Fabio Busetti
Fabio Busetti
Verified email at bancaditalia.it - Homepage
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
2312004
Inflation convergence and divergence within the European Monetary Union
F Busetti, L Forni, A Harvey, F Venditti
ECB Working Paper, 2006
2092006
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
1872003
Testing for (common) stochastic trends in the presence of structural breaks
F Busetti
Journal of Forecasting 21 (2), 81-105, 2002
1772002
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
1042001
Convergence of prices and rates of inflation
F Busetti, S Fabiani, A Harvey
Oxford Bulletin of Economics and Statistics 68, 863-877, 2006
842006
When is a copula constant? A test for changing relationships
F Busetti, A Harvey
Journal of Financial Econometrics 9 (1), 106-131, 2011
772011
Comparing forecast accuracy: a Monte Carlo investigation
F Busetti, J Marcucci
International Journal of Forecasting 29 (1), 13-27, 2013
642013
Testing for trend
F Busetti, A Harvey
Econometric Theory 24 (1), 72-87, 2008
622008
Variance shifts, structural breaks, and stationarity tests
F Busetti, AMR Taylor
Journal of Business & Economic Statistics 21 (4), 510-531, 2003
502003
Seasonality tests
F Busetti, A Harvey
Journal of Business & Economic Statistics 21 (3), 420-436, 2003
482003
A core inflation index for the euro area
R Cristadoro, M Forni, L Reichlin, G Veronese
CEPR Discussion Paper, 2001
442001
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
392003
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
352012
Preliminary data and econometric forecasting: An application with the Bank of Italy quarterly model
F Busetti
CEPR Discussion Paper, 2004
302004
Tests of seasonal integration and cointegration in multivariate unobserved component models
F Busetti
Journal of Applied Econometrics 21 (4), 419-438, 2006
262006
The Bank of Italy's quarterly model
F Busetti, A Locarno, L Monteforte
Chapters, 2005
252005
L'impatto macroeconomico della crisi del debito sovrano: un'analisi controfattuale per l'economia italiana
F Busetti, P Cova
Banca d'Italia, 2013
232013
Testing against stochastic trend in the presence of variance shifts
F Busetti, AMR Taylor
Journal of Business and Economic Statistics 21, 510-531, 2003
232003
Quantile aggregation of density forecasts
F Busetti
Oxford Bulletin of Economics and Statistics 79 (4), 495-512, 2017
202017
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