Fabio Busetti - Homepage
Publications
Working Papers
Curriculum Vitae (pdf)
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Bank of Italy
Research Department
Via Nazionale 91
00184 Rome
Italy
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Bank of Italy
Torino Football Club
Employment
Director in the Bank of Italy Economic Outlook and Monetary Policy Directorate and Member of the Eurosystem’s Monetary Policy Committee
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, Time varying-distributions.
Selected Publications
- "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.
- "When is a copula constant? A test for changing relationships" (with A. Harvey), Journal of Financial Econometrics, 2011.
- "Comparing forecast accuracy: a Monte Carlo investigation" (with J. Marcucci), International Journal of Forecasting, 2013.
- "Quantile aggregation of density forecasts", Oxford Bulletin of Economics and Statistics, 2017.
- "The time-varying risk of Italian GDP" (with M. Caivano, D. Delle Monache and C. Pacella), Economic Modelling, 2021.
- "Domestic and global determinants of inflation: evidence from expectile regression" (with M. Caivano and D. Delle Monache), Oxford Bulletin of Economics and Statistics, 2021.
- "Monetary policy strategies in the New Normal: A model-based analysis for the euro area" (with S. Neri, A. Notarpietro and M. Pisani), Journal of Macroeconomics, 2021.