8
H index
8
i10 index
196
Citations
Fabrizio Iacone : Citation Profile
Università degli Studi di Milano (95% share) | RESEARCH PRODUCTION: 22 Articles 25 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1996 - 2025). 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:
| Cites to:
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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 |
| International Journal of Forecasting | 3 |
| 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 |
|---|---|
| Essex Finance Centre Working Papers / University of Essex, Essex Business School | 3 |
| Papers / arXiv.org | 2 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Recent works citing Fabrizio Iacone (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169. Full description at Econpapers || Download paper |
| 2024 | What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828. Full description at Econpapers || Download paper |
| 2024 | How to Compare Copula Forecasts?. (2024). Hoga, Yannick ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2410.04165. Full description at Econpapers || Download paper |
| 2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069. Full description at Econpapers || Download paper |
| 2024 | A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975. Full description at Econpapers || Download paper |
| 2024 | A look back at 25 years of the ECB SPF. (2024). Meyler, Aidan ; Fonseca, Luís ; Bates, Colm ; Arioli, Rodolfo ; Fagandini, Bruno ; Zahrt, Octavia ; Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Minasian, Ryan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364. Full description at Econpapers || Download paper |
| 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). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629. Full description at Econpapers || Download paper |
| 2025 | Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744. Full description at Econpapers || Download paper |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. Full description at Econpapers || Download paper |
| 2024 | What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Working Papers. RePEc:fem:femwpa:2024.02. Full description at Econpapers || Download paper |
| 2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Working Papers. RePEc:fem:femwpa:2025.04. Full description at Econpapers || Download paper |
| 2025 | Implication of Digital Marketing in the Supply Chain Finance of the Beverage Industry. (2025). Sakas, Damianos P ; Toudas, Kanellos ; Karountzos, Panagiotis ; Giannakopoulos, Nikolaos T. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:189-:d:1770015. Full description at Econpapers || Download paper |
| 2024 | Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Lietti, Benjamin ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Post-Print. RePEc:hal:journl:hal-05104995. Full description at Econpapers || Download paper |
| 2025 | Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models. (2025). Sibbertsen, Philipp ; Less, Vivien. In: Working Papers. RePEc:ptu:wpaper:w202503. Full description at Econpapers || Download paper |
| 2024 | Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar. (2024). Gil-Alana, Luis ; Monge, Manuel ; Malmierca-Ordoqui, Maria. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02468-w. Full description at Econpapers || Download paper |
| 2024 | Capturing Swiss economic confidence. (2024). Wegmueller, Philipp ; Glocker, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00120-7. Full description at Econpapers || Download paper |
| 2025 | Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions. (2025). Sun, Yixiao ; Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2025-01. Full description at Econpapers || Download paper |
| 2024 | A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All.. (2024). Canepa, Alessandra ; Karanasos, Menelaos ; Magdalinos, Anastasios ; Paraskevopoulos, Alexandros. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202413. 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 | 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 | 1 |
| 2025 | Testing for equal predictive accuracy with strong dependence.(2025) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Testing for equal predictive accuracy with strong dependence.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 | 11 |
| 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 | 3 |
| 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 | 22 |
| 2005 | Cointegration in fractional systems with deterministic trends.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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: 22 | 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 |
| 2025 | Nonparametric Detection of a Time-Varying Mean 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 |
| 2020 | Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 27 |
| 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 | 1 |
| 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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