Iacone Fabrizio

Associate Professor
SSD
SECS-P/05 - ECONOMETRICS
Competition sector
13/A5 - ECONOMETRICS

Contacts

Workplace

Via Conservatorio, 7
20122 MILANO (MI)

Office phone number
02503 21503
Additional phone numbers
0250321500
University email address
Office hours
Please email me to arrange an appointment.
Office
Stanza 4 (Second floor) [On line appointments only]

Teaching

Research

Publications
  • Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics / L. Coroneo, F. Iacone. - In: JOURNAL OF APPLIED ECONOMETRICS. - ISSN 0883-7252. - 35:4(2020 Jun), pp. 391-409.
  • Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point / F. Iacone, S. Leybourne, R. Taylor. - In: ECONOMETRIC THEORY. - ISSN 1469-4360. - 35:6(2019 Dec), pp. 1201-1233.
  • Semiparametric detection of changes in long range dependence / F. Iacone, S. Lazarova. - In: JOURNAL OF TIME SERIES ANALYSIS. - ISSN 0143-9782. - 40:5(2019 Sep), pp. 693-706.
  • Fixed bandwidth inference for fractional cointegration / J. Hualde, F. Iacone. - In: JOURNAL OF TIME SERIES ANALYSIS. - ISSN 0143-9782. - 40:4(2019 Jul), pp. 544-572.
  • Revisiting inflation in the euro area allowing for long memory / J. Hualde, F. Iacone. - In: ECONOMICS LETTERS. - ISSN 0165-1765. - 156(2017), pp. 145-150.