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Sebastian Fossati

Personal Details

First Name:Sebastian
Middle Name:
Last Name:Fossati
Suffix:
RePEc Short-ID:pfo140
http://www.ualberta.ca/~sfossati
Department of Economics, University of Alberta, 8-14 Tory, Edmonton, AB, Canada T6G 2H4
(780) 492 3127
Twitter: @sebafossati
Terminal Degree: Department of Economics; University of Washington (from RePEc Genealogy)

Affiliation

Department of Economics
University of Alberta

Edmonton, Canada
http://economics.ualberta.ca/

: (780) 492-3406
(780) 492-3300
8-14 HM Tory, Edmonton, Alberta, T6G 2H4
RePEc:edi:deualca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Fossati, Sebastian, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-9, University of Alberta, Department of Economics.
  2. Fossati, Sebastian, 2014. "Output Growth and Commodity Prices in Latin America: What Has Changed?," Working Papers 2014-11, University of Alberta, Department of Economics.
  3. Fossati, Sebastian, 2013. "Forecasting U.S. Recessions with Macro Factors," Working Papers 2013-3, University of Alberta, Department of Economics.
  4. Fossati, Sebastian, 2011. "Covariate Unit Root Tests with Good Size and Power," Working Papers 2011-4, University of Alberta, Department of Economics.
  5. Fossati, Sebastian, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-5, University of Alberta, Department of Economics, revised 01 Feb 2012.
  6. Fossati, Sebastian, 2011. "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers 2011-10, University of Alberta, Department of Economics.

Articles

  1. Sebastian Fossati, 2017. "Output Growth And Structural Reform In Latin America: Have Business Cycles Changed?," Contemporary Economic Policy, Western Economic Association International, vol. 35(1), pages 62-75, January.
  2. Fossati Sebastian, 2016. "Dating US business cycles with macro factors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 529-547, December.
  3. Sebastian Fossati, 2015. "Forecasting US recessions with macro factors," Applied Economics, Taylor & Francis Journals, vol. 47(53), pages 5726-5738, November.
  4. Sebastian Fossati, 2013. "Unit root testing with stationary covariates and a structural break in the trend function," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 368-384, May.
  5. Fossati, Sebastian, 2012. "Covariate unit root tests with good size and power," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3070-3079.
  6. Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez, 2007. "Regional and international market integration of a small open economy," Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 77-98, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fossati, Sebastian, 2013. "Forecasting U.S. Recessions with Macro Factors," Working Papers 2013-3, University of Alberta, Department of Economics.

    Cited by:

    1. Baris Soybilgen, 2017. "Identifying Us Business Cycle Regimes Using Factor Augmented Neural Network Models," Working Papers 1703, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
    2. Fossati, Sebastian, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-9, University of Alberta, Department of Economics.

  2. Fossati, Sebastian, 2011. "Covariate Unit Root Tests with Good Size and Power," Working Papers 2011-4, University of Alberta, Department of Economics.

    Cited by:

    1. Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
    2. Pitarakis, Jean-Yves, 2014. "A joint test for structural stability and a unit root in autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 577-587.
    3. Stefano Grassi & Tommaso Proietti, 2010. "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series EERI_RP_2010_25, Economics and Econometrics Research Institute (EERI), Brussels.
    4. Sebastian Fossati, 2013. "Unit root testing with stationary covariates and a structural break in the trend function," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 368-384, May.
    5. Kazuki Hiraga, 2011. "New Methods for Testing the Sustainability of Government Debt," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-020, Keio/Kyoto Joint Global COE Program.

  3. Fossati, Sebastian, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-5, University of Alberta, Department of Economics, revised 01 Feb 2012.

    Cited by:

    1. Egger, Peter & Pfaffermayr, Michael, 2011. "Structural Estimation of Gravity Models with Path-dependent Market Entry," CEPR Discussion Papers 8458, C.E.P.R. Discussion Papers.
    2. Fossati, Sebastian, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-9, University of Alberta, Department of Economics.

  4. Fossati, Sebastian, 2011. "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers 2011-10, University of Alberta, Department of Economics.

    Cited by:

    1. Fossati, Sebastian, 2011. "Covariate Unit Root Tests with Good Size and Power," Working Papers 2011-4, University of Alberta, Department of Economics.

Articles

  1. Fossati Sebastian, 2016. "Dating US business cycles with macro factors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 529-547, December.
    See citations under working paper version above.
  2. Sebastian Fossati, 2015. "Forecasting US recessions with macro factors," Applied Economics, Taylor & Francis Journals, vol. 47(53), pages 5726-5738, November.
    See citations under working paper version above.
  3. Sebastian Fossati, 2013. "Unit root testing with stationary covariates and a structural break in the trend function," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 368-384, May.
    See citations under working paper version above.
  4. Fossati, Sebastian, 2012. "Covariate unit root tests with good size and power," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3070-3079.
    See citations under working paper version above.
  5. Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez, 2007. "Regional and international market integration of a small open economy," Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 77-98, May.

    Cited by:

    1. Varela, Gonzalo & Aldaz-Carroll, Enrique & Iacovone, Leonardo, 2012. "Determinants of market integration and price transmission in Indonesia," Policy Research Working Paper Series 6098, The World Bank.
    2. Cruz, Jose Cesar Jr. & Silveira, Rodrigo L. F. & Capitani, Daniel H. D. & Urso, Fabiana S. P. & Martines, Joao G. Filho, 2016. "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 236127, Agricultural and Applied Economics Association.
    3. Lanfranco, Bruno A. & Ferraro, Bruno & Rostan, Francisco, 2015. "Beef Cattle in the MERCOSUR bloc: Integrated or Separate Markets?," 2015 Conference, August 9-14, 2015, Milan, Italy 212030, International Association of Agricultural Economists.
    4. Varela, Gonzalo J., 2012. "Incomplete, slow, and asymmetric price transmission in ten product markets of Bolivia," Policy Research Working Paper Series 6291, The World Bank.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. University of Alberta Economists (UAE)

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2011-06-18 2011-06-18 2011-07-21 2017-09-17
  2. NEP-FOR: Forecasting (3) 2011-06-18 2013-04-13 2017-09-17
  3. NEP-ETS: Econometric Time Series (2) 2011-06-18 2011-07-21
  4. NEP-BEC: Business Economics (1) 2011-06-18
  5. NEP-CBA: Central Banking (1) 2011-06-18
  6. NEP-GRO: Economic Growth (1) 2014-10-17
  7. NEP-LAM: Central & South America (1) 2014-10-17
  8. NEP-MAC: Macroeconomics (1) 2014-10-17
  9. NEP-ORE: Operations Research (1) 2011-06-18

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