Fabrizio Iacone : Citation Profile


Are you Fabrizio Iacone?

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

8

H index

8

i10 index

160

Citations

RESEARCH PRODUCTION:

19

Articles

22

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 6
   Journals where Fabrizio Iacone has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 9 (5.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pia24
   Updated: 2022-11-19    RAS profile: 2022-08-09    
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Relations with other researchers


Works with:

Coroneo, Laura (7)

Taylor, Robert (4)

Nielsen, Morten (4)

Leybourne, Stephen (3)

Santos Monteiro, Paulo (2)

Profumo, Fabio (2)

Paccagnini, Alessia (2)

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

Is cited by:

Sibbertsen, Philipp (20)

Perron, Pierre (16)

Leschinski, Christian (13)

Christensen, Bent Jesper (8)

Nielsen, Morten (7)

Wenger, Kai (7)

Velasco, Carlos (5)

Kruse, Robinson (4)

Gil-Alana, Luis (4)

Skrobotov, Anton (4)

Fagan, Gabriel (3)

Cites to:

Vogelsang, Timothy (25)

Kiefer, Nicholas (19)

Giraitis, Liudas (14)

Robinson, Peter (13)

Abadir, Karim (10)

Hualde, Javier (10)

Phillips, Peter (10)

Sun, Yixiao (9)

Diebold, Francis (8)

Svensson, Lars (8)

McElroy, Tucker (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
Econometric Theory2
Journal of Econometrics2
Economics Letters2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Fabrizio Iacone (2022 and 2021)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2021Short-Term Covid-19 Forecast for Latecomers. (2021). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Valladao, Davi ; Street, Alexandre ; Medeiros, Marcelo. In: Papers. RePEc:arx:papers:2004.07977.

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2022Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673.

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2021Robust discrimination between long?range dependence and a change in mean. (2021). Gerstenberger, Carina. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:34-62.

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2022Autoregressive spectral estimates under ignored changes in the mean. (2022). Hosseinkouchack, Mehdi ; Demetrescu, Matei. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:329-340.

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2021Fixed-bandwidth CUSUM tests under long memory. (2021). Leschinski, Christian ; Wenger, Kai. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:46-61.

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2022Short-term Covid-19 forecast for latecomers. (2022). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Vallado, Davi ; Street, Alexandre ; Medeiros, Marcelo C. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:467-488.

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2022Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2021Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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2021Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Michał ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877.

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2022Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods. (2022). Makatjane, Katleho. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:1:p:10-:d:735281.

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2021Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. (2020). Sibbertsen, Philipp ; Dräger, Lena ; Drager, Lena. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-675.

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2021Monitoring memory parameter change-points in long-memory time series. (2021). Chen, Zhanshou ; Li, Fuxiao ; Xiao, Yanting. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01840-4.

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2021Horizon confidence sets. (2021). Fosten, Jack ; Gutknecht, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01891-7.

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2022Macroeconometric forecasting using a cluster of dynamic factor models. (2022). Glocker, Christian ; Kaniovski, Serguei. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02129-w.

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2022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. (2022). Mokni, Khaled ; Gil-Alana, Luis Alberiko ; Assaf, Ata. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02165-6.

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2021Estimating multiple breaks in mean sequentially with fractionally integrated errors. (2021). Pang, Tianxiao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01104-z.

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2022Robust inference under time?varying volatility: A real?time evaluation of professional forecasters. (2022). Krusebecher, Robinson ; Hanck, Christoph ; Demetrescu, Matei. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1010-1030.

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Works by Fabrizio Iacone:


YearTitleTypeCited
2021Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks In: CREATES Research Papers.
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paper1
2021Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.(2021) In: Essex Finance Centre Working Papers.
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This paper has another version. Agregated cites: 1
paper
2020Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.(2020) In: Working Paper.
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This paper has another version. Agregated cites: 1
paper
2022Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.(2022) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 1
article
2010Local Whittle estimation of the memory parameter in presence of deterministic components In: Journal of Time Series Analysis.
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article27
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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article10
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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article1
2019Semiparametric Detection of Changes in Long Range Dependence In: Journal of Time Series Analysis.
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article1
2017Semiparametric detection of changes in long range dependence.(2017) In: Working Papers.
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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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article3
2004Cointegration in Fractional Systems with Deterministic Trends In: STICERD - Econometrics Paper Series.
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paper20
2005Cointegration in fractional systems with deterministic trends.(2005) In: Journal of Econometrics.
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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: 20
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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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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paper20
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: 20
article
Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers.
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paper
2013ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION In: Econometric Theory.
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article6
2011On the behaviour of fixed-b trend break tests under fractional integration.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 6
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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article3
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: 3
paper
2017Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes In: Economics Letters.
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article5
2017Revisiting inflation in the euro area allowing for long memory In: Economics Letters.
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article2
2013Testing for a break in trend when the order of integration is unknown In: Journal of Econometrics.
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article12
2015Spatial effects in a common trend model of US city-level CPI In: Regional Science and Urban Economics.
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article0
2021Testing the predictive accuracy of COVID-19 forecasts In: CAMA Working Papers.
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paper2
2020Testing the predictive accuracy of COVID-19 forecasts.(2020) In: Discussion Papers.
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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
2020Comparing predictive accuracy in small samples using fixed?smoothing asymptotics In: Journal of Applied Econometrics.
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article10
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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paper12
2019A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters In: Discussion Papers.
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paper0
2021Testing for equal predictive accuracy with strong dependence In: Discussion Papers.
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paper0
2021Predicting the COVID-19 epidemic: is a regional approach preferable? In: Discussion Papers.
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paper0
2022Density forecast comparison in small samples In: Discussion Papers.
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