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Fabrizio Iacone

Institution: Università degli Studi di Milano

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2000

Most Recent: 2025

RePEc ID: pia24 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.35 2.19 0.00 3.53 73%
Last 10 Years 0.00 1.35 3.87 1.01 6.22 78%
All Time 0.00 4.71 7.74 1.26 13.71 91%

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 12.62

Publications (15)

Year Article Journal Tier Authors
2025 Testing for equal predictive accuracy with strong dependence International Journal of Forecasting B 2
2024 Survey density forecast comparison in small samples International Journal of Forecasting B 3
2023 Testing the predictive accuracy of COVID-19 forecasts International Journal of Forecasting B 4
2022 Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks Journal of Business & Economic Statistics A 3
2020 Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics Journal of Applied Econometrics B 2
2019 TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT Econometric Theory B 3
2017 Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes Economics Letters C 2
2017 Revisiting inflation in the euro area allowing for long memory Economics Letters C 2
2015 Spatial effects in a common trend model of US city-level CPI Regional Science and Urban Economics B 3
2013 ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION Econometric Theory B 3
2013 Testing for a break in trend when the order of integration is unknown Journal of Econometrics A 3
2012 Modelling the dynamics of a public health care system: evidence from time-series data Applied Economics C 4
2009 A Semiparametric Analysis of the Term Structure of the US Interest Rates* Oxford Bulletin of Economics and Statistics B 1
2005 Cointegration in fractional systems with deterministic trends Journal of Econometrics A 2
2000 Extracting information from asset prices: The methodology of EMU calculators European Economic Review B 4