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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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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
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L' impatto macroeconomico della crisi del debito sovrano : un'analisi controfattuale per l'economia italiana
Busetti, Fabio; Cova, Pietro - 2013
Persistent link: https://www.econbiz.de/10010407005
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La trasmissione della crisi finanziaria globale all'economia italiana : un'indagine controfattuale, 2008 - 2010
Caivano, Michele; Rodano, Lisa; Siviero, Stefano - 2010
Persistent link: https://www.econbiz.de/10008840371
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The transmission of the global financial crisis to the Italian economy
Caivano, Michele; Rodano, Lisa; Siviero, Stefano - In: Giornale degli economisti e annali di economia 70 (2011) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10009625748
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The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010.
Caivano, Michele; Rodano, Lisa; Siviero, Stefano - Banca d'Italia - 2010
The world recession triggered by the financial crisis has impacted with extraordinary violence on economic activity in Italy.What has been the contribution of the various channels through which the crisis was transmitted to the Italian economy? What have been the effects stemming from the...
Persistent link: https://www.econbiz.de/10008553018
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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
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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