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Preliminary data and econometric forecasting : an application with the bank of Italy quarterly model
Busetti, Fabio, (2004)
Raiders of the lost high-frequency forecasts : new data and evidence on the efficiency of the Fed's forecasting
Chang, Andrew C., (2020)
Interest rate assumptions and predictive accuracy of central bank forecasts
Knüppel, Malte, (2017)
Testing for stochastic trends in series with structural breaks
Busetti, Fabio, (2000)
Initial conditions and stationarity tests
Busetti, Fabio, (2009)
Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio, (2006)