Fabrizio Iacone : Citation Profile


Are you Fabrizio Iacone?

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

8

H index

7

i10 index

164

Citations

RESEARCH PRODUCTION:

20

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1996 - 2024). See details.
   Cites by year: 5
   Journals where Fabrizio Iacone has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 10 (5.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pia24
   Updated: 2024-11-08    RAS profile: 2024-10-09    
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Relations with other researchers


Works with:

Coroneo, Laura (9)

Nielsen, Morten (4)

Taylor, Robert (4)

Santos Monteiro, Paulo (3)

Paccagnini, Alessia (3)

Profumo, Fabio (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 (22)

Perron, Pierre (16)

Leschinski, Christian (13)

Nielsen, Morten (11)

Christensen, Bent Jesper (8)

Wenger, Kai (7)

Velasco, Carlos (5)

Gil-Alana, Luis (5)

Skrobotov, Anton (4)

Kruse, Robinson (4)

Jimenez-Martin, Juan (4)

Cites to:

Vogelsang, Timothy (25)

Kiefer, Nicholas (20)

Giraitis, Liudas (14)

Robinson, Peter (13)

McElroy, Tucker (10)

Diebold, Francis (10)

Hualde, Javier (10)

Abadir, Karim (10)

Svensson, Lars (9)

Phillips, Peter (8)

Sun, Yixiao (8)

Main data


Where Fabrizio Iacone has published?


Journals with more than one article published# docs
Journal of Time Series Analysis5
International Journal of Forecasting2
Journal of Time Series Econometrics2
Journal of Econometrics2
Econometric Theory2
Economics Letters2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
Essex Finance Centre Working Papers / University of Essex, Essex Business School2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Fabrizio Iacone (2024 and 2023)


YearTitle of citing document
2024Robust 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.

Full description at Econpapers || Download paper

2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

Full description at Econpapers || Download paper

2024Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

Full description at Econpapers || Download paper

2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6.

Full description at Econpapers || Download paper

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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paper4
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 nother version. Agregated cites: 4
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 nother version. Agregated cites: 4
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 nother version. Agregated cites: 4
article
2024Comparing predictive ability in presence of instability over a very short time In: Papers.
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paper0
2024Testing for equal predictive accuracy with strong dependence In: Papers.
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paper0
2021Testing for equal predictive accuracy with strong dependence.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2010Local Whittle estimation of the memory parameter in presence of deterministic components In: Journal of Time Series Analysis.
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article28
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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article2
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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This paper has nother version. Agregated cites: 1
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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paper21
2005Cointegration in fractional systems with deterministic trends.(2005) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 21
article
2004Cointegration in fractional systems with deterministic trends.(2004) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 21
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 nother 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 nother 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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paper23
2000Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review.
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This paper has nother version. Agregated cites: 23
article
Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers.
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This paper has nother version. Agregated cites: 23
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 nother 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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article5
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 nother version. Agregated cites: 5
paper
2017Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes In: Economics Letters.
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article6
2017Revisiting inflation in the euro area allowing for long memory In: Economics Letters.
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article3
2013Testing for a break in trend when the order of integration is unknown In: Journal of Econometrics.
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article12
2023Testing the predictive accuracy of COVID-19 forecasts In: International Journal of Forecasting.
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article3
2021Testing the predictive accuracy of COVID-19 forecasts.(2021) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2020Testing the predictive accuracy of COVID-19 forecasts.(2020) In: Discussion Papers.
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This paper has nother version. Agregated cites: 3
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2024Survey density forecast comparison in small samples In: International Journal of Forecasting.
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article0
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
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
2021Predicting the COVID-19 epidemic: is a regional approach preferable? In: Discussion Papers.
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2022Density forecast comparison in small samples In: Discussion Papers.
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