Fabio Busetti - Recent Working Papers


Working Papers

Curriculum Vitae (pdf)

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

Favourite Links
   Bank of Italy
Torino Football Club


- Trust but verify. De-anchoring of inflation expectations under learning and heterogeneity (with D. Delle Monache, A. Gerali and A. Locarno), WP

- On the conditional distribution of euro area inflation forecasts (with M. Caivano and L. Rodano), WP

- Main drivers of the recent decline in Italy's non-construction investment (with C. Giordano and G. Zevi), WP 

- Quantile aggregation of density forecasts, Revised

- Deflationary shocks and de-anchoring of inflation expectations (with G. Ferrero, A. Gerali and A. Locarno), WP

 - The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy (with M. Caivano), WP

- Bootstrap LR tests of stationarity, common trends and cointegration  (with S. Di Sanzo), WP

- Comparing forecast accuracy for nested and non-nested econometric models (with J. Marcucci and G. Veronese), WP

Tests of polynomial specification in semiparametric regression (with C. Miani), manuscript.



























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