He joined the University of Milan after twelve years at the University of York, where he is still a research fellow. His research area is time series econometrics, with particular interest in fractional integration and cointegration, and in the application of fixed smoothing asymptotics to produce correctly sized tests. Practical works include monetary policy evaluation and forecasting. Publications span both theoretical and applied contributions, and feature in the Journal of Econometrics, Econometric Theory and in the Journal of Time Series Analysis, as well as in the Oxford Bulletin of Economics and Statistics. Fabrizio Iacone is currently Associate Editor of the Journal of Time Series Analysis.

Recent Publications

• Hualde, J. and F. Iacone, “Fixed bandwidth inference for fractional cointegration”. Journal of Time Series Analysis 40: 544–572, 2019.
• Iacone, F. and S. Lazarova, “Semiparametric detection of changes in long range dependence”, Journal of Time Series Analysis 40 (5): 693-706, 2019.
• Iacone, F., S. Leybourne and A.M.R. Taylor, “Testing the order of fractional integration of a time series in the possible presence of a trend break at unknown point”, Econometric Theory, 2018.
• Hualde, J. and F. Iacone, “Revisiting inflation in the euro area allowing for long memory”, Economics Letters 156: 145-150, 2017.
• Hualde, J., and F. Iacone, “Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes”, Economics Letters 150: 39–43, 2017.

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