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Fabio Busetti
Fabio Busetti
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Title
Cited by
Cited by
Year
Tests of stationarity against a change in persistence
F Busetti, AMR Taylor
Journal of Econometrics 123 (1), 33-66, 2004
2882004
Inflation convergence and divergence within the European Monetary Union
F Busetti, L Forni, A Harvey, F Venditti
ECB Working Paper, 2006
2692006
Testing for (common) stochastic trends in the presence of structural breaks
F Busetti
Journal of Forecasting 21 (2), 81-105, 2002
2122002
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
F Busetti, AMR Taylor
Journal of Econometrics 117 (1), 21-53, 2003
2002003
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
F Busetti, AMR Taylor
Journal of Econometrics 117 (1), 21-53, 2003
2002003
Testing for the presence of a random walk in series with structural breaks
F Busetti, A Harvey
Journal of Time Series Analysis 22 (2), 127-150, 2001
1182001
When is a copula constant? A test for changing relationships
F Busetti, A Harvey
Journal of Financial Econometrics 9 (1), 106-131, 2011
1072011
Comparing forecast accuracy: a Monte Carlo investigation
F Busetti, J Marcucci
International Journal of Forecasting 29 (1), 13-27, 2013
1042013
Convergence of prices and rates of inflation
F Busetti, S Fabiani, A Harvey
Oxford Bulletin of Economics and Statistics 68, 863-877, 2006
1012006
Seasonality tests
F Busetti, A Harvey
Journal of Business & Economic Statistics 21 (3), 420-436, 2003
672003
Testing for trend
F Busetti, A Harvey
Econometric Theory 24 (1), 72-87, 2008
662008
Variance shifts, structural breaks, and stationarity tests
F Busetti, AMR Taylor
Journal of Business & Economic Statistics 21 (4), 510-531, 2003
592003
Quantile aggregation of density forecasts
F Busetti
Oxford Bulletin of Economics and Statistics 79 (4), 495-512, 2017
482017
Preliminary data and econometric forecasting: An application with the Bank of Italy quarterly model
F Busetti
Available at SSRN 549363, 2004
442004
Further comments on stationarity tests in series with structural breaks at unknown points
F Busetti, A Harvey
Journal of Time Series Analysis 24 (2), 137-140, 2003
442003
The Bank of Italy econometric model: an update of the main equations and model elasticities
G Bulligan, F Busetti, M Caivano, P Cova, D Fantino, A Locarno, ...
Bank of Italy Temi di Discussione (Working Paper) No 1130, 2017
372017
Bootstrap LR tests of stationarity, common trends and cointegration
F Busetti, S Di Sanzo
Journal of Statistical Computation and Simulation 82 (9), 1343-1355, 2012
362012
Tests of seasonal integration and cointegration in multivariate unobserved component models
F Busetti
Journal of Applied Econometrics 21 (4), 419-438, 2006
332006
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity
F Busetti, D Delle Monache, A Gerali, A Locarno
ECB working paper, 2017
312017
L'impatto macroeconomico della crisi del debito sovrano: un'analisi controfattuale per l'economia italiana
F Busetti, P Cova
Banca d'Italia, 2013
272013
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