Fabio Busetti : Citation Profile


Are you Fabio Busetti?

Banca d'Italia

10

H index

12

i10 index

509

Citations

RESEARCH PRODUCTION:

21

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 24
   Journals where Fabio Busetti has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 18 (3.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbu43
   Updated: 2020-01-25    RAS profile: 2019-11-15    
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Relations with other researchers


Works with:

Locarno, Alberto (4)

Caivano, Michele (4)

Rodano, Lisa (3)

Gerali, Andrea (3)

Zevi, Giordano (3)

Cova, Pietro (3)

Giordano, Claire (2)

Delle Monache, Davide (2)

Notarpietro, Alessandro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio Busetti.

Is cited by:

Taylor, Robert (17)

Paya, Ivan (11)

Cavaliere, Giuseppe (9)

Giordano, Claire (9)

Kruse, Robinson (8)

Phillips, Peter (8)

Neri, Stefano (7)

Fritsche, Ulrich (7)

Carrion-i-Silvestre, Josep (7)

Proietti, Tommaso (7)

Leybourne, Stephen (7)

Cites to:

Harvey, Andrew (46)

Gertler, Mark (14)

Gali, Jordi (14)

Phillips, Peter (14)

Schmidt, Peter (13)

Clarida, Richard (12)

Andrews, Donald (12)

shin, yongcheol (11)

Taylor, Robert (8)

Siviero, Stefano (8)

Elliott, Graham (7)

Main data


Where Fabio Busetti has published?


Journals with more than one article published# docs
Journal of Time Series Analysis3
Journal of Econometrics2
Econometric Theory2
Oxford Bulletin of Economics and Statistics2
Journal of Forecasting2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area15
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area4
Working Paper Series / European Central Bank2

Recent works citing Fabio Busetti (2019 and 2018)


YearTitle of citing document
2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, Ke. In: Papers. RePEc:arx:papers:1804.02348.

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2018Corporate liquidity in Italy and its increase in the long recession. (2018). Dottori, Davide ; Micucci, Giacinto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_420_18.

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2018Unwinding external stock imbalances? The case of Italy’s net international investment position. (2018). Della Corte, Valerio ; Tosti, Enrico ; Federico, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_446_18.

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2018How slow is the recovery of loans to firms in Italy?. (2018). Signoretti, Federico ; Russo, Paolo Finaldi ; Felici, Roberto ; Eramo, Ginette . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_469_18.

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2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

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2019Anchored or de-anchored? That is the question. (2019). Tagliabracci, Alex ; Neri, Stefano ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_516_19.

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2018Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors. (2018). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1167_18.

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2018Firms’ investments during two crises. (2018). Sette, Enrico ; De Socio, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1173_18.

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2019Relative price dynamics in the Euro area: where do we stand?. (2019). Rodano, Lisa ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1226_19.

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2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

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2019ALIENOR, a Macrofinancial Model for Macroprudential Policy. (2019). Scalone, Valerio ; Ferriere, Thomas ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:724.

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2019Why have interest rates fallen far below the return on capital. (2019). Mojon, Benoit ; Velde, Franois R ; Marx, Magali. In: BIS Working Papers. RePEc:bis:biswps:794.

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2019Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Moessner, Richhild ; Galati, Gabriele ; Teppa, Federica ; Apokoritis, Nikos. In: BIS Working Papers. RePEc:bis:biswps:809.

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2018EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652.

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2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Ciccarelli, Matteo ; Alvarez, Luis. In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

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The long-term distribution of expected inflation in the euro area: what has changed since the great recession?. (2017). Dovern, Jonas ; Kenny, Geoff. In: Working Paper Series. RePEc:ecb:ecbwps:20171999.

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2018Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2019The macro determinants of firms and households investment: Evidence from Italy. (2019). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:118-133.

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2019Price convergence in the European Union – What has changed?. (2019). Hałka, Aleksandra ; Leszczyska-Paczesna, Agnieszka ; Haka, Aleksandra. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:226-241.

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2018Change point detection in heteroscedastic time series. (2018). Gorecki, Tomasz ; Kokoszka, Piotr ; Horvath, Lajos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88.

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2018Identifying price bubble periods in the energy sector. (2018). Escobari, Diego ; Sharma, Shahil. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:418-429.

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2018Selection of Value at Risk Models for Energy Commodities. (2018). Laporta, Alessandro G ; Petrella, Lea ; Merlo, Luca. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:628-643.

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2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model. (2018). Ji, Qiang ; Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:14-27.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2019Forecasting inflation in Latin America with core measures. (2019). Pincheira, Pablo ; Pincheira-Brown, Pablo ; Nolazco, Jose Luis ; Selaive, Jorge . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1060-1071.

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2019Manager sentiment and stock returns. (2019). Zhou, Guofu ; Martin, Xiumin ; Lee, Joshua ; Jiang, Fuwei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:126-149.

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2018A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households. (2018). Casiraghi, Marco ; Secchi, Alessandro ; Rodano, Lisa ; Gaiotti, Eugenio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:215-235.

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2018Dynamics and factors of inflation convergence in the European union. (2018). Kočenda, Evžen ; Brož, Václav ; Koenda, Even. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:93-111.

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2019Three dimensions of central bank credibility and inferential expectations: The Euro zone. (2019). Zizzo, Daniel ; Henckel, Timo ; Moffatt, Peter ; Menzies, Gordon D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:294-308.

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2019Did monetary policy fuel the housing bubble? An application to Ireland. (2019). Hellinckx, Kevin ; Moons, Cindy. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:294-315.

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2019Gold prices and the cryptocurrencies: Evidence of convergence and cointegration. (2019). Gil-Alana, Luis A ; Adebola, Solarin Sakiru ; Madigu, Godfrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1227-1236.

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2018Why Have Interest Rates Fallen Far Below the Return on Capital. (2018). Velde, Francois ; Mojon, Benoit ; Marx, Magali. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-01.

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2019Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2018Back on Track? A micro-macro Narrative of Italian Exports. (2018). Linarello, Andrea ; Giordano, Claire ; FELETTIGH, ALBERTO ; Fabiani, Silvia ; Federico, Stefano ; Bugamelli, Matteo. In: Working Papers. RePEc:itt:wpaper:wp2018-1.

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2018Testing for Inflation Convergence among European Union Countries:A Panel Approach. (2018). Fountas, Stilianos ; Tsafa-Karakatsanidou, Maria. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_09.

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2018Testing for strict stationarity in a random coefficient autoregressive model. (2018). Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/02.

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2019Testing collinearity of vector time series. (2019). Jach, Agnieszka ; McElroy, Tucker S. In: Econometrics Journal. RePEc:oup:emjrnl:v:22:y:2019:i:2:p:97-116..

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2018An Examination of the Occurrence of Speculative Bubbles in the US Stock Markets. (2018). Mulla, Pranvera ; Gumeni, Anita ; Shalari, Ornela . In: Romanian Economic Journal. RePEc:rej:journl:v:21:y:2018:i:67:p:98-109.

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2018Examining the Efficiency of American Stock Exchange NASDAQ: An empirical analysis of the Market Efficiency Hypothesis. (2018). Mehmood, Rashid ; Younas, Muhammad Zeeshan. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:7:y:2018:i:3:p:132-137.

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2018Financial contagion behavior analysis based on complex network approach. (2018). Zhu, Yangguang ; Ye, Wuyi ; Yang, Feng. In: Annals of Operations Research. RePEc:spr:annopr:v:268:y:2018:i:1:d:10.1007_s10479-016-2362-6.

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2019Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence. (2019). Canarella, Giorgio ; Pollard, Stephen K ; Miller, Stephen M ; Gupta, Rangan. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1361-z.

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2018Corporate liquidity in Italy and its increase in the long recession. (2018). Dottori, Davide ; Micucci, Giacinto. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:3:d:10.1007_s40888-018-0117-3.

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2018Italy’s Price Competitiveness: An Empirical Assessment Through Export Elasticities. (2018). Paternesi Meloni, Walter. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:4:y:2018:i:3:d:10.1007_s40797-018-0075-5.

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2018Testing for Stationarity at High Frequency. (2018). Park, Joon Y ; Lu, YE ; Jiang, Bibo . In: Working Papers. RePEc:syd:wpaper:2018-09.

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2018The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

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2018Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data. (2018). Miller, J.. In: Working Papers. RePEc:umc:wpaper:1809.

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2018Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

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Works by Fabio Busetti:


YearTitleTypeCited
2013The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers).
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paper5
2014Deflationary shocks and de-anchoring of inflation expectations In: Questioni di Economia e Finanza (Occasional Papers).
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paper5
2015Main drivers of the recent decline in Italy’s non-construction investment In: Questioni di Economia e Finanza (Occasional Papers).
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paper8
2016The Drivers of Italy’s Investment Slump During the Double Recession.(2016) In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
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This paper has another version. Agregated cites: 8
article
2019Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses In: Questioni di Economia e Finanza (Occasional Papers).
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paper0
2014The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences.
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paper0
2015On the conditional distribution of euro area inflation forecast In: Temi di discussione (Economic working papers).
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paper3
2017The Bank of Italy econometric model: an update of the main equations and model elasticities In: Temi di discussione (Economic working papers).
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paper7
2017Low frequency drivers of the real interest rate: a band spectrum regression approach In: Temi di discussione (Economic working papers).
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paper4
2019Domestic and global determinants of inflation: evidence from expectile regression In: Temi di discussione (Economic working papers).
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paper0
2000Testing for Stochastic Trends in Series with Structural Breaks In: Temi di discussione (Economic working papers).
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paper1
2000Testing for Stochastic Trends in Series with Structural Breaks..(2000) In: Banca Italia - Servizio di Studi.
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This paper has another version. Agregated cites: 1
paper
2001The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model In: Temi di discussione (Economic working papers).
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paper8
2003Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots In: Temi di discussione (Economic working papers).
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2003Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots.(2003) In: Journal of Econometrics.
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2003Tests of seasonal integration and cointegration in multivariate unobserved component models In: Temi di discussione (Economic working papers).
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paper5
2006Tests of seasonal integration and cointegration in multivariate unobserved component models.(2006) In: Journal of Applied Econometrics.
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2004Tests of seasonal integration and cointegration in multivariate unobserved component models.(2004) In: Econometrics.
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2006Convergences of prices and rates of inflation In: Temi di discussione (Economic working papers).
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paper32
2006Convergence of Prices and Rates of Inflation*.(2006) In: Oxford Bulletin of Economics and Statistics.
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2007Testing for trend In: Temi di discussione (Economic working papers).
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2008TESTING FOR TREND.(2008) In: Econometric Theory.
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2009Comparing forecast accuracy: A Monte Carlo investigation In: Temi di discussione (Economic working papers).
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2013Comparing forecast accuracy: A Monte Carlo investigation.(2013) In: International Journal of Forecasting.
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2011Bootstrap LR tests of stationarity, common trends and cointegration In: Temi di discussione (Economic working papers).
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2012On detecting end-of-sample instabilities In: Temi di discussione (Economic working papers).
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2013The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy In: Temi di discussione (Economic working papers).
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2014Quantile aggregation of density forecasts In: Temi di discussione (Economic working papers).
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2017Quantile Aggregation of Density Forecasts.(2017) In: Oxford Bulletin of Economics and Statistics.
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2003Seasonality Tests. In: Journal of Business & Economic Statistics.
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2003Variance Shifts, Structural Breaks, and Stationarity Tests. In: Journal of Business & Economic Statistics.
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article19
2019Low frequency drivers of the real interest rate: Empirical evidence for advanced economies In: International Finance.
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2001Testing for the Presence of a Random Walk in Series with Structural Breaks In: Journal of Time Series Analysis.
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article13
1998Testing for the presence of a random walk in series with structural breaks.(1998) In: LSE Research Online Documents on Economics.
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2003FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS In: Journal of Time Series Analysis.
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2010Tests of strict stationarity based on quantile indicators In: Journal of Time Series Analysis.
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2002Testing for Drift in a Time Series In: Cambridge Working Papers in Economics.
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2007Tests of time-invariance In: Cambridge Working Papers in Economics.
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paper5
2008When is a copula constant? A test for changing relationships In: Cambridge Working Papers in Economics.
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2011When is a Copula Constant? A Test for Changing Relationships.(2011) In: Journal of Financial Econometrics.
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1998Testing 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.) In: STICERD - Econometrics Paper Series.
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2004Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model In: CEPR Discussion Papers.
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2006Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model.(2006) In: Journal of Forecasting.
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2005STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER In: Econometric Theory.
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2004Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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2006Inflation convergence and divergence within the European Monetary Union In: Working Paper Series.
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2007Inflation Convergence and Divergence within the European Monetary Union.(2007) In: International Journal of Central Banking.
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2017Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity In: Working Paper Series.
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2009Initial conditions and stationarity tests In: Economics Letters.
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2004Tests of stationarity against a change in persistence In: Journal of Econometrics.
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2005The Bank of Italys quarterly model In: Chapters.
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2002Testing for (Common) Stochastic Trends in the Presence of Structural Breaks. In: Journal of Forecasting.
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2001IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES In: Computing in Economics and Finance 2001.
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paper0
2016The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area In: Empirical Economics.
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article1

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