8
H index
5
i10 index
123
Citations
Fabrizio Iacone : Citation Profile
Università degli Studi di Milano (95% share) | RESEARCH PRODUCTION: 17 Articles 15 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1996 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Fabrizio Iacone. | Is cited by:
| Cites to:
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Main data
Where Fabrizio Iacone has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 5 |
| Journal of Time Series Econometrics | 2 |
| Economics Letters | 2 |
| Journal of Econometrics | 2 |
Recent works citing Fabrizio Iacone (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002. Full description at Econpapers || Download paper |
| 2020 | Distinguishing 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. Full description at Econpapers || Download paper |
| 2020 | Mean-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. Full description at Econpapers || Download paper |
| 2020 | FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608. Full description at Econpapers || Download paper |
| 2020 | True 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. Full description at Econpapers || Download paper |
| 2019 | Robust 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. Full description at Econpapers || Download paper |
| 2019 | The Memory of Beta Factors. (2019). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Hollstein, Fabian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-661. Full description at Econpapers || Download paper |
| 2020 | FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872. Full description at Econpapers || Download paper |
| 2019 | Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends. (2019). Nielsen, Morten ; Hualde, Javier. In: Working Paper. RePEc:qed:wpaper:1376. Full description at Econpapers || Download paper |
| 2020 | Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers || Download paper |
| 2019 | Change-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. Full description at Econpapers || Download paper |
| 2020 | Predicting 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. Full description at Econpapers || Download paper |
| 2019 | Predicting interest rates in real-time. (2019). Coroneo, Laura ; Caruso, Alberto. In: Discussion Papers. RePEc:yor:yorken:19/18. Full description at Econpapers || Download paper |
| 2019 | Comparing forecast accuracy in small samples. (2019). Döhrn, Roland ; Dohrn, Roland. In: Ruhr Economic Papers. RePEc:zbw:rwirep:833. Full description at Econpapers || Download paper |
Works by Fabrizio Iacone:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Local Whittle estimation of the memory parameter in presence of deterministic components In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 23 |
| 2014 | A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2015 | Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Fixed Bandwidth Inference for Fractional Cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Semiparametric Detection of Changes in Long Range Dependence In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | Semiparametric detection of changes in long range dependence.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | A Semiparametric Analysis of the Term Structure of the US Interest Rates* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2012 | First Stage Estimation of Fractional Cointegration In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Testing for a Change in Mean under Fractional Integration In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Cointegration in Fractional Systems with Deterministic Trends In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2005 | Cointegration in fractional systems with deterministic trends.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2004 | Cointegration in fractional systems with deterministic trends.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2007 | Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Modelling the dynamics of a public health care system: evidence from time-series data.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2007 | Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1996 | Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 1997 | Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
| 2000 | Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | ||
| 2019 | TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2017 | Testing 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2017 | Revisiting inflation in the euro area allowing for long memory In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Testing for a break in trend when the order of integration is unknown In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2015 | Spatial effects in a common trend model of US city-level CPI In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 0 |
| 2002 | Exchange Rate Management and Inflation Targeting in the CEE Accession Countries In: Eastward Enlargement of the Euro-zone Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | On the behaviour of fixed-b trend break tests under fractional integration In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Inflation Control in Central and Eastern European Countries In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2015 | Autocorrelation robust inference using the Daniell kernel with fixed bandwidth In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Comparing predictive accuracy in small samples In: Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2019 | A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team