Fabio Busetti

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

21

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1,617

SSRN CITATIONS
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Top 2,510

in Total Papers Citations

198

CROSSREF CITATIONS

335

Scholarly Papers (21)

1.

Inflation Convergence and Divergence within the European Monetary Union

ECB Working Paper No. 574
Number of pages: 38 Posted: 17 Jan 2006
Bank of Italy, International Monetary Fund (IMF), University of Cambridge - Department of Applied Economics and Bank of Italy
Downloads 513 (67,467)
Citation 5

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Absolute Convergence, Inflation Differentials, Stability, Unit Root Tests

2.
Downloads 192 (193,727)
Citation 3

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Italian economy, european sovereign debt crisis, forecasting and simulation

3.

Testing for Trend

Bank of Italy Economic Research Paper No. 614
Number of pages: 34 Posted: 19 Mar 2007
Fabio Busetti and Andrew Harvey
Bank of Italy and University of Cambridge - Department of Applied Economics
Downloads 139 (254,524)
Citation 27

Abstract:

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Cramér-von Mises distribution, stationarity test, stochastic trend, unit root, unobserved component

4.

Domestic and Global Determinants of Inflation: Evidence from Expectile Regression

Bank of Italy Temi di Discussione (Working Paper) No. 1225, June 2019
Number of pages: 31 Posted: 10 Aug 2019
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 132 (264,829)
Citation 2

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asymmetric least squares, globalization, inflation quantiles, Phillips curve, time varying parameters

5.

Convergences of Prices and Rates of Inflation

Bank of Italy Economic Research Paper No. 575
Number of pages: 39 Posted: 10 Apr 2006
Fabio Busetti, Silvia Fabiani and Andrew Harvey
Bank of Italy, Bank of Italy and University of Cambridge - Department of Applied Economics
Downloads 86 (354,448)
Citation 3

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Dickey-Fuller test, initial condition, law of one price, stationarity test

6.

The Bank of Italy Econometric Model: An Update of the Main Equations and Model Elasticities

Bank of Italy Temi di Discussione (Working Paper) No. 1130
Number of pages: 62 Posted: 22 Sep 2017
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 66 (411,623)
Citation 8

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macro-econometric models, Italy, forecasting, policy simulation

7.

Comparing Forecast Accuracy: A Monte Carlo Investigation

Bank of Italy Temi di Discussione (Working Paper) No. 723
Number of pages: 40 Posted: 15 Dec 2009
Fabio Busetti, Juri Marcucci and Giovanni Veronese
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 66 (411,623)
Citation 71

Abstract:

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Forecast encompassing, Model evaluation, Nested models, Non-nested models, Equal predictive ability

8.

Deflationary Shocks and De-Anchoring of Inflation Expectations

Bank of Italy Occasional Paper No. 252
Number of pages: 25 Posted: 05 Apr 2015
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 61 (428,300)
Citation 4

Abstract:

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expected inflation, incomplete information, learning

9.

The Trend-Cycle Decomposition of Output and the Phillips Curve: Bayesian Estimates for Italy

Bank of Italy Temi di Discussione (Working Paper) No. 941
Number of pages: 40 Posted: 15 Mar 2014
Fabio Busetti and Michele Caivano
Bank of Italy and Bank of Italy
Downloads 54 (453,693)
Citation 55

Abstract:

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Bayesian methods, potential output, unobserved components

10.

Bootstrap LR Tests of Stationarity, Common Trends and Cointegration

Bank of Italy Temi di Discussione (Working Paper) No. 799
Number of pages: 31 Posted: 13 May 2011
Fabio Busetti and Silvestro Di Sanzo
Bank of Italy and Confcommerico, Reserach Department
Downloads 52 (461,210)
Citation 60

Abstract:

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Kalman filter, state-space models, unit roots

11.
Downloads 48 (477,212)
Citation 12

Quantile Aggregation of Density Forecasts

Bank of Italy Temi di Discussione (Working Paper) No. 979
Number of pages: 29 Posted: 17 Jan 2015
Fabio Busetti
Bank of Italy
Downloads 48 (485,814)
Citation 13

Abstract:

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fan charts, macroeconomic forecasts, model combination

Quantile Aggregation of Density Forecasts

Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 4, pp. 495-512, 2017
Number of pages: 18 Posted: 27 Jun 2017
Fabio Busetti
Bank of Italy
Downloads 0
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12.

On the Conditional Distribution of Euro Area Inflation Forecast

Bank of Italy Temi di Discussione (Working Paper) No. 1027
Number of pages: 35 Posted: 26 Jan 2016
Fabio Busetti, Michele Caivano and Maria Lisa Rodano
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 43 (498,883)
Citation 22

Abstract:

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quantile regression, Phillips curve, time-varying distribution

13.

Low Frequency Drivers of the Real Interest Rate: A Band Spectrum Regression Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1132
Number of pages: 30 Posted: 06 Oct 2017
Fabio Busetti and Michele Caivano
Bank of Italy and Bank of Italy
Downloads 30 (564,113)
Citation 19

Abstract:

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natural rate, secular stagnation, spectral analysis

14.

On Detecting End-of-Sample Instabilities

Bank of Italy Temi di Discussione (Working Paper) No. 881
Number of pages: 36 Posted: 24 Oct 2012
Fabio Busetti
Bank of Italy
Downloads 30 (564,113)
Citation 22

Abstract:

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structural breaks, time-varying parameters

15.

Main Drivers of the Recent Decline in Italy's Non-Construction Investment

Bank of Italy Occasional Paper No. 276
Number of pages: 35 Posted: 25 Aug 2015
Fabio Busetti, Claire Giordano and Giordano Zevi
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 25 (594,820)
Citation 2

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non-construction investment, uncertainty, credit constraints

16.

The Time-varying Risk of Italian GDP

Bank of Italy Temi di Discussione (Working Paper) No. 1288
Number of pages: 41 Posted: 25 Aug 2020
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 22 (615,000)
Citation 20

Abstract:

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asymmetric least squares, expectiles, density forecasts, GDP growth, risks

17.

Convergence of Prices and Rates of Inflation

Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 863-877, December 2006
Number of pages: 15 Posted: 24 Nov 2006
Fabio Busetti, Silvia Fabiani and Andrew Harvey
Bank of Italy, Bank of Italy and University of Cambridge - Department of Applied Economics
Downloads 22 (615,000)
Citation 5
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18.

Monetary Policy Strategies in the New Normal: A Model-Based Analysis for the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 1308
Number of pages: 49 Posted: 14 Apr 2021
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 19 (635,725)

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monetary policy, natural interest rate, effective lower bound

19.

Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model

Number of pages: 36 Posted: 03 Jun 2004
Fabio Busetti
Bank of Italy
Downloads 13 (679,320)
Citation 22
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Preliminary data, macroeconomic forecasting, bank of Italy quarterly economic model

20.

Tests of Strict Stationarity Based on Quantile Indicators

Journal of Time Series Analysis, Vol. 31, Issue 6, pp. 435-450, November 2010
Number of pages: 16 Posted: 12 Oct 2010
Fabio Busetti and Andrew Harvey
Bank of Italy and University of Cambridge - Department of Applied Economics
Downloads 4 (749,147)
Citation 1
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21.

Trust, But Verify. De-Anchoring of Inflation Expectations Under Learning and Heterogeneity

ECB Working Paper No. 1994
Posted: 03 Feb 2017
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy

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Learning, DSGE, Expectations de-anchoring, Inflation