Access Statistics for Gianluca Cubadda

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 6 20 123 6 25 62 424
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 2 13 73 0 2 27 128
Common Shocks, Common Dynamics, and the International Business Cycle 1 1 12 227 3 8 32 508
Common Shocks, Common Dynamics, and the International Business Cycle 1 3 10 56 1 4 46 139
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 1 13 119 0 2 22 433
Is Money Neutral? Some Evidence for Italy 2 5 20 372 5 16 64 1,646
Macro-panels and Reality 0 1 5 49 0 6 26 140
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 1 7 79 1 7 30 303
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems 1 2 17 120 15 38 153 665
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 2 27 58 2 5 50 86
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling 0 3 9 36 1 4 18 116
Technology shocks, structural breaks and the effects on the business cycle 0 1 9 55 0 1 22 125
Technology shocks, structural breaks and the effects on the business cycle 0 0 1 28 3 6 19 90
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 1 13 62 3 7 47 214
Testing for Parameter Stability in Dynamic Models across Frequencies 2 2 6 79 3 3 23 295
Testing for cointegration in high-dimensional systems 6 33 33 33 8 14 14 14
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 2 4 10 77 7 18 38 325
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 7 17 90 1,853
Total Working Papers 15 68 225 1,646 65 183 783 7,504

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 1 9 22 1 6 42 122
A unifying framework for analysing common cyclical features in cointegrated time series 1 1 2 9 1 1 6 25
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY 3 3 6 44 6 9 30 175
Common Cycles in Seasonal Non-stationary Time Series 2 5 11 122 3 8 46 791
Common serial correlation and common business cycles: A cautious note 0 1 5 120 1 3 16 811
Common shocks, common dynamics, and the international business cycle 1 1 4 25 2 2 17 91
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 1 9 42 0 4 19 189
Macro-panels and reality 0 0 4 7 0 1 10 31
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series 0 0 2 42 0 0 14 142
On non-contemporaneous short-run co-movements 0 0 2 18 1 1 9 86
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY 0 1 4 4 0 2 8 8
Small-sample improvements in the statistical analysis of seasonally cointegrated systems 0 0 5 10 0 1 16 68
Studying co-movements in large multivariate data prior to multivariate modelling 0 1 6 6 6 11 34 34
Technology shocks, structural breaks and the effects on the business cycle 0 0 6 8 0 3 20 26
Testing for Parameter Stability in Dynamic Models across Frequencies 0 0 4 36 1 7 37 160
Total Journal Articles 7 15 79 515 22 59 324 2,759

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Statistics updated 2009-12-07