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Fabio Busetti - Recent Working Papers
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   Fabio Busetti
   Bank of Italy
   Research Department
   Via Nazionale 91
   00184 Rome
   Italy
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- Energy price shocks and inflation in the euro area (with S. Neri, C. Conflitti, F. Corsello, D. Delle Monache and A. Tagliabracci), WP

- Monetary policy strategies in the New Normal: a model-based analysis for the euro area (with S. Neri, A. Notarpietro and M. Pisani), WP

- The time-varying risk of Italian GDP (with M. Caivano, D. Delle Monache and C. Pacella), WP

- Domestic and global determinants of inflation: evidence from expectile regression (with M. Caivano and D. Delle Monache), WP

- Low frequency drivers of the real interest rate: a band spectrum regression approach (with M. Caivano), WP

- 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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