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Information about:
Fabio Busetti

Personal Details | Affiliation | Works
This is information that was supplied by Fabio Busetti in registering through RePEc. If you are Fabio Busetti , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Fabio
Middle Name:
Last Name: Busetti
Suffix:

RePEc Short-ID: pbu43

Email:
Homepage: http://fabiobusetti.altervista.org/
Postal Address: Via Nazionale 91 00184 Roma Italy
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Busetti, F. & Harvey, A., 2008. "When is a copula constant? A test for changing relationships," Cambridge Working Papers in Economics 0841, Faculty of Economics, University of Cambridge. [Downloadable!]

  2. Busettti, F. & Harvey, A., 2007. "Tests of time-invariance," Cambridge Working Papers in Economics 0701, Faculty of Economics, University of Cambridge. [Downloadable!]
    Other versions:

  3. Fabio Busetti & Andrew Harvey, 2007. "Testing for trend," Temi di discussione (Economic working papers) 614, Bank of Italy, Economic Research Department. [Downloadable!]
    Published as:

  4. Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti, 2006. "Inflation convergence and divergence within the European Monetary Union," Working Paper Series 574, European Central Bank. [Downloadable!]
    Published as:

  5. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergences of prices and rates of inflation," Temi di discussione (Economic working papers) 575, Bank of Italy, Economic Research Department. [Downloadable!]
    Published as:

  6. Busetti, Fabio, 2004. "Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model," CEPR Discussion Papers 4382, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  7. Fabio Busetti, 2004. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Econometrics 0411003, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  8. Robert Taylor & Fabio Busetti, 2004. "Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power," Econometric Society 2004 Far Eastern Meetings 494, Econometric Society. [Downloadable!]
    Published as:

  9. Fabio Busetti & A. M. Robert Taylor, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Temi di discussione (Economic working papers) 470, Bank of Italy, Economic Research Department. [Downloadable!]
    Published as:

  10. Busettti, F. & Harvey, A., 2002. "Testing for Drift in a Time Series," Cambridge Working Papers in Economics 0237, Faculty of Economics, University of Cambridge. [Downloadable!]

  11. Fabio Busetti, 2001. "The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model," Temi di discussione (Economic working papers) 437, Bank of Italy, Economic Research Department. [Downloadable!]

  12. Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero, 2001. "Identifying The Monetary Policy Transmission Channels: The Role Of Simultaneity, Model Nonlinearity, Expectation Formation Mechanisms And Policy Rules," Computing in Economics and Finance 2001 177, Society for Computational Economics.

  13. Busetti, F., 2000. "Testing for Stochastic Trends in Series with Structural Breaks," Papers 385, Banca Italia - Servizio di Studi.
    Other versions:

  14. Fabio Busetti & Andrew C Harvey, 1998. "Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.)," STICERD - Econometrics Paper Series /1998/365, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]

Articles

  1. Busetti, Fabio & Harvey, Andrew, 2008. "Testing For Trend," Econometric Theory, Cambridge University Press, vol. 24(01), pages 72-87, February. [Downloadable!]
    Other versions:

  2. Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti, 2007. "Inflation Convergence and Divergence within the European Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 3(2), pages 95-121, June. [Downloadable!]
    Other versions:

  3. Fabio Busetti, 2006. "Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 1-23. [Downloadable!]
    Other versions:

  4. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergence of Prices and Rates of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 863-877, December. [Downloadable!] (restricted)
    Other versions:

  5. Fabio Busetti, 2006. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 419-438. [Downloadable!]
    Other versions:

  6. Busetti, Fabio & Taylor, A.M. Robert, 2005. "Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power," Econometric Theory, Cambridge University Press, vol. 21(04), pages 757-794, August. [Downloadable!]
    Other versions:

  7. Busetti, Fabio & Taylor, A. M. Robert, 2004. "Tests of stationarity against a change in persistence," Journal of Econometrics, Elsevier, vol. 123(1), pages 33-66, November. [Downloadable!] (restricted)

  8. Fabio Busetti & Andrew Harvey, 2003. "Further Comments On Stationarity Tests In Series With Structural Breaks At Unknown Points," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(2), pages 137-140, 03. [Downloadable!] (restricted)

  9. Busetti, Fabio & Taylor, A M Robert, 2003. "Variance Shifts, Structural Breaks, and Stationarity Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 510-31, October.

  10. Busetti, Fabio & Harvey, Andrew, 2003. "Seasonality Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 420-36, July.

  11. Busetti, Fabio & Taylor, A. M. Robert, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Journal of Econometrics, Elsevier, vol. 117(1), pages 21-53, November. [Downloadable!] (restricted)
    Other versions:

  12. Busetti, Fabio, 2002. "Testing for (Common) Stochastic Trends in the Presence of Structural Breaks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(2), pages 81-105, March.

  13. RePEc:cup:etheor:v:24:y:2007:i:01:p:72-87_08 is not listed on IDEAS

  14. RePEc:cup:etheor:v:24:y:2007:i:01:p:72-87 is not listed on IDEAS

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-05-27 2007-03-10 2007-03-10 Author is listed
  2. NEP-ECM: Econometrics (7) 2002-12-11 2004-10-30 2004-11-22 2006-05-27 2007-03-10 2007-03-10 2008-10-28 Author is listed
  3. NEP-EEC: European Economics (1) 2006-01-24
  4. NEP-ETS: Econometric Time Series (5) 2002-12-09 2004-10-30 2004-11-22 2007-03-10 2007-03-10 Author is listed
  5. NEP-IFN: International Finance (1) 2004-11-22
  6. NEP-MAC: Macroeconomics (1) 2006-01-24
  7. NEP-MON: Monetary Economics (2) 2006-01-24 2006-05-27 Author is listed
  8. NEP-RMG: Risk Management (1) 2002-12-09
  9. NEP-SEA: South East Asia (1) 2008-10-28
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This page was last updated on 2009-10-26.

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