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Modelling Italian potential output and the output gap
Bassanetti, Antonio; Caivano, Michele; Locarno, Alberto - 2010
Persistent link: https://www.econbiz.de/10008855908
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The Bank of Italy econometric model : an update of the main equations and model elasticities
Bulligan, Guido; Busetti, Fabio; Caivano, Michele; … - 2017
Persistent link: https://www.econbiz.de/10011960006
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Two EGARCH models and one fat tail
Caivano, Michele; Harvey, Andrew C. - 2014
Persistent link: https://www.econbiz.de/10010495720
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Time series models with an EGB2 conditional distribution
Caivano, Michele; Harvey, Andrew C. - 2014
Persistent link: https://www.econbiz.de/10010414267
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The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy
Busetti, Fabio; Caivano, Michele - 2013
Persistent link: https://www.econbiz.de/10010414522
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The time-varying risk of Italian GDP
Busetti, Fabio; Caivano, Michele; Delle Monache, Davide; … - 2020
Persistent link: https://www.econbiz.de/10012300712
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Follow the value added : bilateral gross export accounting
Busetti, Fabio; Caivano, Michele; Rodano, Lisa - 2015
Persistent link: https://www.econbiz.de/10011672640
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On the conditional distribution of euro area inflation forecast
Busetti, Fabio; Caivano, Michele; Rodano, Lisa - 2015
Persistent link: https://www.econbiz.de/10011684419
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Domestic and global determinants of inflation : evidence from expectile regression
Busetti, Fabio; Caivano, Michele; Delle Monache, Davide - 2019
Persistent link: https://www.econbiz.de/10012138058
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Low frequency drivers of the real interest rate : a band spectrum regression approach
Busetti, Fabio; Caivano, Michele - 2017
Persistent link: https://www.econbiz.de/10011960025