2. Busetti, F., Forni, L., Harvey, A.C. and F. Venditti (2007), Inflation convergence and divergence within the European Monetary Union, International Journal of Central Banking, 95-121. (Working Paper)
3. Busetti, F. (2006), Tests of seasonal integration and cointegration in multivariate unobserved component models, Journal of Applied Econometrics 21, 419-438. (Working Paper)
4. Busetti, F., Fabiani, S. and A.C. Harvey (2006), Convergence of prices and rates of inflation, Oxford Bulletin of Economics and Statistics 68, 863-877. (Working Paper)
5. Busetti, F. (2006), Preliminary data and econometric forecasting: an application with the Bank of Italy quarterly model, Journal of Forecasting 25, 1-23. (Working Paper)
6. Busetti, F. and A.M.R. Taylor (2005), Stationarity tests for irregularly spaced observations and the effects of sampling frequency on power, Econometric Theory 21 (2005), 757-794. (Working Paper)
7. Busetti, F., Locarno, A. and L. Monteforte (2005), The Bank of Italy�s quarterly model, in G. Fagan and J. Morgan eds, Econometric Models of the Euro-area Central Banks, Edwar Elgar, Cheltenham, UK.
8. Busetti, F. and A.M.R. Taylor (2004), Tests of stationarity against a change in persistence, Journal of Econometrics 123 , 33-66. (pdf)
9. Busetti, F. and A.C. Harvey (2003), Seasonality tests, Journal of Business and Economic Statistics 21, 420-436. (pdf)
10. Busetti, F. and A.C. Harvey (2003), Further Comments on Stationarity Tests in Series with Structural Breaks at Unknown Points, Journal of Time Series Analysis, 137-140.
11. Busetti, F. and A.M.R. Taylor (2003), Variance shifts, structural breaks and stationarity tests, Journal of Business and Economic Statistics 21, 510-531.
12. Busetti, F. and A.M.R. Taylor (2003), Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots, Journal of Econometrics 117, 21-53. (Working Paper)
13. Busetti, F. (2002), Testing for (common) stochastic trends in the presence of structural breaks, Journal of Forecasting, 81-105. (Working Paper)
14. Busetti, F. and A.C. Harvey (2001), Testing for the presence of a random walk in series with structural breaks, Journal of Time Series Analysis, 127-150. (Working Paper)