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Extracting information from asset prices: The methodology of EMU calculators

Favero, Carlo A.; Giavazzi, Francesco; Iacone, Fabrizio; … - In: European Economic Review 44 (2000) 9, pp. 1607-1632

Persistent link: https://www.econbiz.de/10005322815

Monetary policy, forward rates and long rates : does Germany differ from the United States?

Favero, Carlo A. - In: Monetary policy and interest rates : proceedings of a …, (pp. 198-231). 1998

Persistent link: https://www.econbiz.de/10001303478

Cointegration in Fractional Systems with Deterministic Trends

Iacone, Fabrizio; Robinson, Peter M - Suntory and Toyota International Centres for Economics … - 2004

We consider a cointegrated system generated by processes that may be fractionally integrated, and by additive polynomial and generalized polynomial trends. In view of the consequent competition between stochastic and deterministic trends, we consider various estimates of the cointegrating vector...

Persistent link: https://www.econbiz.de/10005670820

Testing for a break in trend when the order of integration is unknown

Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A.M. - In: Journal of econometrics 176 (2013) 1, pp. 30-45

Persistent link: https://www.econbiz.de/10010131792

ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION

Iacone, Fabrizio; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Econometric theory 29 (2012) 2, pp. 393-418

Persistent link: https://www.econbiz.de/10010099085

Extracting information from asset prices: The methodology of EMU calculators

Favero, Carlo A.; Giavazzi, Francesco; Iacone, Fabrizio; … - In: European economic review : EER 44 (2000) 9, pp. 1607-1632

Persistent link: https://www.econbiz.de/10007676331

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

Iacone, Fabrizio - In: Oxford bulletin of economics and statistics 71 (2009) 4, pp. 475-490

Persistent link: https://www.econbiz.de/10008263251

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

Iacone, Fabrizio; Martin, Steve; Siciliani, Luigi; … - In: Applied economics 44 (2012) 23, pp. 2955-2969

Persistent link: https://www.econbiz.de/10009817750

First stage estimation of fractional cointegration

Hualde, Javier; Iacone, Fabrizio - In: Journal of time series econometrics 4 (2012) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10010029895

Exchange rate management and inflation targeting in the CEE accession countries

Iacone, Fabrizio (contributor); Orsi, Renzo (contributor) - 2002

We consider a small structural model to describe the transmission mechanism of monetary policy and the dynamics of inflation. We first verify the validity of the general structure estimating it for Germany which represents a sort of benchmark model. At least one of the links required for the...

Persistent link: https://www.econbiz.de/10002188024