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 1 1 1 85 3 6 15 198
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth 0 0 1 46 2 4 17 161
Cointegration in Fractional Systems with Deterministic Trends 0 0 0 2 2 17 37 58
Cointegration in fractional systems with deterministic trends 0 0 0 4 1 6 21 42
Comparing predictive ability in presence of instability over a very short time 0 0 1 6 3 7 20 40
Comparing predictive accuracy in small samples 0 0 0 97 2 8 21 234
Density forecast comparison in small samples 0 0 0 35 0 2 13 61
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 6 11 20 494
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 1 5 12 778
Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data 0 1 1 166 2 3 5 379
Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data 0 0 0 97 1 3 12 321
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 2 2 9 871
Nonparametric Detection of a Time-Varying Mean 0 0 9 9 1 3 23 23
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 12 1 4 7 52
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 1 4 35 3 8 23 78
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 1 3 3 4 12 21
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 3 4 11 129
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 2 9 0 3 22 49
Semiparametric detection of changes in long range dependence 0 0 0 31 0 4 10 52
Testing for equal predictive accuracy with strong dependence 0 0 0 70 4 8 20 133
Testing for equal predictive accuracy with strong dependence 0 0 0 29 0 1 6 17
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 3 5 13 107
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 3 10 639
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 0 9 136
Total Working Papers 1 4 20 1,436 44 121 368 5,073
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 1 1 8 52
A Semiparametric Analysis of the Term Structure of the US Interest Rates* 0 1 1 36 2 4 12 132
Cointegration in fractional systems with deterministic trends 0 0 0 84 0 3 21 285
Comparing predictive ability in the presence of instability over a very short time 0 0 0 0 0 0 0 0
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 3 5 20 65
Extracting information from asset prices: The methodology of EMU calculators 0 0 0 36 4 5 17 232
First Stage Estimation of Fractional Cointegration 0 0 0 18 1 3 7 73
Fixed Bandwidth Inference for Fractional Cointegration 0 0 0 0 2 2 2 9
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes 0 0 0 12 2 3 10 44
Local Whittle estimation of the memory parameter in presence of deterministic components 0 0 1 38 1 3 10 84
Modelling the dynamics of a public health care system: evidence from time-series data 0 0 0 19 2 2 11 85
Nonparametric Detection of a Time‐Varying Mean 0 0 0 0 2 2 2 2
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 13 1 1 6 53
Revisiting inflation in the euro area allowing for long memory 0 0 0 19 3 3 12 59
Semiparametric Detection of Changes in Long Range Dependence 0 0 0 4 2 5 11 26
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 2 19 3 6 20 70
Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration 0 0 0 1 1 2 6 27
Spatial effects in a common trend model of US city-level CPI 0 0 0 10 5 7 15 76
Survey density forecast comparison in small samples 0 0 0 0 6 7 13 15
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 3 6 11 18
Testing for a Change in Mean under Fractional Integration 0 0 0 15 4 5 11 58
Testing for a break in trend when the order of integration is unknown 0 0 0 39 1 4 17 162
Testing for equal predictive accuracy with strong dependence 0 0 1 1 2 3 15 15
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 0 1 10 19
Total Journal Articles 0 1 5 379 51 83 267 1,661


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 3 3 4 13
Total Chapters 0 0 0 1 3 3 4 13


Statistics updated 2026-05-06