8
H index
8
i10 index
171
Citations
Fabrizio Iacone : Citation Profile
University of York (5% share) | RESEARCH PRODUCTION: 20 Articles 22 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1996 - 2023). 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 | 5 |
| Journal of Time Series Econometrics | 2 |
| Econometric Theory | 2 |
| Economics Letters | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Essex Finance Centre Working Papers / University of Essex, Essex Business School | 2 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Recent works citing Fabrizio Iacone (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper |
| 2023 | Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243. Full description at Econpapers || Download paper |
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2023 | Measuring 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.(2021) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.(2020) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2022 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2010 | Local Whittle estimation of the memory parameter in presence of deterministic components In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 28 |
| 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 | 10 |
| 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 | 2 |
| 2019 | Semiparametric Detection of Changes in Long Range Dependence In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2017 | Semiparametric detection of changes in long range dependence.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 | 3 |
| 2004 | Cointegration in Fractional Systems with Deterministic Trends In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2005 | Cointegration in fractional systems with deterministic trends.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2004 | Cointegration in fractional systems with deterministic trends.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | 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 nother 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 nother 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 | 20 |
| 2000 | Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | ||
| 2013 | ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2011 | On the behaviour of fixed-b trend break tests under fractional integration.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 | 4 |
| 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 nother version. Agregated cites: 4 | paper | |
| 2017 | Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2017 | Revisiting inflation in the euro area allowing for long memory In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2013 | Testing for a break in trend when the order of integration is unknown In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2023 | Testing the predictive accuracy of COVID-19 forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2021 | Testing the predictive accuracy of COVID-19 forecasts.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Testing the predictive accuracy of COVID-19 forecasts.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 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 |
| 2020 | Comparing predictive accuracy in small samples using fixed?smoothing asymptotics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 13 |
| 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 | 12 |
| 2019 | A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Testing for equal predictive accuracy with strong dependence In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Predicting the COVID-19 epidemic: is a regional approach preferable? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Density forecast comparison in small samples 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 December, 10 2023. Contact: CitEc Team