Fabrizio Iacone
Names
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Fabrizio |
| last: |
Iacone |
Identifer
Contact
Affiliations
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University of York
/ Department of Economics and Related Studies (weight: 5%)
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Università degli Studi di Milano
/ Dipartimento di Economia, Management e Metodi Quantitativi (DEMM) (weight: 95%)
Research profile
author of:
- Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (RePEc:aah:create:2021-04)
by Fabrizio Iacone & Morten Ørregaard Nielsen & Robert Taylor - Comparing predictive ability in presence of instability over a very short time (RePEc:arx:papers:2405.11954)
by Fabrizio Iacone & Luca Rossini & Andrea Viselli - Testing for equal predictive accuracy with strong dependence (RePEc:arx:papers:2409.12662)
by Laura Coroneo & Fabrizio Iacone - Local Whittle estimation of the memory parameter in presence of deterministic components (RePEc:bla:jtsera:v:31:y:2010:i:1:p:37-49)
by Fabrizio Iacone - A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (RePEc:bla:jtsera:v:35:y:2014:i:1:p:40-54)
by Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor - Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (RePEc:bla:jtsera:v:36:y:2015:i:4:p:528-540)
by Javier Hualde & Fabrizio Iacone - Fixed Bandwidth Inference for Fractional Cointegration (RePEc:bla:jtsera:v:40:y:2019:i:4:p:544-572)
by Javier Hualde & Fabrizio Iacone - Semiparametric Detection of Changes in Long Range Dependence (RePEc:bla:jtsera:v:40:y:2019:i:5:p:693-706)
by Fabrizio Iacone & Štěpána Lazarová - A Semiparametric Analysis of the Term Structure of the US Interest Rates (RePEc:bla:obuest:v:71:y:2009:i:4:p:475-490)
by Fabrizio Iacone - First Stage Estimation of Fractional Cointegration (RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:2)
by Hualde Javier & Iacone Fabrizio - Testing for a Change in Mean under Fractional Integration (RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:8:n:2)
by Iacone Fabrizio & Leybourne Stephen J. & Robert Taylor A.M. - Cointegration in Fractional Systems with Deterministic Trends (RePEc:cep:stiecm:476)
by Fabrizio Iacone & Peter M Robinson - Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data (RePEc:chy:respap:29cherp)
by Fabrizio Iacone & Steve Martin & Luigi Siciliani & Peter C Smith - Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? (RePEc:cpr:ceprdp:1456)
by Favero, Carlo A. & Iacone, Fabrizio & Pifferi, Marco - Extracting Information from Asset Prices: The Methodology of EMU Calculators (RePEc:cpr:ceprdp:1676)
by Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido - ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (RePEc:cup:etheor:v:29:y:2013:i:02:p:393-418_00)
by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A.M. Robert - Testing The Order Of Fractional Integration Of A Time Series In The Possible Presence Of A Trend Break At An Unknown Point (RePEc:cup:etheor:v:35:y:2019:i:6:p:1201-1233_4)
by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A.M. Robert - Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes (RePEc:eee:ecolet:v:150:y:2017:i:c:p:39-43)
by Hualde, Javier & Iacone, Fabrizio - Revisiting inflation in the euro area allowing for long memory (RePEc:eee:ecolet:v:156:y:2017:i:c:p:145-150)
by Hualde, Javier & Iacone, Fabrizio - Cointegration in fractional systems with deterministic trends (RePEc:eee:econom:v:129:y:2005:i:1-2:p:263-298)
by Robinson, P.M. & Iacone, F. - Testing for a break in trend when the order of integration is unknown (RePEc:eee:econom:v:176:y:2013:i:1:p:30-45)
by Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A.M. - Extracting information from asset prices: The methodology of EMU calculators (RePEc:eee:eecrev:v:44:y:2000:i:9:p:1607-1632)
by Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini - Testing the predictive accuracy of COVID-19 forecasts (RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622)
by Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo - Survey density forecast comparison in small samples (RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504)
by Coroneo, Laura & Iacone, Fabrizio & Profumo, Fabio - Spatial effects in a common trend model of US city-level CPI (RePEc:eee:regeco:v:54:y:2015:i:c:p:87-98)
by Burridge, Peter & Iacone, Fabrizio & Lazarová, Štěpána - Testing the predictive accuracy of COVID-19 forecasts (RePEc:een:camaaa:2021-52)
by Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro - Cointegration in fractional systems with deterministic trends (RePEc:ehl:lserod:2232)
by Iacone, Fabrizio & Robinson, Peter M. - Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point (RePEc:esy:uefcwp:19654)
by Iacone, Fabrizio & Leybourne, Stephen J & Taylor, AM Robert - Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (RePEc:esy:uefcwp:29778)
by Iacone, Fabrizio & Ørregaard Nielsen, Morten & Taylor, AM Robert - Exchange Rate Management and Inflation Targeting in the CEE Accession Countries (RePEc:ezo:ezppap:wp08)
by Fabrizio Iacone & Renzo Orsi - Extracting Information from Asset Prices: the Methodology of EMU Calculators (RePEc:igi:igierp:113)
by Carlo A. Favero & Francesco Giavazzi & Fabrizio Iacone & Guido Tabellini - On the behaviour of fixed-b trend break tests under fractional integration (RePEc:not:notgts:11/03)
by Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor - Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (RePEc:qed:wpaper:1431)
by Fabrizio Iacone & Morten Ørregaard Nielsen & A.M. Robert Taylor - Semiparametric detection of changes in long range dependence (RePEc:qmw:qmwecw:830)
by Fabrizio Iacone & Stepana Lazarova - Modelling the dynamics of a public health care system: evidence from time-series data (RePEc:taf:applec:44:y:2012:i:23:p:2955-2968)
by Fabrizio Iacone & Steve Martin & Luigi Siciliani & Peter C. Smith - Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (RePEc:taf:jnlbes:v:40:y:2022:i:2:p:880-896)
by Fabrizio Iacone & Morten Ørregaard Nielsen & A. M. Robert Taylor - Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics (RePEc:wly:japmet:v:35:y:2020:i:4:p:391-409)
by Laura Coroneo & Fabrizio Iacone - Inflation Control in Central and Eastern European Countries (RePEc:wsi:wschap:9789812836465_0009)
by Fabrizio Iacone & Renzo Orsi - Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data (RePEc:yor:yorken:07/23)
by Fabrizio Iacone & Steve Martin & Luigi Siciliani & Peter C Smith - Autocorrelation robust inference using the Daniell kernel with fixed bandwidth (RePEc:yor:yorken:15/14)
by Javier Hualde & Fabrizio Iacone - Comparing predictive accuracy in small samples (RePEc:yor:yorken:15/15)
by Laura Coroneo & Fabrizio Iacone - A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters (RePEc:yor:yorken:19/14)
by Laura Coroneo & Fabrizio Iacone & Fabio Profumo - Testing the predictive accuracy of COVID-19 forecasts (RePEc:yor:yorken:20/10)
by Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro - Testing for equal predictive accuracy with strong dependence (RePEc:yor:yorken:21/03)
by Laura Coroneo & Fabrizio Iacone - Predicting the COVID-19 epidemic: is a regional approach preferable? (RePEc:yor:yorken:21/06)
by Laura Coroneo, & Fabrizio Iacone, & Giancarlo Manzi, & Silvia Salini - Density forecast comparison in small samples (RePEc:yor:yorken:22/03)
by Laura Coroneo & Fabrizio Iacone & Fabio Profumo