8
H index
7
i10 index
164
Citations
University of York (5% 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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pia24 |
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: |
Journals with more than one article published | # docs |
---|---|
Journal of Time Series Analysis | 5 |
International Journal of Forecasting | 2 |
Journal of Time Series Econometrics | 2 |
Economics Letters | 2 |
Econometric Theory | 2 |
Journal of Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Essex Finance Centre Working Papers / University of Essex, Essex Business School | 2 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2024 | Inflation 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 |
2024 | Predictive 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 |
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 |
Year | Title | Type | Cited |
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2021 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
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: 4 | 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: 4 | 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: 4 | article | |
2024 | Comparing predictive ability in presence of instability over a very short time In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Testing for equal predictive accuracy with strong dependence In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Testing for equal predictive accuracy with strong dependence.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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 | 23 |
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: 23 | 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: 23 | 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 | 5 |
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: 5 | 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 | 3 |
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: 3 | 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: 3 | paper | |
2024 | Survey density forecast comparison in small samples In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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 |
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 | 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 |
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