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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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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
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Low Frequency Drivers of the Real Interest Rate : A Band Spectrum Regression Approach
Busetti, Fabio - 2017
This paper presents an empirical analysis of the underlying drivers of the real interest rate in advanced economies over the last 35 years. We adopt a band spectrum regression approach, which allows to study the link between the real interest rate and its determinants only over low frequencies,...
Persistent link: https://www.econbiz.de/10012946250
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The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area
Busetti, Fabio; Caivano, Michele - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1565-1587
Persistent link: https://www.econbiz.de/10011481732
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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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Testing and estimation of models with stochastic trends
Busetti, Fabio - 2001
Persistent link: https://www.econbiz.de/10001752869
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Preliminary data and econometric forecasting : an application with the bank of Italy quarterly model
Busetti, Fabio - 2004
Persistent link: https://www.econbiz.de/10002094623
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Preliminary data and econometric forecasting : an application with the Bank of Italy quarterly model
Busetti, Fabio - In: Journal of forecasting 25 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003268431
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Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio - In: Journal of applied econometrics 21 (2006) 4, pp. 419-438
Persistent link: https://www.econbiz.de/10003338625
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Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092