Variance Shifts, Structural Breaks, and Stationarity Tests
Busetti, Fabio, Taylor, A. M. Robert
Published in Journal of business & economic statistics (01.10.2003)
Published in Journal of business & economic statistics (01.10.2003)
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Journal Article
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression
Busetti, Fabio, Caivano, Michele, Delle Monache, Davide
Published in Oxford bulletin of economics and statistics (01.08.2021)
Published in Oxford bulletin of economics and statistics (01.08.2021)
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Journal Article
The time-varying risk of Italian GDP
Busetti, Fabio, Caivano, Michele, Delle Monache, Davide, Pacella, Claudia
Published in Economic modelling (01.08.2021)
Published in Economic modelling (01.08.2021)
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Journal Article
Monetary policy strategies in the New Normal: A model-based analysis for the euro area
Busetti, Fabio, Neri, Stefano, Notarpietro, Alessandro, Pisani, Massimiliano
Published in Journal of macroeconomics (01.12.2021)
Published in Journal of macroeconomics (01.12.2021)
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Journal Article
Bootstrap LR tests of stationarity, common trends and cointegration
Busetti, Fabio, Di Sanzo, Silvestro
Published in Journal of statistical computation and simulation (01.09.2012)
Published in Journal of statistical computation and simulation (01.09.2012)
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Journal Article
Convergence of Prices and Rates of Inflation
Busetti, Fabio, Fabiani, Silvia, Harvey, Andrew
Published in Oxford bulletin of economics and statistics (01.12.2006)
Published in Oxford bulletin of economics and statistics (01.12.2006)
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Journal Article