Fabio Busetti : Citation Profile


Are you Fabio Busetti?

Banca d'Italia

11

H index

12

i10 index

526

Citations

RESEARCH PRODUCTION:

20

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 23
   Journals where Fabio Busetti has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 17 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbu43
   Updated: 2020-10-24    RAS profile: 2020-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Caivano, Michele (4)

Delle Monache, Davide (3)

Zevi, Giordano (2)

Rodano, Lisa (2)

Locarno, Alberto (2)

Giordano, Claire (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 (16)

Paya, Ivan (11)

Giordano, Claire (9)

Cavaliere, Giuseppe (9)

Phillips, Peter (8)

Kruse, Robinson (8)

Neri, Stefano (7)

Silvestrini, Andrea (7)

Fritsche, Ulrich (7)

Carrion-i-Silvestre, Josep (7)

Proietti, Tommaso (7)

Cites to:

Harvey, Andrew (46)

Gali, Jordi (14)

Phillips, Peter (14)

Gertler, Mark (14)

Schmidt, Peter (13)

Andrews, Donald (12)

Clarida, Richard (12)

shin, yongcheol (11)

Siviero, Stefano (9)

Taylor, Robert (8)

Elliott, Graham (7)

Main data


Where Fabio Busetti has published?


Journals with more than one article published# docs
Journal of Time Series Analysis2
Econometric Theory2
Journal of Econometrics2
Journal of Forecasting2
Oxford Bulletin of Economics and Statistics2
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 Area16
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 (2020 and 2019)


YearTitle of citing document
2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

Full description at Econpapers || Download paper

2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Asymmetry in the conditional distribution of euro-area inflation. (2020). Tagliabracci, Alex. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1270_20.

Full description at Econpapers || Download paper

2020Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour. (2020). Zizza, Roberta ; Rondinelli, Concetta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1276_20.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Inflation at risk in advanced and emerging economies. (2020). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:883.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020New Evidence on the Anchoring of Inflation Expectations in the Euro Area. (2020). Mohrle, Sascha. In: ifo Working Paper Series. RePEc:ces:ifowps:_337.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Sequential monitoring for changes from stationarity to mild non-stationarity. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:209-238.

Full description at Econpapers || Download paper

2020Testing for Stationarity at High Frequency. (2020). Park, Joon Y ; Lu, YE ; Jiang, Bibo. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:341-374.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Inflation targeting and liquidity traps under endogenous credibility. (2019). Hommes, Cars ; Lustenhouwer, Joep. In: Journal of Monetary Economics. RePEc:eee:moneco:v:107:y:2019:i:c:p:48-62.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Inflation at Risk. (2020). Lopez-Salido, David ; Loria, Francesca. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-13.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares. (2020). Midili, Murat. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9876-8.

Full description at Econpapers || Download paper

2020A Stock-Flow Consistent Quarterly Model of the Italian Economy. (). Zezza, Gennaro. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_958.

Full description at Econpapers || Download paper

2019Long-Run Changes in Radiative Forcing and Surface Temperature: The Effect of Human Activity over the Last Five Centuries.. (2019). Panagiotidis, Theodore ; Dergiades, Theologos ; Kaufmann, Robert K. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_06.

Full description at Econpapers || Download paper

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..

Full description at Econpapers || Download paper

2020On the Computation and Essence of the Nominal Convergence Criteria for Africa Currency Union: ECOWAS in Perspective. (2020). Abban, Stanley. In: MPRA Paper. RePEc:pra:mprapa:100215.

Full description at Econpapers || Download paper

2020Okuns Law: Copula-based Evidence from G7 Countries. (2020). Stavrakoudis, Athanassios ; Benos, Nikos. In: MPRA Paper. RePEc:pra:mprapa:103318.

Full description at Econpapers || Download paper

2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019A note on the evidence of inflation persistence around the world. (2019). Belaire-Franch, Jorge. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1403-6.

Full description at Econpapers || Download paper

2020Convergence of consumption patterns in the European Union. (2020). Michail, Nektarios A. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1578-5.

Full description at Econpapers || Download paper

2019Real and financial cycles: estimates using unobserved component models for the Italian economy. (2019). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00453-1.

Full description at Econpapers || Download paper

2019Panel stationary tests against changes in persistence. (2019). Westerlund, Joakim ; Costantini, Mauro ; Cerqueti, Roy ; Gutierrez, Luciano. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-016-0864-6.

Full description at Econpapers || Download paper

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).
[Full Text][Citation analysis]
paper5
2014Deflationary shocks and de-anchoring of inflation expectations In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]
paper6
2015Main drivers of the recent decline in Italy’s non-construction investment In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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).
[Full Text][Citation analysis]
paper0
2014The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences.
[Full Text][Citation analysis]
paper0
2015On the conditional distribution of euro area inflation forecast In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper6
2017The Bank of Italy econometric model: an update of the main equations and model elasticities In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper8
2017Low frequency drivers of the real interest rate: a band spectrum regression approach In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper5
2019Domestic and global determinants of inflation: evidence from expectile regression In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper0
2020The time-varying risk of Italian GDP In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper1
2000Testing for Stochastic Trends in Series with Structural Breaks In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper1
2000Testing for Stochastic Trends in Series with Structural Breaks..(2000) In: Banca Italia - Servizio di Studi.
[Citation analysis]
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).
[Full Text][Citation analysis]
paper8
2003Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper10
2003Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2003Tests of seasonal integration and cointegration in multivariate unobserved component models In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper5
2006Tests of seasonal integration and cointegration in multivariate unobserved component models.(2006) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2004Tests of seasonal integration and cointegration in multivariate unobserved component models.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2006Convergences of prices and rates of inflation In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper31
2006Convergence of Prices and Rates of Inflation*.(2006) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2007Testing for trend In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper21
2008TESTING FOR TREND.(2008) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2009Comparing forecast accuracy: A Monte Carlo investigation In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper31
2013Comparing forecast accuracy: A Monte Carlo investigation.(2013) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2011Bootstrap LR tests of stationarity, common trends and cointegration In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper0
2012On detecting end-of-sample instabilities In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper1
2013The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper0
2014Quantile aggregation of density forecasts In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper4
2017Quantile Aggregation of Density Forecasts.(2017) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2003Seasonality Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]
article16
2003Variance Shifts, Structural Breaks, and Stationarity Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]
article20
2019Low frequency drivers of the real interest rate: Empirical evidence for advanced economies In: International Finance.
[Full Text][Citation analysis]
article0
2001Testing for the Presence of a Random Walk in Series with Structural Breaks In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article14
1998Testing for the presence of a random walk in series with structural breaks.(1998) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2010Tests of strict stationarity based on quantile indicators In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article2
2002Testing for Drift in a Time Series In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2007Tests of time-invariance In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper5
2008When is a copula constant? A test for changing relationships In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper38
2011When is a Copula Constant? A Test for Changing Relationships.(2011) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
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.
[Full Text][Citation analysis]
paper0
2004Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2006Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model.(2006) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2005STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER In: Econometric Theory.
[Full Text][Citation analysis]
article4
2004Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2006Inflation convergence and divergence within the European Monetary Union In: Working Paper Series.
[Full Text][Citation analysis]
paper123
2007Inflation Convergence and Divergence within the European Monetary Union.(2007) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
article
2017Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity In: Working Paper Series.
[Full Text][Citation analysis]
paper11
2009Initial conditions and stationarity tests In: Economics Letters.
[Full Text][Citation analysis]
article0
2004Tests of stationarity against a change in persistence In: Journal of Econometrics.
[Full Text][Citation analysis]
article118
2005The Bank of Italys quarterly model In: Chapters.
[Full Text][Citation analysis]
chapter4
2002Testing for (Common) Stochastic Trends in the Presence of Structural Breaks. In: Journal of Forecasting.
[Citation analysis]
article6
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.
[Citation analysis]
paper0
2016The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area In: Empirical Economics.
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team