Fabrizio Iacone : Citation Profile


Are you Fabrizio Iacone?

Università degli Studi di Milano (95% share)
University of York (5% share)

8

H index

5

i10 index

123

Citations

RESEARCH PRODUCTION:

17

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 5
   Journals where Fabrizio Iacone has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 8 (6.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pia24
   Updated: 2020-10-24    RAS profile: 2020-10-09    
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Relations with other researchers


Works with:

Coroneo, Laura (3)

Leybourne, Stephen (3)

Taylor, Robert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fabrizio Iacone.

Is cited by:

Perron, Pierre (16)

Sibbertsen, Philipp (14)

Leschinski, Christian (9)

Christensen, Bent Jesper (6)

Wenger, Kai (6)

Jimenez-Martin, Juan (4)

Velasco, Carlos (4)

Gil-Alana, Luis (4)

Leybourne, Stephen (3)

Whitehouse, Emily (3)

Galeotti, Marzio (3)

Cites to:

Vogelsang, Timothy (25)

Kiefer, Nicholas (19)

Robinson, Peter (13)

Phillips, Peter (10)

Giraitis, Liudas (10)

Hualde, Javier (10)

Sun, Yixiao (9)

Diebold, Francis (8)

Svensson, Lars (7)

McElroy, Tucker (7)

Pesaran, M (7)

Main data


Where Fabrizio Iacone has published?


Journals with more than one article published# docs
Journal of Time Series Analysis5
Journal of Time Series Econometrics2
Economics Letters2
Journal of Econometrics2

Recent works citing Fabrizio Iacone (2020 and 2019)


YearTitle of citing document
2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2020Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective. (2020). Rubaszek, Michał ; Kwas, Marek ; Karolak, Zuzanna. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305379.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608.

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2020True versus Spurious Long Memory in Cryptocurrencies. (2020). Mazibas, Murat ; Rambaccussing, Dooruj. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:186-:d:400757.

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2019Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-660.

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2019The Memory of Beta Factors. (2019). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Hollstein, Fabian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-661.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872.

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2019Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends. (2019). Nielsen, Morten ; Hualde, Javier. In: Working Paper. RePEc:qed:wpaper:1376.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2019Change-in-mean tests in long-memory time series: a review of recent developments. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Wenger, Kai. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:2:d:10.1007_s10182-018-0328-5.

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2020Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations. (2020). Swanson, Norman ; Yang, Xiye ; Xiong, Weiqi. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:5:p:587-613.

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2019Predicting interest rates in real-time. (2019). Coroneo, Laura ; Caruso, Alberto. In: Discussion Papers. RePEc:yor:yorken:19/18.

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2019Comparing forecast accuracy in small samples. (2019). Döhrn, Roland ; Dohrn, Roland. In: Ruhr Economic Papers. RePEc:zbw:rwirep:833.

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Works by Fabrizio Iacone:


YearTitleTypeCited
2010Local Whittle estimation of the memory parameter in presence of deterministic components In: Journal of Time Series Analysis.
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article23
2014A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION In: Journal of Time Series Analysis.
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article8
2015Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration In: Journal of Time Series Analysis.
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article0
2019Fixed Bandwidth Inference for Fractional Cointegration In: Journal of Time Series Analysis.
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article0
2019Semiparametric Detection of Changes in Long Range Dependence In: Journal of Time Series Analysis.
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article0
2017Semiparametric detection of changes in long range dependence.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2009A Semiparametric Analysis of the Term Structure of the US Interest Rates* In: Oxford Bulletin of Economics and Statistics.
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article10
2012First Stage Estimation of Fractional Cointegration In: Journal of Time Series Econometrics.
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article3
2017Testing for a Change in Mean under Fractional Integration In: Journal of Time Series Econometrics.
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article1
2004Cointegration in Fractional Systems with Deterministic Trends In: STICERD - Econometrics Paper Series.
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paper17
2005Cointegration in fractional systems with deterministic trends.(2005) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 17
article
2004Cointegration in fractional systems with deterministic trends.(2004) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 17
paper
2007Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data In: Working Papers.
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paper1
2012Modelling the dynamics of a public health care system: evidence from time-series data.(2012) In: Applied Economics.
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This paper has another version. Agregated cites: 1
article
2007Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data.(2007) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
1996Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? In: CEPR Discussion Papers.
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paper8
1997Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers.
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paper22
2000Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review.
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This paper has another version. Agregated cites: 22
article
Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
2019TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT In: Econometric Theory.
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article1
2017Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point.(2017) In: Essex Finance Centre Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes In: Economics Letters.
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article2
2017Revisiting inflation in the euro area allowing for long memory In: Economics Letters.
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article0
2013Testing for a break in trend when the order of integration is unknown In: Journal of Econometrics.
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article11
2015Spatial effects in a common trend model of US city-level CPI In: Regional Science and Urban Economics.
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article0
2002Exchange Rate Management and Inflation Targeting in the CEE Accession Countries In: Eastward Enlargement of the Euro-zone Working Papers.
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paper3
2011On the behaviour of fixed-b trend break tests under fractional integration In: Discussion Papers.
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paper2
2020Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks In: Working Paper.
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paper0
2020Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics In: Journal of Applied Econometrics.
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article2
2009Inflation Control in Central and Eastern European Countries In: World Scientific Book Chapters.
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chapter0
2015Autocorrelation robust inference using the Daniell kernel with fixed bandwidth In: Discussion Papers.
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paper0
2015Comparing predictive accuracy in small samples In: Discussion Papers.
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paper9
2019A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters In: Discussion Papers.
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paper0

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