6
H index
4
i10 index
102
Citations
Fabrizio Iacone : Citation Profile
Università degli Studi di Milano (80% share) | RESEARCH PRODUCTION: 14 Articles 12 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1996 - 2017). 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:
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Main data
Where Fabrizio Iacone has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 3 |
| Journal of Time Series Econometrics | 2 |
| Journal of Econometrics | 2 |
| Economics Letters | 2 |
Recent works citing Fabrizio Iacone (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Truncated 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. Full description at Econpapers || Download paper |
| 2018 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2017 | Medium 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. Full description at Econpapers || Download paper |
| 2017 | Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). GarcÃa EnrÃquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98. Full description at Econpapers || Download paper |
| 2017 | Forecast 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. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | Fractional 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. Full description at Econpapers || Download paper |
| 2018 | An 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. Full description at Econpapers || Download paper |
| 2017 | Origins of Spurious Long Memory. (2017). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-595. Full description at Econpapers || Download paper |
| 2017 | Change-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. Full description at Econpapers || Download paper |
| 2017 | The Memory of Volatility. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-601. Full description at Econpapers || Download paper |
| 2018 | An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-628. Full description at Econpapers || Download paper |
| 2018 | The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632. Full description at Econpapers || Download paper |
| 2017 | A Term Structure Model of Interest Rates with Quadratic Volatility. (2017). Takamizawa, Hideyuki. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-18. Full description at Econpapers || Download paper |
| 2017 | Truncated sum of squares estimation of fractional time series models with deterministic trends. (2017). Nielsen, Morten ; Hualde, Javier. In: Working Papers. RePEc:qed:wpaper:1376. Full description at Econpapers || Download paper |
| 2018 | Nowcasting 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. 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 | 19 |
| 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 | 4 |
| 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 |
| 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 | 0 |
| 2004 | Cointegration in Fractional Systems with Deterministic Trends In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2005 | Cointegration in fractional systems with deterministic trends.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | 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: 15 | 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 | ||
| 2013 | ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2011 | On the behaviour of fixed-b trend break tests under fractional integration.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 9 |
| 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 |
| 2017 | Testing 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. [Full Text][Citation analysis] | paper | 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 |
| 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 | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team