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
Tuesday 12.30 to 14.30 during term time (Winter/Spring term.
Reception office
Stanza 4 (Second floor)

Education

Research

Publications
  • Fixed bandwidth inference for fractional cointegration / J. Hualde, F. Iacone. - In: JOURNAL OF TIME SERIES ANALYSIS. - ISSN 0143-9782. - (2019). [Epub ahead of print]
  • 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. - (2019). [Epub ahead of print]
  • Semiparametric detection of changes in long range dependence / F. Iacone, S. Lazarova. - In: JOURNAL OF TIME SERIES ANALYSIS. - ISSN 0143-9782. - (2019). [Epub ahead of print]
  • Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes / J. Hualde, F. Iacone. - In: ECONOMICS LETTERS. - ISSN 0165-1765. - 150(2017), pp. 39-43.
  • 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.