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Fabio Busetti

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Personal Details

First Name: Fabio
Middle Name:
Last Name: Busetti
Suffix:

RePEc Short-ID: pbu43

Email:
Homepage: http://fabiobusetti.altervista.org/
Postal Address: Via Nazionale 91 00184 Roma Italy
Phone:

Affiliation

Banca d'Italia
Location: Roma, Italy
Homepage: http://www.bancaditalia.it/
Email:
Phone:
Fax:
Postal: Via Nazionale, 91 - 00184 Roma
Handle: RePEc:edi:bdigvit (more details at EDIRC)

Works

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Working papers

  1. Fabio Busetti & Michele Caivano, 2013. "The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy," Temi di discussione (Economic working papers) 941, Bank of Italy, Economic Research and International Relations Area.
  2. Fabio Busetti & Pietro Cova, 2013. "The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy," Questioni di Economia e Finanza (Occasional Papers) 201, Bank of Italy, Economic Research and International Relations Area.
  3. Fabio Busetti, 2012. "On detecting end-of-sample instabilities," Temi di discussione (Economic working papers) 881, Bank of Italy, Economic Research and International Relations Area.
  4. Fabio Busetti & Silvestro di Sanzo, 2011. "Bootstrap LR tests of stationarity, common trends and cointegration," Temi di discussione (Economic working papers) 799, Bank of Italy, Economic Research and International Relations Area.
  5. Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers) 723, Bank of Italy, Economic Research and International Relations Area.
  6. Busetti, F. & Harvey, A., 2008. "When is a copula constant? A test for changing relationships," Cambridge Working Papers in Economics 0841, Faculty of Economics, University of Cambridge.
  7. Busettti, F. & Harvey, A., 2007. "Tests of time-invariance," Cambridge Working Papers in Economics 0701, Faculty of Economics, University of Cambridge.
  8. Fabio Busetti & Andrew Harvey, 2007. "Testing for trend," Temi di discussione (Economic working papers) 614, Bank of Italy, Economic Research and International Relations Area.
  9. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergences of prices and rates of inflation," Temi di discussione (Economic working papers) 575, Bank of Italy, Economic Research and International Relations Area.
  10. Busetti, Fabio & Forni, Lorenzo & Harvey, Andrew & Venditti, Fabrizio, 2006. "Inflation convergence and divergence within the European Monetary Union," Working Paper Series 0574, European Central Bank.
  11. Busetti, Fabio, 2004. "Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model," CEPR Discussion Papers 4382, C.E.P.R. Discussion Papers.
  12. Fabio Busetti, 2004. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Econometrics 0411003, EconWPA.
  13. Robert Taylor & Fabio Busetti, 2004. "Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power," Econometric Society 2004 Far Eastern Meetings 494, Econometric Society.
  14. Fabio Busetti & A. M. Robert Taylor, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Temi di discussione (Economic working papers) 470, Bank of Italy, Economic Research and International Relations Area.
  15. Busettti, F. & Harvey, A., 2002. "Testing for Drift in a Time Series," Cambridge Working Papers in Economics 0237, Faculty of Economics, University of Cambridge.
  16. Fabio Busetti, 2001. "The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model," Temi di discussione (Economic working papers) 437, Bank of Italy, Economic Research and International Relations Area.
  17. Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero, 2001. "Identifying The Monetary Policy Transmission Channels: The Role Of Simultaneity, Model Nonlinearity, Expectation Formation Mechanisms And Policy Rules," Computing in Economics and Finance 2001 177, Society for Computational Economics.
  18. Busetti, F., 2000. "Testing for Stochastic Trends in Series with Structural Breaks," Papers 385, Banca Italia - Servizio di Studi.
  19. Fabio Busetti & Andrew C Harvey, 1998. "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 /1998/365, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  20. Fabio Busetti & Andrew Harvey, 1998. "Testing for the presence of a random walk in series with structural breaks," LSE Research Online Documents on Economics 6870, London School of Economics and Political Science, LSE Library.

Articles

  1. Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
  2. Fabio Busetti & Andrew Harvey, 2011. "When is a Copula Constant? A Test for Changing Relationships," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 106-131, Winter.
  3. Fabio Busetti & Andrew Harvey, 2010. "Tests of strict stationarity based on quantile indicators," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 435-450, November.
  4. Busetti, Fabio, 2009. "Initial conditions and stationarity tests," Economics Letters, Elsevier, vol. 105(3), pages 296-299, December.
  5. Busetti, Fabio & Harvey, Andrew, 2008. "Testing For Trend," Econometric Theory, Cambridge University Press, vol. 24(01), pages 72-87, February.
  6. Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti, 2007. "Inflation Convergence and Divergence within the European Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 3(2), pages 95-121, June.
  7. Fabio Busetti, 2006. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 419-438.
  8. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergence of Prices and Rates of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 863-877, December.
  9. Fabio Busetti, 2006. "Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 1-23.
  10. Busetti, Fabio & Taylor, A.M. Robert, 2005. "Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power," Econometric Theory, Cambridge University Press, vol. 21(04), pages 757-794, August.
  11. Busetti, Fabio & Taylor, A. M. Robert, 2004. "Tests of stationarity against a change in persistence," Journal of Econometrics, Elsevier, vol. 123(1), pages 33-66, November.
  12. Busetti, Fabio & Taylor, A. M. Robert, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Journal of Econometrics, Elsevier, vol. 117(1), pages 21-53, November.
  13. Fabio Busetti & Andrew Harvey, 2003. "Further Comments On Stationarity Tests In Series With Structural Breaks At Unknown Points," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 137-140, 03.
  14. Busetti, Fabio & Taylor, A M Robert, 2003. "Variance Shifts, Structural Breaks, and Stationarity Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 510-31, October.
  15. Busetti, Fabio & Harvey, Andrew, 2003. "Seasonality Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 420-36, July.
  16. Busetti, Fabio, 2002. "Testing for (Common) Stochastic Trends in the Presence of Structural Breaks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(2), pages 81-105, March.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-05-27 2007-03-10 2007-03-10. Author is listed
  2. NEP-ECM: Econometrics (9) 2002-12-11 2004-10-30 2004-11-22 2006-05-27 2007-03-10 2007-03-10 2008-10-28 2009-10-17 2011-07-13. Author is listed
  3. NEP-EEC: European Economics (1) 2006-01-24
  4. NEP-ETS: Econometric Time Series (6) 2002-12-09 2004-10-30 2004-11-22 2007-03-10 2007-03-10 2011-07-13. Author is listed
  5. NEP-FOR: Forecasting (1) 2009-10-17
  6. NEP-IFN: International Finance (1) 2004-11-22
  7. NEP-MAC: Macroeconomics (3) 2006-01-24 2013-10-25 2013-12-20. Author is listed
  8. NEP-MON: Monetary Economics (2) 2006-01-24 2006-05-27
  9. NEP-RMG: Risk Management (1) 2002-12-09
  10. NEP-SEA: South East Asia (1) 2008-10-28

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