| Tests of stationarity against a change in persistence F Busetti, AMR Taylor Journal of Econometrics 123 (1), 33-66, 2004 | 295 | 2004 |
| Inflation convergence and divergence within the European Monetary Union F Busetti, L Forni, A Harvey, F Venditti ECB Working Paper, 2006 | 272 | 2006 |
| Testing for (common) stochastic trends in the presence of structural breaks F Busetti Journal of Forecasting 21 (2), 81-105, 2002 | 214 | 2002 |
| Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots F Busetti, AMR Taylor Journal of Econometrics 117 (1), 21-53, 2003 | 202 | 2003 |
| Testing for the presence of a random walk in series with structural breaks F Busetti, A Harvey Journal of Time Series Analysis 22 (2), 127-150, 2001 | 121 | 2001 |
| When is a copula constant? A test for changing relationships F Busetti, A Harvey Journal of Financial Econometrics 9 (1), 106-131, 2011 | 105 | 2011 |
| Comparing forecast accuracy: a Monte Carlo investigation F Busetti, J Marcucci International Journal of Forecasting 29 (1), 13-27, 2013 | 103 | 2013 |
| Convergence of prices and rates of inflation F Busetti, S Fabiani, A Harvey Oxford Bulletin of Economics and Statistics 68, 863-877, 2006 | 103 | 2006 |
| Seasonality tests F Busetti, A Harvey Journal of Business & Economic Statistics 21 (3), 420-436, 2003 | 68 | 2003 |
| Testing for trend F Busetti, A Harvey Econometric Theory 24 (1), 72-87, 2008 | 66 | 2008 |
| Variance shifts, structural breaks, and stationarity tests F Busetti, AMR Taylor Journal of Business & Economic Statistics 21 (4), 510-531, 2003 | 58 | 2003 |
| Quantile aggregation of density forecasts F Busetti Oxford Bulletin of Economics and Statistics 79 (4), 495-512, 2017 | 49 | 2017 |
| Preliminary data and econometric forecasting: An application with the Bank of Italy quarterly model F Busetti Available at SSRN 549363, 2004 | 45 | 2004 |
| Further comments on stationarity tests in series with structural breaks at unknown points F Busetti, A Harvey Journal of Time Series Analysis 24 (2), 137-140, 2003 | 45 | 2003 |
| The Bank of Italy econometric model: an update of the main equations and model elasticities G Bulligan, F Busetti, M Caivano, P Cova, D Fantino, A Locarno, ... Bank of Italy Temi di Discussione (Working Paper) No 1130, 2017 | 41 | 2017 |
| Bootstrap LR tests of stationarity, common trends and cointegration F Busetti, S Di Sanzo Journal of Statistical Computation and Simulation 82 (9), 1343-1355, 2012 | 36 | 2012 |
| Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity F Busetti, D Delle Monache, A Gerali, A Locarno ECB working paper, 2017 | 33 | 2017 |
| Tests of seasonal integration and cointegration in multivariate unobserved component models F Busetti Journal of Applied Econometrics 21 (4), 419-438, 2006 | 33 | 2006 |
| 11 Central Bank and Financial Services Authority of Ireland’s model 191 Kieran McQuinn, Nuala O’Donnell and Mary Ryan 12 The Bank of Italy’s quarterly model 210 F Busetti, A Locarno, L Monteforte, P Guarda, P van Els, G Fenz, M Spitzer, ... Econometric models of the Euro-area central banks, 2005 | 26 | 2005 |
| Testing against stochastic trend in the presence of variance shifts A Taylor, F Busetti Journal of Business and Economic Statistics 21, 510-531, 2003 | 24 | 2003 |
