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 0 0 0 83 0 2 19 363
A Medium-N Approach to Macroeconomic Forecasting 0 0 1 70 0 1 10 140
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 0 1 152 0 1 9 586
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 0 0 101 0 1 8 225
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 86 0 2 18 170
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 1 73 0 2 15 262
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 73 0 0 6 156
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments 0 0 1 192 0 2 14 97
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 0 15 284
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 251 0 2 25 672
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 0 0 135 0 1 8 492
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 0 0 20 156
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 0 8 189
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 1 2 71 0 2 17 50
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 0 3 12 34
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 15 0 0 27 52
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 0 10 75
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 1 1 68 0 1 14 84
Is Money Neutral? Some Evidence for Italy 0 0 0 407 0 1 7 1,827
Macro-panels and reality 0 0 0 66 0 1 11 243
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 60 0 2 10 148
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 1 1 21 435
Modelling Comovements of Economic Time Series: A Selective Survey 0 0 1 213 0 2 16 319
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 0 1 16 44
On cointegration for processes integrated at different frequencies 0 0 0 53 0 3 11 54
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 57 0 3 12 47
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 15 0 1 12 25
Reduced Rank Regression Models in Economics and Finance 0 1 4 84 0 1 36 99
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model 0 0 1 72 0 1 12 105
Sequential Monte Carlo for Noncausal Processes 0 0 2 10 0 1 17 27
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems 0 0 0 152 1 1 11 947
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 0 1 27 241
Studying co-movements in large multivariate models without multivariate modelling 0 0 0 51 0 0 7 197
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 78 0 1 11 235
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 54 0 1 13 209
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 0 1 11 145
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 0 0 7 386
Testing for cointegration in high-dimensional systems 0 0 0 114 0 2 6 233
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 1 1 8 112
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 0 15 419
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 0 0 12 2,011
The Time-Varying Multivariate Autoregressive Index Model 0 0 1 28 0 1 4 35
The Time-Varying Multivariate Autoregressive Index Model 0 0 0 20 1 2 16 38
The Vector Error Correction Index Model: Representation, Estimation and Identification 0 0 0 57 1 1 11 48
VAR Models With An Index Structure: A Survey With New Results 0 0 21 21 1 1 18 18
VAR models with an index structure: A survey with new results 0 1 1 11 0 2 15 27
Total Working Papers 0 4 40 3,886 6 53 628 12,761

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 10 18
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building* 0 0 0 33 1 1 9 186
A general to specific approach for constructing composite business cycle indicators 0 0 0 16 0 1 12 89
A medium-N approach to macroeconomic forecasting 0 0 0 18 0 0 13 107
A unifying framework for analysing common cyclical features in cointegrated time series 0 0 0 23 0 1 15 147
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 20 1 2 16 87
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 0 1 5 81
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY 0 0 0 64 0 1 9 280
Common Cycles in Seasonal Non-stationary Time Series 0 0 0 161 0 0 6 937
Common cycles in seasonal non‐stationary time series 0 0 0 0 0 1 14 19
Common serial correlation and common business cycles: A cautious note 0 0 0 136 0 1 12 891
Common shocks, common dynamics, and the international business cycle 0 0 0 45 0 1 10 232
Complex Reduced Rank Models For Seasonally Cointegrated Time Series 0 0 0 52 0 0 11 244
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 0 0 19 32
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 0 0 17 74
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 1 1 9 0 1 18 34
Macro-panels and reality 0 0 0 19 1 2 12 94
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 9 1 4 17 54
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series 0 0 0 82 2 4 8 252
Modelling comovements of economic time series: a selective survey 0 0 0 0 0 1 8 96
On cointegration for processes integrated at different frequencies 0 0 0 4 0 0 10 28
On non-contemporaneous short-run co-movements 0 0 0 32 1 1 6 160
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model 0 0 0 5 2 4 13 47
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY 0 0 0 10 1 2 6 62
Small-sample improvements in the statistical analysis of seasonally cointegrated systems 0 0 1 23 1 1 11 126
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 1 17 175
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 22 0 1 14 113
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 0 1 9 234
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 2 12 107
The time-varying Multivariate Autoregressive Index model 0 0 0 0 0 2 12 18
The vector error correction index model: representation, estimation and identification 0 1 2 4 1 4 13 19
VAR Models with an Index Structure: A Survey with New Results 0 0 1 1 0 2 18 18
Total Journal Articles 0 2 6 916 12 43 382 5,061

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