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Fabrizio Iacone

Fabrizio Iacone is Associate Professor of Econometrics at the University of Milan, and holds a Ph.D. in Economics from the London School of Economics.

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.

Personal webpage: Fabrizio Iacone


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