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Quantile Aggregation of Density Forecasts

Oxford bulletin of economics and statistics, 2017-08, Vol.79 (4), p.495-512

Busetti, Fabio

2017

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Low frequency drivers of the real interest rate: Empirical evidence for advanced economies

International finance (Oxford, England), 2019-08, Vol.22 (2), p.171-185

2019

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Comparing forecast accuracy: A Monte Carlo investigation

International journal of forecasting, 2013-01, Vol.29 (1), p.13-27

2013

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The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area

Empirical economics, 2016-06, Vol.50 (4), p.1565-1587

2016

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Domestic and Global Determinants of Inflation: Evidence from Expectile Regression

Oxford bulletin of economics and statistics, 2021-08, Vol.83 (4), p.982-1001

2021

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The time-varying risk of Italian GDP

Economic modelling, 2021-08, Vol.101, p.105522, Article 105522

2021

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Variance Shifts, Structural Breaks, and Stationarity Tests

Journal of business & economic statistics, 2003-10, Vol.21 (4), p.510-531

2003

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Monetary policy strategies in the New Normal: A model-based analysis for the euro area

Journal of macroeconomics, 2021-12, Vol.70, p.103366, Article 103366

2021

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Initial conditions and stationarity tests

Economics letters, 2009-12, Vol.105 (3), p.296-299

Busetti, Fabio

2009

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When is a Copula Constant? A Test for Changing Relationships

Journal of financial econometrics, 2011-01, Vol.9 (1), p.106-131

2011

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Tests of stationarity against a change in persistence

Journal of econometrics, 2004-11, Vol.123 (1), p.33-66

2004

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The Drivers of Italy’s Investment Slump During the Double Recession

Italian economic journal, 2016-07, Vol.2 (2), p.143-165

2016

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Bootstrap LR tests of stationarity, common trends and cointegration

Journal of statistical computation and simulation, 2012-09, Vol.82 (9), p.1343-1355

2012

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Tests of seasonal integration and cointegration in multivariate unobserved component models

Journal of applied econometrics (Chichester, England), 2006-05, Vol.21 (4), p.419-438

Busetti, Fabio

2006

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Tests of strict stationarity based on quantile indicators

Journal of time series analysis, 2010-11, Vol.31 (6), p.435-450

2010

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TESTING FOR TREND; TESTING FOR TREND; FABIO BUSETTI AND ANDREW HARVEY

Econometric theory, 2008-02, Vol.24 (1), p.72

2008

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Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model

Journal of forecasting, 2006-01, Vol.25 (1), p.1-23

Busetti, Fabio

2006

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FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS

Journal of time series analysis, 2003-03, Vol.24 (2), p.137-140

2003

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Convergence of Prices and Rates of Inflation

Oxford bulletin of economics and statistics, 2006-12, Vol.68 (s1), p.863-877

2006

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Deflationary shocks and de-anchoring of inflation expectations

2014

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TESTING FOR TREND

Econometric theory, 2008-02, Vol.24 (1), p.72-87

2008

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Quantile Aggregation of Density Forecasts

SSRN Electronic Journal

Busetti, Fabio

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Testing for the Presence of a Random Walk in Series with Structural Breaks

Journal of time series analysis, 2001-03, Vol.22 (2), p.127-150

2001

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Testing for (common) stochastic trends in the presence of structural breaks

Journal of forecasting, 2002-03, Vol.21 (2), p.81-105

Busetti, Fabio

2002

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Seasonality Tests

Journal of business & economic statistics, 2003-07, Vol.21 (3), p.420-436

2003

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Quantile Aggregation of Density Forecasts

Low frequency drivers of the real interest rate: Empirical evidence for advanced economies

Comparing forecast accuracy: A Monte Carlo investigation

The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area

Domestic and Global Determinants of Inflation: Evidence from Expectile Regression

The time-varying risk of Italian GDP

Variance Shifts, Structural Breaks, and Stationarity Tests

Monetary policy strategies in the New Normal: A model-based analysis for the euro area

Initial conditions and stationarity tests

When is a Copula Constant? A Test for Changing Relationships

Tests of stationarity against a change in persistence

The Drivers of Italy’s Investment Slump During the Double Recession

Bootstrap LR tests of stationarity, common trends and cointegration

Tests of seasonal integration and cointegration in multivariate unobserved component models

Tests of strict stationarity based on quantile indicators

TESTING FOR TREND; TESTING FOR TREND; FABIO BUSETTI AND ANDREW HARVEY

Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model

FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS

Convergence of Prices and Rates of Inflation

Deflationary shocks and de-anchoring of inflation expectations

TESTING FOR TREND

Quantile Aggregation of Density Forecasts

Testing for the Presence of a Random Walk in Series with Structural Breaks

Testing for (common) stochastic trends in the presence of structural breaks

Seasonality Tests

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