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 General to Specific Approach for Constructing Composite Business Cycle Indicators 1 1 2 83 2 3 5 344
A Medium-N Approach to Macroeconomic Forecasting 0 3 4 69 1 5 9 130
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 0 0 151 0 2 3 576
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 0 0 101 1 1 1 217
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 0 85 0 0 4 152
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 0 72 0 1 1 247
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 73 1 1 1 150
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments 0 0 0 191 1 2 3 82
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 250 0 0 1 647
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 0 1 269
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 0 0 135 0 0 0 484
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 0 0 1 136
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 0 1 181
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 1 1 1 69 2 4 7 32
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 0 0 0 22
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 1 15 0 0 1 25
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 0 2 65
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 0 0 0 70
Is Money Neutral? Some Evidence for Italy 0 0 0 407 0 1 1 1,820
Macro-panels and reality 0 0 0 66 0 1 1 231
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 60 0 0 0 137
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 0 0 0 414
Modelling Comovements of Economic Time Series: A Selective Survey 0 1 1 211 2 3 5 301
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 0 1 2 28
On cointegration for processes integrated at different frequencies 0 0 0 53 0 0 0 43
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 13 14 0 1 10 11
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 3 56 2 4 12 34
Reduced Rank Regression Models in Economics and Finance 0 0 3 80 0 2 8 63
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model 0 0 0 71 1 1 1 92
Sequential Monte Carlo for Noncausal Processes 0 4 8 8 0 5 8 8
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems 0 0 0 152 0 0 0 936
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 0 0 1 213
Studying co-movements in large multivariate models without multivariate modelling 0 0 0 50 0 0 0 188
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 78 0 0 1 224
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 54 1 2 2 196
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 0 0 1 134
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 1 3 3 379
Testing for cointegration in high-dimensional systems 0 0 1 114 0 1 4 227
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 0 1 2 104
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 0 1 402
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 0 0 2 1,998
The Time-Varying Multivariate Autoregressive Index Model 0 0 2 20 2 2 7 22
The Time-Varying Multivariate Autoregressive Index Model 0 0 1 27 0 1 3 31
The Vector Error Correction Index Model: Representation, Estimation and Identification 0 0 4 57 0 1 7 36
VAR models with an index structure: A survey with new results 1 5 10 10 1 2 11 11
Total Working Papers 3 15 54 3,842 18 51 134 12,112

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN 0 0 0 0 0 0 1 8
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building* 0 0 0 33 0 0 0 176
A general to specific approach for constructing composite business cycle indicators 0 0 0 16 0 1 2 77
A medium-N approach to macroeconomic forecasting 0 0 1 18 1 1 5 93
A unifying framework for analysing common cyclical features in cointegrated time series 0 0 0 23 0 0 0 132
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 19 0 0 1 71
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 0 0 1 74
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY 0 0 1 64 1 1 2 271
Common Cycles in Seasonal Non-stationary Time Series 0 0 0 161 0 0 2 930
Common cycles in seasonal non‐stationary time series 0 0 0 0 0 0 1 4
Common serial correlation and common business cycles: A cautious note 0 0 0 136 0 3 3 876
Common shocks, common dynamics, and the international business cycle 0 0 0 45 0 0 0 222
Complex Reduced Rank Models For Seasonally Cointegrated Time Series 0 0 1 52 0 0 1 232
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 0 1 4 13
Detecting Co‐Movements in Non‐Causal Time Series 0 0 1 16 0 1 6 54
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 2 4 16
Macro-panels and reality 0 0 0 19 0 1 1 82
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 1 9 0 1 3 37
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series 0 0 0 82 0 0 2 244
Modelling comovements of economic time series: a selective survey 0 0 0 0 0 0 1 88
On cointegration for processes integrated at different frequencies 0 0 0 3 0 0 4 17
On non-contemporaneous short-run co-movements 0 0 0 32 0 1 2 153
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model 0 0 0 5 0 0 1 34
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY 0 0 0 10 0 0 0 56
Small-sample improvements in the statistical analysis of seasonally cointegrated systems 0 0 0 22 0 1 3 115
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 0 2 156
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 22 0 0 2 99
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 0 0 0 225
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 0 2 95
The time-varying Multivariate Autoregressive Index model 0 0 0 0 0 0 4 4
The vector error correction index model: representation, estimation and identification 0 1 2 2 0 1 5 6
Total Journal Articles 0 1 8 909 2 15 65 4,660

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Statistics updated 2025-05-12