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 1 2 86 1 2 16 200
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth 0 1 1 47 0 2 18 163
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 0 0 21 42
Comparing predictive ability in presence of instability over a very short time 0 1 2 7 0 2 22 42
Comparing predictive accuracy in small samples 0 1 1 98 0 1 20 235
Density forecast comparison in small samples 0 1 1 36 0 3 13 64
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 0 1 13 779
Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data 0 0 0 97 0 1 13 322
Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data 0 0 1 166 0 0 5 379
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 0 0 9 871
Nonparametric Detection of a Time-Varying Mean 0 0 1 9 0 2 17 25
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 12 2 2 9 54
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 1 5 36 0 1 24 79
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 1 9 1 2 17 51
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 0 0 11 129
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 1 10 53
Testing for equal predictive accuracy with strong dependence 0 1 1 71 1 5 25 138
Testing for equal predictive accuracy with strong dependence 0 0 0 29 0 1 6 18
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 0 2 15 109
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 0 9 136
Testing the predictive accuracy of COVID-19 forecasts 0 1 1 179 0 1 10 640
Total Working Papers 0 8 18 1,444 5 29 369 5,102
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 1 8 53
A Semiparametric Analysis of the Term Structure of the US Interest Rates* 0 0 1 36 0 0 9 132
Cointegration in fractional systems with deterministic trends 0 0 0 84 1 2 22 287
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 1 2 19 67
Extracting information from asset prices: The methodology of EMU calculators 0 0 0 36 0 3 19 235
First Stage Estimation of Fractional Cointegration 0 0 0 18 0 1 7 74
Fixed Bandwidth Inference for Fractional Cointegration 0 0 0 0 1 1 3 10
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes 0 0 0 12 1 2 11 46
Local Whittle estimation of the memory parameter in presence of deterministic components 0 0 1 38 1 1 11 85
Modelling the dynamics of a public health care system: evidence from time-series data 0 1 1 20 1 2 13 87
Nonparametric Detection of a Time‐Varying Mean 0 0 0 0 1 2 4 4
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 13 1 1 6 54
Revisiting inflation in the euro area allowing for long memory 0 0 0 19 1 2 11 61
Semiparametric Detection of Changes in Long Range Dependence 0 0 0 4 0 1 12 27
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 3 20 0 3 19 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 1 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 1 1 12 19
Testing for a Change in Mean under Fractional Integration 0 0 0 15 1 2 13 60
Testing for a break in trend when the order of integration is unknown 0 0 0 39 1 1 16 163
Testing for equal predictive accuracy with strong dependence 0 0 1 1 2 2 16 17
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 1 3 12 22
Total Journal Articles 0 2 7 381 15 34 276 1,695


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 1 5 14
Total Chapters 0 0 0 1 0 1 5 14


Statistics updated 2026-08-07