Fabio Busetti - Homepage



Publications


Working Papers

Curriculum Vitae (pdf)

Contact details
   Fabio Busetti
   Bank of Italy
   Research Department
   Via Nazionale 91
   00184 Rome
   Italy
   Email me


Favourite Links
   Econometrics
   Bank of Italy
  
Torino Football Club

 













Employment

Head of the Macroeconomic Modeling and Forecasting Division at the Bank of Italy, Directorate General for Economics Statistics and Research
 

Education

PhD in Economics, MSc in Econometrics at the London School of Economics and Political Science

 

Research Interests

Time series econometrics, Applied macroeconomics, Forecasting, Unobserved components models, Structural change, Time varying-distributions.
 

Selected Publications

- "Seasonality tests" (with A. Harvey), Journal of Business and Economic Statistics, 2003.
- "Tests of stationarity against a change in persistence" (with R. Taylor), Journal of Econometrics, 2004.
- "Inflation convergence and divergence within the European Monetary Union" (with L. Forni, A. Harvey, F. Venditti), International Journal of Central Banking, 2007.
- "Testing for trend" (with A. Harvey), Econometric Theory, 2008.
- "Tests of time-invariance based on quantile indicators" (with A. Harvey), Journal of Time Series Analysis, 2010.
- "When is a copula constant? A test for changing relationships" (with A. Harvey), Journal of Financial Econometrics, 2011.
- "The macroeconomic impact of the sovereign debt crisis: a counterfactual analysis for the Italian economy" (with P. Cova), Bank of Italy Occasional papers, 201, 2013.
- "On detecting end-of-sample instabilities", in: S.J. Koopman and N. Shephard eds, Unobserved Components and Time Series Econometrics, Oxford University Press, 2015.
"The drivers of Italy's investment slump during the double recession" (with C. Giordano e G. Zevi), Italian Economic Journal, 2016.
"Quantile aggregation of density forecasts", Oxford Bulletin of Economics and Statistics, 2017.
 
 


   

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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