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 2 6 22 129 6 16 72 440
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 2 5 14 78 3 6 26 134
Common Shocks, Common Dynamics, and the International Business Cycle 1 4 15 231 5 12 40 520
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 0 0 0 0 0
Common Shocks, Common Dynamics, and the International Business Cycle 0 3 10 59 1 8 37 147
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 0 9 119 2 2 18 435
Is Money Neutral? Some Evidence for Italy 0 3 18 375 2 16 62 1,662
Macro-panels and Reality 2 2 7 51 2 4 22 144
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 1 3 10 82 5 9 35 312
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 0 1 1 1 1
On non-contemporaneous short-run comovements 1 1 1 1 1 1 1 1
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems 1 3 15 123 16 39 159 704
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 2 3 22 61 5 10 42 96
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling 0 0 6 36 1 3 16 119
Technology shocks, structural breaks and the effects on the business cycle 2 4 10 59 3 8 25 133
Technology shocks, structural breaks and the effects on the business cycle 0 2 3 30 1 5 20 95
Testing for Common Autocorrelation in Data Rich Environments 3 22 22 22 9 19 19 19
Testing for Parameter Stability in Dynamic Models Across Frequencies 1 3 12 65 4 14 52 228
Testing for Parameter Stability in Dynamic Models across Frequencies 1 3 8 82 1 3 19 298
Testing for cointegration in high-dimensional systems 2 7 40 40 3 14 28 28
Testing for parameter stability in dynamic models across frequencies 1 1 1 1 1 1 1 1
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 1 2 11 79 3 7 42 332
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 4 10 70 1,863
Total Working Papers 23 77 256 1,723 79 208 807 7,712


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 23 0 2 32 124
A unifying framework for analysing common cyclical features in cointegrated time series 0 1 2 10 0 2 7 27
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY 0 0 6 44 0 0 25 175
Common Cycles in Seasonal Non-stationary Time Series 0 0 10 122 1 3 33 794
Common serial correlation and common business cycles: A cautious note 0 0 4 120 1 2 13 813
Common shocks, common dynamics, and the international business cycle 0 1 5 26 2 4 19 95
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 0 6 42 1 1 14 190
Macro-panels and reality 0 0 2 7 0 1 6 32
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series 1 2 4 44 1 2 8 144
On non-contemporaneous short-run co-movements 0 1 1 19 1 2 8 88
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY 0 0 2 4 0 0 5 8
Small-sample improvements in the statistical analysis of seasonally cointegrated systems 0 0 4 10 0 0 11 68
Studying co-movements in large multivariate data prior to multivariate modelling 1 1 7 7 3 8 39 42
Technology shocks, structural breaks and the effects on the business cycle 0 0 3 8 0 1 18 27
Testing for Parameter Stability in Dynamic Models across Frequencies 0 2 5 38 1 7 33 167
Total Journal Articles 2 9 70 524 11 35 271 2,794


Statistics updated 2010-03-03