Fabrizio Iacone : Citation Profile


Are you Fabrizio Iacone?

Università degli Studi di Milano (80% share)
University of York (20% share)

6

H index

4

i10 index

102

Citations

RESEARCH PRODUCTION:

14

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1996 - 2017). See details.
   Cites by year: 4
   Journals where Fabrizio Iacone has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 8 (7.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pia24
   Updated: 2018-10-13    RAS profile: 2018-09-06    
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Relations with other researchers


Works with:

Leybourne, Stephen (5)

Taylor, Robert (4)

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 (13)

Sibbertsen, Philipp (12)

Christensen, Bent Jesper (8)

Leschinski, Christian (6)

Kruse, Robinson (5)

Wenger, Kai (4)

Jimenez-Martin, Juan (4)

Chang, Seong Yeon (3)

ALOY, Marcel (3)

Velasco, Carlos (3)

DE TRUCHIS, Gilles (3)

Cites to:

Vogelsang, Timothy (22)

Kiefer, Nicholas (17)

Robinson, Peter (13)

Hualde, Javier (10)

Giraitis, Liudas (10)

Phillips, Peter (8)

Sun, Yixiao (7)

Pesaran, M (7)

Hurvich, Clifford (7)

McElroy, Tucker (7)

Svensson, Lars (7)

Main data


Where Fabrizio Iacone has published?


Journals with more than one article published# docs
Journal of Time Series Analysis3
Journal of Time Series Econometrics2
Journal of Econometrics2
Economics Letters2

Recent works citing Fabrizio Iacone (2018 and 2017)


YearTitle of citing document
2017Truncated sum of squares estimation of fractional time series models with deterministic trends. (2017). Nielsen, Morten ; Hualde, Javier. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274702.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018A simple test on structural change in long-memory time series. (2018). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:90-94.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). García Enríquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:833-847.

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2017The advantages of using excess returns to model the term structure. (2017). Golinski, Adam ; Spencer, Peter ; Goliski, Adam . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:163-181.

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2017Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. (2017). Perron, Pierre ; Chang, Seong Yeon. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:5-:d:87211.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826.

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2017Origins of Spurious Long Memory. (2017). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-595.

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2017Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-598.

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2017The Memory of Volatility. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-601.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-628.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2017A Term Structure Model of Interest Rates with Quadratic Volatility. (2017). Takamizawa, Hideyuki. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-18.

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2017Truncated sum of squares estimation of fractional time series models with deterministic trends. (2017). Nielsen, Morten ; Hualde, Javier. In: Working Papers. RePEc:qed:wpaper:1376.

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2018Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys. (2018). Basselier, Raisa ; Langenus, Geert ; Liedo, David Antonio. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-017-0022-9.

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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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article19
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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article4
2015Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration In: Journal of Time Series Analysis.
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article0
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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article0
2004Cointegration in Fractional Systems with Deterministic Trends In: STICERD - Econometrics Paper Series.
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paper15
2005Cointegration in fractional systems with deterministic trends.(2005) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 15
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: 15
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
2013ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION In: Econometric Theory.
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article3
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: 3
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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article9
2015Spatial effects in a common trend model of US city-level CPI In: Regional Science and Urban Economics.
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article0
2017Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point In: Essex Finance Centre Working Papers.
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paper0
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
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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paper3

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