citations (14)

2002

  1. Testing for (Common) Stochastic Trends in the Presence of Structural Breaks
    Journal of Forecasting, 2002, 21, (2), 81-105 View citations (5)

Chapters

2005

  1. The Bank of Italy's quarterly model
    Chapter 12 in Econometric Models of the Euro-area Central Banks, 2005 Downloads View citations (1)
 
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