Fabio Busetti : Citation Profile


Banca d'Italia

14

H index

21

i10 index

818

Citations

RESEARCH PRODUCTION:

25

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 32
   Journals where Fabio Busetti has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 26 (3.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbu43
   Updated: 2025-12-13    RAS profile: 2023-11-07    
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Relations with other researchers


Works with:

Delle Monache, Davide (4)

Neri, Stefano (3)

Pisani, Massimiliano (2)

Pacella, Claudia (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 (29)

Harvey, David (14)

Giordano, Claire (14)

Leybourne, Stephen (14)

Silvestrini, Andrea (12)

Notarpietro, Alessandro (12)

Carrion-i-Silvestre, Josep (12)

Skrobotov, Anton (12)

Phillips, Peter (11)

Paya, Ivan (11)

Cavaliere, Giuseppe (11)

Cites to:

Harvey, Andrew (54)

Galí, Jordi (15)

Gertler, Mark (14)

Phillips, Peter (14)

Andrews, Donald (13)

Schmidt, Peter (13)

Clarida, Richard (12)

Siviero, Stefano (12)

shin, yongcheol (11)

Kilian, Lutz (11)

Elliott, Graham (9)

Main data


Where Fabio Busetti has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics3
Journal of Time Series Analysis3
Journal of Econometrics2
Journal of Forecasting2
Journal of Business & Economic Statistics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area17
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area5
Working Paper Series / European Central Bank2

Recent works citing Fabio Busetti (2025 and 2024)


YearTitle of citing document
2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024Some considerations on the Phillips curve after the pandemic. (2024). lo Bello, Salvatore ; Viviano, Eliana. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_842_24.

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2024Accounting for the recent inflation burst in the euro area. (2024). Depalo, Domenico ; lo Bello, Salvatore. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_871_24.

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2024The drivers of inflation dynamics in Italy over the period 2021-2023. (2024). Pacella, Claudia ; delle Monache, Davide. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_873_24.

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2025A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area. (2025). Santi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1484_25.

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2024The Risk of Inflation Dispersion in the Euro Area. (2024). Lhuissier, Stéphane ; Tripier, Fabien ; Ortmans, Aymeric. In: Working papers. RePEc:bfr:banfra:954.

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2024What caused the post-pandemic inflation? Replicating Bernanke and Blanchard (2023) on French data. (2024). LE BIHAN, Hervé ; Aldama, Pierre ; le Gall, Claire. In: Working papers. RePEc:bfr:banfra:967.

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2024Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

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2024Challenges for monetary and fiscal policy interactions in the post-pandemic era. (2024). Skotida, Ifigeneia ; Silgado-Gómez, Edgar ; Renault, Théodore ; Rannenberg, Ansgar ; Papageorgiou, Dimitris ; Patella, Valeria ; Notarpietro, Alessandro ; Moyen, Stéphane ; McClung, Nigel ; Mavromatis, Kostas(Konstantinos) ; Marx, Magali ; Kolasa, Marcin ; Kataryniuk, Iván ; Hurtado, Samuel ; Gomes, Sandra ; Dominguez-Diaz, Ruben ; Christoffel, Kai ; Buss, Ginters ; Brzoza-Brzezina, Michal ; Bonam, Dennis ; Aldama, Pierre ; Dobrew, Michael ; Lechthaler, Wolfgang ; Holm-Hadulla, Federic ; Schmoller, Michaela Elfsbacka ; Silgado-Gomez, Edgar ; Ciccarelli, Matteo ; Estoad, Toma ; Eleznik, Martin ; Menendez-Alvarez, Carolina ; Hauptmeier, Sebastian ; von Thadden, Leo ; Bakowski, Krzysztof ; Jacquinot, Pascal ; da Costa, Jose Cardoso ; Bouabdallah, Othman ; Mui, Ivan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024337.

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2024Gas price shocks and euro area inflation. (2024). Ferrari Minesso, Massimo ; Adolfsen, Jakob ; Mork, Jente Esther ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20242905.

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2025Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.

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2025Time-varying sources of fluctuations in global inflation. (2025). Ko, Juyoung ; Kim, Won Joong ; Piao, Chunyan ; Kwon, Won Soon. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003274.

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2025Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach. (2025). Canepa, Alessandra ; Alqaralleh, Huthaifa Sameeh ; Muchova, Eva. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002596.

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2024Assessing time-varying risk in China’s GDP growth. (2024). Ye, Wuyi ; Jiao, Shoukun ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x.

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2024Retire: Robust expectile regression in high dimensions. (2024). Wang, Zian ; Zhou, Wen-Xin ; Man, Rebeka ; Tan, Kean Ming. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001537.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2025Does official media sentiment matter for the stock market? Evidence from China. (2025). Hua, Xia ; Zhang, Teng ; Xu, Zhiwei. In: Emerging Markets Review. RePEc:eee:ememar:v:64:y:2025:i:c:s1566014124001298.

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2024Monetary and fiscal policy responses to fossil fuel price shocks. (2024). Pisani, Massimiliano ; Notarpietro, Alessandro ; Cantelmo, Alessandro ; Bartocci, Anna ; Cova, Pietro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004456.

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2025Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:670-688.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024Inflation at risk in advanced and emerging market economies. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123.

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2024Gas price shocks and euro area inflation. (2024). Ferrari Minesso, Massimo ; Adolfsen, Jakob ; van Robays, Ine ; Mork, Jente Esther. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001700.

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2024Commonalities and heterogeneity in the Iberian business cycle. (2024). Morão, Hugo ; Afonso, Antonio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000240.

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2024Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries. (2024). Hong, Yun ; Jiang, Yanhui ; Xiao, Xiyue ; Qu, BO. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:111-125.

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2024An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001030.

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2025From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570.

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2025Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach. (2025). Fritsch, Nicholas. In: Working Papers. RePEc:fip:fedcwq:99663.

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2024Modified Block Bootstrap Testing for Persistence Change in Infinite Variance Observations. (2024). Zhang, SI ; Su, Menglin ; Jin, Hao. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:2:p:258-:d:1318318.

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2024Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas. (2024). Escobari, Diego ; Shahedur, MD ; Damianov, Damian S. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09925-w.

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2024An Assessment of Inflation Targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_05.

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2025The cost of ensembling: is it always worth combining?. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:554.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Working Paper series. RePEc:rim:rimwps:24-12.

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2024Soccer Bubble: Is There a Speculative Bubble in the Price of International Soccer Players?. (2024). Auteri, Nicola ; Addessi, Giorgio ; Pancotto, Francesca. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:5:p:535-556.

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2024A Bayes Analysis of Random Walk Model Under Different Error Assumptions. (2024). Agarwal, Manika ; Tripathi, Praveen Kumar. In: Annals of Data Science. RePEc:spr:aodasc:v:11:y:2024:i:5:d:10.1007_s40745-023-00465-5.

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2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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2025Gauging growth risk in an international financial centre: some evidence from Singapore. (2025). Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02705-w.

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2024Sentiment-semantic word vectors: A new method to estimate management sentiment. (2024). Phan, Tri Minh. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00126-1.

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2024Optimal Monetary Policy Framework in an Emerging Market Economy under Sanctions Pressure and Restrictions on Capital Flows. (2024). Anatoly, Kharitonchik. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:11:y:2024:i:58:p:329-345:n:1022.

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2024Correlation‐based tests of predictability. (2024). Pincheira, Pablo ; Hardy, Nicolas. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1835-1858.

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2025Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB. (2025). Candelon, Bertrand ; Roccazzella, Francesco. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:978-1008.

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2024Real Interest Rates and Population Growth across Generations*. (2024). Fuhrer, Lucas ; Herger, Nils. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:2171-2184.

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2025Social Learning and Monetary Policy at the Effective Lower Bound. (2025). Salle, Isabelle ; Grimaud, Alex ; Vermandel, Gauthier ; Arifovic, Jasmina. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:2-3:p:439-475.

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2025A composite approach to nonlinear inflation dynamics in BRICS countries and Türkiye. (2025). Yusifzada, Tural ; Ahmadov, Vugar ; Cmert, Hasan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:323946.

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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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paper9
2014Deflationary shocks and de-anchoring of inflation expectations In: Questioni di Economia e Finanza (Occasional Papers).
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paper16
2015Main drivers of the recent decline in Italy�s non-construction investment In: Questioni di Economia e Finanza (Occasional Papers).
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paper12
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 nother version. Agregated cites: 12
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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paper1
2023Energy price shocks and inflation in the euro area In: Questioni di Economia e Finanza (Occasional Papers).
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paper6
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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paper9
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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paper20
2017Low frequency drivers of the real interest rate: a band spectrum regression approach In: Temi di discussione (Economic working papers).
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paper7
2019Domestic and global determinants of inflation: evidence from expectile regression In: Temi di discussione (Economic working papers).
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paper10
2021Domestic and Global Determinants of Inflation: Evidence from Expectile Regression*.(2021) In: Oxford Bulletin of Economics and Statistics.
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This paper has nother version. Agregated cites: 10
article
2020The time-varying risk of Italian GDP In: Temi di discussione (Economic working papers).
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paper12
2021The time-varying risk of Italian GDP.(2021) In: Economic Modelling.
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This paper has nother version. Agregated cites: 12
article
2020Monetary policy strategies in the New Normal: a model-based analysis for the euro area In: Temi di discussione (Economic working papers).
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paper17
2021Monetary policy strategies in the New Normal: A model-based analysis for the euro area.(2021) In: Journal of Macroeconomics.
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This paper has nother version. Agregated cites: 17
article
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 nother 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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paper13
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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paper10
2003Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots.(2003) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 10
article
2003Tests of seasonal integration and cointegration in multivariate unobserved component models In: Temi di discussione (Economic working papers).
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paper6
2006Tests of seasonal integration and cointegration in multivariate unobserved component models.(2006) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 6
article
2006Tests of seasonal integration and cointegration in multivariate unobserved component models.(2006) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 6
article
2004Tests of seasonal integration and cointegration in multivariate unobserved component models.(2004) In: Econometrics.
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This paper has nother version. Agregated cites: 6
paper
2006Convergences of prices and rates of inflation In: Temi di discussione (Economic working papers).
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paper36
2006Convergence of Prices and Rates of Inflation*.(2006) In: Oxford Bulletin of Economics and Statistics.
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This paper has nother version. Agregated cites: 36
article
2007Testing for trend In: Temi di discussione (Economic working papers).
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paper34
2008TESTING FOR TREND.(2008) In: Econometric Theory.
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This paper has nother version. Agregated cites: 34
article
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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This paper has nother version. Agregated cites: 55
article
2011Bootstrap LR tests of stationarity, common trends and cointegration In: Temi di discussione (Economic working papers).
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paper0
2012On detecting end-of-sample instabilities In: Temi di discussione (Economic working papers).
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paper2
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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paper1
2014Quantile aggregation of density forecasts In: Temi di discussione (Economic working papers).
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paper19
2017Quantile Aggregation of Density Forecasts.(2017) In: Oxford Bulletin of Economics and Statistics.
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This paper has nother version. Agregated cites: 19
article
2003Seasonality Tests. In: Journal of Business & Economic Statistics.
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article19
2003Variance Shifts, Structural Breaks, and Stationarity Tests. In: Journal of Business & Economic Statistics.
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article21
2019Low frequency drivers of the real interest rate: Empirical evidence for advanced economies In: International Finance.
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article4
2001Testing for the Presence of a Random Walk in Series with Structural Breaks In: Journal of Time Series Analysis.
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article46
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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article13
2010Tests of strict stationarity based on quantile indicators In: Journal of Time Series Analysis.
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article6
2002Testing for Drift in a Time Series In: Cambridge Working Papers in Economics.
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paper0
2007Tests of time-invariance In: Cambridge Working Papers in Economics.
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paper6
2008When is a copula constant? A test for changing relationships In: Cambridge Working Papers in Economics.
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paper51
2011When is a Copula Constant? A Test for Changing Relationships.(2011) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 51
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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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paper0
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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This paper has nother version. Agregated cites: 12
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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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article4
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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This paper has nother version. Agregated cites: 4
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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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This paper has nother version. Agregated cites: 145
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2017Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity In: Working Paper Series.
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paper21
2009Initial conditions and stationarity tests In: Economics Letters.
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article1
2004Tests of stationarity against a change in persistence In: Journal of Econometrics.
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article153
2005The Bank of Italys quarterly model In: Chapters.
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chapter8
2002Testing for (Common) Stochastic Trends in the Presence of Structural Breaks. In: Journal of Forecasting.
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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.
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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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article6

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