14
H index
19
i10 index
798
Citations
Fabio Busetti : Citation Profile
Banca d'Italia | RESEARCH PRODUCTION: 25 Articles 35 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1998 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio Busetti. | Is cited by:
| Cites to:
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Main data
Where Fabio Busetti has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 3 |
| Oxford Bulletin of Economics and Statistics | 3 |
| Journal of Business & Economic Statistics | 2 |
| Journal of Forecasting | 2 |
| Econometric Theory | 2 |
| Journal of Econometrics | 2 |
Recent works citing Fabio Busetti (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | When Inflation Again Matters: Do Domestic and Global Output Gaps Determine Inflation in the EU?. (2023). Sinicakova, Marianna ; Sulikova, Veronika ; Budova, Jana. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:575. Full description at Econpapers || Download paper | |
| 2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper | |
| 2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
| 2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
| 2024 | Some considerations on the Phillips curve after the pandemic. (2024). Viviano, Eliana ; lo Bello, Salvatore. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_842_24. Full description at Econpapers || Download paper | |
| 2024 | Does 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. Full description at Econpapers || Download paper | |
| 2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy strategies for the euro area: optimal rules in the presence of the ELB. (2023). Mazelis, Falk ; Ristiniemi, Annukka ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20232797. Full description at Econpapers || Download paper | |
| 2023 | Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807. Full description at Econpapers || Download paper | |
| 2023 | Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428. Full description at Econpapers || Download paper | |
| 2023 | Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Guerrero, David E ; Gonzalez-Perez, Maria T. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304. Full description at Econpapers || Download paper | |
| 2023 | CRPS learning. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002724. Full description at Econpapers || Download paper | |
| 2023 | On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Zhang, Boyuan ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464. Full description at Econpapers || Download paper | |
| 2024 | Retire: Robust expectile regression in high dimensions. (2024). Zhou, Wen-Xin ; Wang, Zian ; Tan, Kean Ming ; Man, Rebeka. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001537. Full description at Econpapers || Download paper | |
| 2023 | Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China. (2023). Jiang, Cuixia ; Xu, Mengnan ; Fu, Weizhong. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:4:s0939362523000651. Full description at Econpapers || Download paper | |
| 2024 | Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
| 2023 | Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Fan, Caiyun ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x. Full description at Econpapers || Download paper | |
| 2023 | Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States. (2023). Cramer, Estee Y ; Bracher, Johannes ; Bosse, Nikos I ; Reich, Nicholas G ; Biggerstaff, Matthew ; Tibshirani, Ryan J ; Bien, Jacob ; Zorn, Martha ; Brooks, Logan C ; Wang, Yijin ; Ray, Evan L ; Rumack, Aaron ; Johansson, Michael A ; Gerding, Aaron ; Funk, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1366-1383. Full description at Econpapers || Download 2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper |
| 2024 | Reconciling 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. Full description at Econpapers || Download paper | |
| 2024 | Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123. Full description at Econpapers || Download paper | |
| 2023 | Paradox of stationarity? A policy target dilemma for policymakers. (2023). Morgan, Jamie ; Nasir, Muhammad Ali. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:142-145. Full description at Econpapers || Download paper | |
| 2023 | Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. (2023). Selmi, Refk ; kasmaoui, kamal ; Deisting, Florent ; Wohar, Mark. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:56-67. Full description at Econpapers || Download paper | |
| 2024 | Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries. (2024). Xiao, Xiyue ; Hong, Yun ; Qu, BO ; Jiang, Yanhui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:111-125. Full description at Econpapers || Download paper | |
| 2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper | |
| 2023 | Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Li, NA ; Zheng, Yingrong ; Dong, Hao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166. Full description at Econpapers || Download paper | |
| 2024 | Foreign 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. Full description at Econpapers || Download paper | |
| 2024 | Soccer Bubble: Is There a Speculative Bubble in the Price of International Soccer Players?. (2024). Addessi, Giorgio ; Auteri, Nicola ; Pancotto, Francesca. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:5:p:535-556. Full description at Econpapers || Download paper | |
| 2023 | Estimation of the potential GDP by a new robust filter method. (2023). Takacs, Tibor ; Gyurkovics, Eva. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:4:d:10.1007_s10100-023-00851-7. Full description at Econpapers || Download paper | |
| 2023 | Price dependence among the major EU extra virgin olive oil markets: a time scale analysis. (2023). Stavrakoudis, Athanassios ; Panagiotou, Dimitrios. In: Review of Agricultural, Food and Environmental Studies. RePEc:spr:roafes:v:104:y:2023:i:1:d:10.1007_s41130-022-00175-1. Full description at Econpapers || Download paper | |
| 2023 | Testing the equality of the laws of two strictly stationary processes. (2023). Yao, Anne-Francoise ; Reboul, Laurence ; Pommeret, Denys. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09272-w. Full description at Econpapers || Download paper | |
| 2023 | Testing for multiple level shifts with an integrated or stationary noise component. (2023). Gadea, Maria Dolores ; Carrionisilvestre, Josep Lluis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:801-819. Full description at Econpapers || Download paper | |
| 2023 | Forecasting housing investment. (2023). de Bondt, Gabe ; Gieseck, Arne ; Martinez, Carlos Caizares. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:543-565. Full description at Econpapers || Download paper |
Works by Fabio Busetti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | The 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] | paper | 9 |
| 2014 | Deflationary shocks and de-anchoring of inflation expectations In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 16 |
| 2015 | Main drivers of the recent decline in Italy�s non-construction investment In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 12 |
| 2016 | The 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 nother version. Agregated cites: 12 | article | |
| 2019 | Capital and public investment in Italy: macroeconomic effects, measurement and regulatory weaknesses In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 1 |
| 2023 | Energy price shocks and inflation in the euro area In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 4 |
| 2014 | The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences. [Full Text][Citation analysis] | paper | 0 |
| 2015 | On the conditional distribution of euro area inflation forecast In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 9 |
| 2017 | The 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] | paper | 20 |
| 2017 | Low frequency drivers of the real interest rate: a band spectrum regression approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 7 |
| 2019 | Domestic and global determinants of inflation: evidence from expectile regression In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 8 |
| 2021 | Domestic and Global Determinants of Inflation: Evidence from Expectile Regression*.(2021) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2020 | The time-varying risk of Italian GDP In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 8 |
| 2021 | The time-varying risk of Italian GDP.(2021) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2020 | Monetary policy strategies in the New Normal: a model-based analysis for the euro area In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 17 |
| 2021 | Monetary policy strategies in the New Normal: A model-based analysis for the euro area.(2021) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2000 | Testing for Stochastic Trends in Series with Structural Breaks In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
| 2000 | Testing for Stochastic Trends in Series with Structural Breaks..(2000) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2001 | The 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] | paper | 13 |
| 2003 | Testing 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] | paper | 10 |
| 2003 | Testing 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 nother version. Agregated cites: 10 | article | |
| 2003 | Tests of seasonal integration and cointegration in multivariate unobserved component models In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 6 |
| 2006 | Tests of seasonal integration and cointegration in multivariate unobserved component models.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2006 | Tests of seasonal integration and cointegration in multivariate unobserved component models.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2004 | Tests of seasonal integration and cointegration in multivariate unobserved component models.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2006 | Convergences of prices and rates of inflation In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 36 |
| 2006 | Convergence of Prices and Rates of Inflation*.(2006) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2007 | Testing for trend In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 34 |
| 2008 | TESTING FOR TREND.(2008) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2009 | Comparing forecast accuracy: A Monte Carlo investigation In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 53 |
| 2013 | Comparing forecast accuracy: A Monte Carlo investigation.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
| 2011 | Bootstrap LR tests of stationarity, common trends and cointegration In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
| 2012 | On detecting end-of-sample instabilities In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 2 |
| 2013 | The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
| 2014 | Quantile aggregation of density forecasts In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 16 |
| 2017 | Quantile Aggregation of Density Forecasts.(2017) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2003 | Seasonality Tests. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 19 |
| 2003 | Variance Shifts, Structural Breaks, and Stationarity Tests. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 21 |
| 2019 | Low frequency drivers of the real interest rate: Empirical evidence for advanced economies In: International Finance. [Full Text][Citation analysis] | article | 3 |
| 2001 | Testing for the Presence of a Random Walk in Series with Structural Breaks In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 45 |
| 1998 | Testing 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 nother version. Agregated cites: 45 | paper | |
| 2003 | FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
| 2010 | Tests of strict stationarity based on quantile indicators In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2002 | Testing for Drift in a Time Series In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Tests of time-invariance In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2008 | When is a copula constant? A test for changing relationships In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 51 |
| 2011 | When is a Copula Constant? A Test for Changing Relationships.(2011) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
| 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.) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2006 | Preliminary 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 nother version. Agregated cites: 12 | article | |
| 2005 | STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2004 | Stationarity 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 nother version. Agregated cites: 4 | paper | |
| 2006 | Inflation convergence and divergence within the European Monetary Union In: Working Paper Series. [Full Text][Citation analysis] | paper | 143 |
| 2007 | Inflation Convergence and Divergence within the European Monetary Union.(2007) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 143 | article | |
| 2017 | Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Initial conditions and stationarity tests In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2004 | Tests of stationarity against a change in persistence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 152 |
| 2005 | The Bank of Italys quarterly model In: Chapters. [Full Text][Citation analysis] | chapter | 8 |
| 2002 | Testing for (Common) Stochastic Trends in the Presence of Structural Breaks. In: Journal of Forecasting. [Citation analysis] | article | 6 |
| 2001 | IDENTIFYING 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] | paper | 0 |
| 2016 | The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
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