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Fabrizio Iacone

This is information that was supplied by Fabrizio Iacone in registering through RePEc. If you are Fabrizio Iacone, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Fabrizio
Middle Name:
Last Name:Iacone
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RePEc Short-ID:pia24
http://www.york.ac.uk/economics/profiles/details/iaconef.htm
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  1. Javier Hualde & Fabrizio Iacone, 2015. "Autocorrelation robust inference using the Daniell kernel with fixed bandwidth," Discussion Papers 15/14, Department of Economics, University of York.
  2. Laura Coroneo & Fabrizio Iacone, 2015. "Comparing predictive accuracy in small samples," Discussion Papers 15/15, Department of Economics, University of York.
  3. Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor, 2011. "On the behaviour of fixed-b trend break tests under fractional integration," Discussion Papers 11/03, University of Nottingham, Granger Centre for Time Series Econometrics.
  4. Fabrizio Iacone & Steve Martin & Luigi Siciliani & Peter C Smith, 2007. "Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data," Working Papers 029cherp, Centre for Health Economics, University of York.
  5. Fabrizio Iacone & Peter M. Robinson, 2004. "Cointegration in fractional systems with deterministic trends," LSE Research Online Documents on Economics 2232, London School of Economics and Political Science, LSE Library.
  6. Fabrizio Iacone & Renzo Orsi, 2002. "Exchange Rate Management and Inflation Targeting in the CEE Accession Countries," Eastward Enlargement of the Euro-zone Working Papers wp08, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Aug 2002.
  7. Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido, 1997. "Extracting Information from Asset Prices: The Methodology of EMU Calculators," CEPR Discussion Papers 1676, C.E.P.R. Discussion Papers.
  8. Favero, Carlo A. & Iacone, Fabrizio & Pifferi, Marco, 1996. "Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?," CEPR Discussion Papers 1456, C.E.P.R. Discussion Papers.
  1. Burridge, Peter & Iacone, Fabrizio & Lazarová, Štěpána, 2015. "Spatial effects in a common trend model of US city-level CPI," Regional Science and Urban Economics, Elsevier, vol. 54(C), pages 87-98.
  2. Javier Hualde & Fabrizio Iacone, 2015. "Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 528-540, 07.
  3. Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor, 2014. "A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 40-54, 01.
  4. Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A.M. Robert, 2013. "ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION," Econometric Theory, Cambridge University Press, vol. 29(02), pages 393-418, April.
  5. Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A.M., 2013. "Testing for a break in trend when the order of integration is unknown," Journal of Econometrics, Elsevier, vol. 176(1), pages 30-45.
  6. Fabrizio Iacone & Steve Martin & Luigi Siciliani & Peter C. Smith, 2012. "Modelling the dynamics of a public health care system: evidence from time-series data," Applied Economics, Taylor & Francis Journals, vol. 44(23), pages 2955-2968, August.
  7. Hualde Javier & Iacone Fabrizio, 2012. "First Stage Estimation of Fractional Cointegration," Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-32, May.
  8. Fabrizio Iacone, 2010. "Local Whittle estimation of the memory parameter in presence of deterministic components," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 37-49, 01.
  9. Fabrizio Iacone, 2009. "A Semiparametric Analysis of the Term Structure of the US Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(4), pages 475-490, 08.
  10. Robinson, P.M. & Iacone, F., 2005. "Cointegration in fractional systems with deterministic trends," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 263-298.
  11. Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini, 2000. "Extracting information from asset prices: The methodology of EMU calculators," European Economic Review, Elsevier, vol. 44(9), pages 1607-1632, October.
  1. Fabrizio Iacone & Renzo Orsi, 2009. "Inflation Control in Central and Eastern European Countries," World Scientific Book Chapters, in: Economic Models Methods, Theory and Applications, chapter 9, pages 173-200 World Scientific Publishing Co. Pte. Ltd..
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2015-08-30 2015-09-26. Author is listed
  2. NEP-EEC: European Economics (2) 1998-11-20 2007-07-27. Author is listed
  3. NEP-HEA: Health Economics (2) 2007-07-27 2008-02-16. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2015-08-30
  5. NEP-FOR: Forecasting (1) 2015-09-26
  6. NEP-GER: German Papers (1) 2015-08-30
  7. NEP-IFN: International Finance (1) 1998-11-20

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