Access Statistics for Fabrizio Iacone

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters 0 0 2 86 0 1 16 200
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth 0 0 1 47 1 1 18 164
Cointegration in Fractional Systems with Deterministic Trends 0 0 0 2 0 0 37 58
Cointegration in fractional systems with deterministic trends 0 0 0 4 1 1 22 43
Comparing predictive ability in presence of instability over a very short time 0 1 2 7 1 3 20 43
Comparing predictive accuracy in small samples 1 1 2 99 1 1 20 236
Density forecast comparison in small samples 0 0 1 36 1 1 14 65
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 0 0 20 494
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 1 2 14 780
Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data 0 0 0 97 1 2 13 323
Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data 0 0 1 166 1 1 5 380
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 1 1 10 872
Nonparametric Detection of a Time-Varying Mean 0 0 1 9 0 1 15 25
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 12 0 2 9 54
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 0 5 36 1 1 24 80
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 0 0 10 129
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 1 9 1 2 18 52
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 1 3 0 0 9 21
Semiparametric detection of changes in long range dependence 0 0 0 31 0 0 10 53
Testing for equal predictive accuracy with strong dependence 0 0 0 29 4 4 10 22
Testing for equal predictive accuracy with strong dependence 0 0 1 71 0 2 24 138
Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point 0 0 0 92 1 3 16 110
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 1 1 10 137
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 179 0 0 9 640
Total Working Papers 1 2 19 1,445 17 30 373 5,119
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 6 0 0 7 53
A Semiparametric Analysis of the Term Structure of the US Interest Rates* 0 0 1 36 0 0 8 132
Cointegration in fractional systems with deterministic trends 0 0 0 84 2 3 23 289
Comparing predictive ability in the presence of instability over a very short time 0 0 0 0 1 1 1 1
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 3 5 22 70
Extracting information from asset prices: The methodology of EMU calculators 0 0 0 36 0 2 19 235
First Stage Estimation of Fractional Cointegration 0 0 0 18 0 0 7 74
Fixed Bandwidth Inference for Fractional Cointegration 0 0 0 0 0 1 3 10
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes 0 0 0 12 0 2 11 46
Local Whittle estimation of the memory parameter in presence of deterministic components 0 0 1 38 0 1 11 85
Modelling the dynamics of a public health care system: evidence from time-series data 0 1 1 20 1 3 12 88
Nonparametric Detection of a Time‐Varying Mean 0 0 0 0 0 1 4 4
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 13 0 1 6 54
Revisiting inflation in the euro area allowing for long memory 0 0 0 19 0 2 11 61
Semiparametric Detection of Changes in Long Range Dependence 0 0 0 4 0 0 12 27
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 3 20 0 1 18 73
Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration 0 0 0 1 0 0 5 27
Spatial effects in a common trend model of US city-level CPI 0 0 0 10 0 0 14 76
Survey density forecast comparison in small samples 0 0 0 0 0 0 14 16
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT 0 0 0 1 0 1 12 19
Testing for a Change in Mean under Fractional Integration 0 0 0 15 0 1 13 60
Testing for a break in trend when the order of integration is unknown 1 1 1 40 1 2 16 164
Testing for equal predictive accuracy with strong dependence 0 0 1 1 0 2 16 17
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 0 1 11 22
Total Journal Articles 1 2 8 382 8 30 276 1,703


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Inflation Control in Central and Eastern European Countries 0 0 0 1 0 0 5 14
Total Chapters 0 0 0 1 0 0 5 14


Statistics updated 2026-09-10