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Type of addressPostal address
Postal codeYO10 5DD
Country/TerritoryUnited Kingdom
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  • Economics
    University of York
    Heslington
    York
    YO10 5DD
 https://orcid.org/0000-0002-2681-9036

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Dr. Fabrizio Iacone

Honorary Fellow

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  1. 2022

  2. Testing the predictive accuracy of COVID-19 forecasts

    Santos Monteiro, P., Coroneo, L., Iacone, F. & Paccagnini, A., 15 Jan 2022, (Accepted/In press)

    Article in International journal of forecasting

  3. 2021

  4. Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks

    Iacone, F., Nielsen, M. & Taylor, R., 11 Mar 2021, (E-pub ahead of print)

    Article in Journal of Business and Economic Statistics

  5. 2020

  6. Comparing predictive accuracy in small samples using fixed-smoothing asymptotic

    Coroneo, L. & Iacone, F., 1 Jun 2020

    Article in Journal of Applied Econometrics

  7. Testing the predictive accuracy of COVID-19 forecasts

    Coroneo, L., Iacone, F., Paccagnini, A. & Santos Monteiro, P., 2020, Department of Economics and Related Studies, University of York, p. 1-30, 30 p.

    Research output: Working paper › Discussion paper

  8. 2019

  9. Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point

    Iacone, F., Leybourne, S. J. & Taylor, A. M. R., Dec 2019

    Article in Econometric Theory

  10. Semiparametric detection of changes in long range dependence

    Iacone, F. & Lazarova, S., Sep 2019

    Article in Journal of Time Series Analysis

  11. Fixed bandwidth inference for fractional cointegration

    Hualde, J. & Iacone, F., Jul 2019

    Article in Journal of Time Series Analysis

  12. A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters

    Coroneo, L., Iacone, F. & Profumo, F., 2019, Department of Economics and Related Studies, University of York, p. 1-49, 49 p.

    Research output: Working paper › Discussion paper

  13. 2017

  14. Modelling the Dynamics of a Public Health Care System: Evidence from Time-Series Data

    Iacone, F., Martin, S., Siciliani, L. & Smith, P. C., Sep 2017, York, UK: Centre for Health Economics, University of York, 31 p. (CHE Research Paper; no. 29).

    Research output: Working paper › Discussion paper

  15. Revisiting inflation in the euro area allowing for long memory

    Hualde, J. & Iacone, F., Jul 2017

    Article in Economics Letters

  16. Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes

    Hualde, J. & Iacone, F., Jan 2017

    Article in Economics Letters

  17. Testing for a change in mean under fractional integration

    Iacone, F., Leybourne, S. & Taylor, A. M. R., Jan 2017

    Article in Journal of Time Series Econometrics

  18. 2015

  19. Comparing predictive accuracy in small samples

    Coroneo, L. & Iacone, F., Sep 2015, Department of Economics and Related Studies, University of York, 26 p. (Discussion Paper in Economics; vol. 15, no. 15).

    Research output: Working paper › Discussion paper

  20. Spatial effects in a common trend model of US city-level CPI

    Burridge, P., Iacone, F. & Lazarova, S., Sep 2015

    Article in Regional Science and Urban Economics

  21. Small-b and fixed-b asymptotics for weighted covariance estimation in fractional cointegration

    Hualde, J. & Iacone, F., Jul 2015

    Article in Journal of Time Series Analysis

  22. 2014

  23. A Fixed-b Test for a Break in Level at an unknown time under Fractional Integration

    Iacone, F., Leybourne, S. J. & Taylor, R. A. M., Jan 2014

    Article in Journal of Time Series Analysis

  24. 2013

  25. Testing for a Break in Trend when the Order of Integration is Unknown

    Iacone, F., Leybourne, S. & Taylor, R., Sep 2013

    Article in Journal of Econometrics

  26. On the behaviour of fixed-b trend break tests under fractional integration

    Iacone, F., Leybourne, S. J. & Taylor, R. A. M., Apr 2013

    Article in Econometric Theory

  27. 2012

  28. Modelling the dynamics of a public health care system: evidence from time-series data

    Iacone, F., Martin, S., Siciliani, L. & Smith, P., Aug 2012

    Article in Applied Economics

  29. First stage estimation of fractional cointegration

    Hualde, J. & Iacone, F., May 2012

    Article in Journal of Time Series Econometrics

  30. 2010

  31. Local Whittle estimation of the memory parameter in presence of deterministic components

    Iacone, F., Jan 2010

    Article in Journal of Time Series Analysis

  32. 2009

  33. A Semiparametric Analysis of the Term Structure of the US Interest Rates

    Iacone, F., Aug 2009

    Article in Oxford Bulletin of Economics and Statistics

  34. Inflation Control in Central and East European Countries

    Basu, D. (ed.), Iacone, F. & Orsi, R., 2009, Economic Models: Methods,Theory and Applications. London: World Scientific Publishing, p. 173-200 28 p.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

  35. 2005

  36. Cointegration in Fractional Systems with Deterministic Trends

    Robinson, P. M. & Iacone, F., 2005

    Article in Journal of Econometrics

  37. 2004

  38. Exchange rate regimes and monetary policy strategies for accession countries

    Iacone, F. & Orsi, R., 2004, Fiscal, Monetary and Exchange Rate Issues of the Eurozone Enlargement. Zukrowska, K., Orsi, R. & Lavrac, V. (eds.). Warsaw School of Economics, p. 58 - 89

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

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