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 1 83 4 6 9 350
A Medium-N Approach to Macroeconomic Forecasting 0 0 3 69 3 3 8 133
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 0 0 151 0 2 5 579
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 0 0 101 0 3 4 220
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 86 5 7 8 160
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 0 72 2 2 3 249
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 73 1 1 2 151
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments 1 1 1 192 2 6 9 89
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 5 6 275
Common Shocks, Common Dynamics, and the International Business Cycle 0 1 1 251 4 6 7 653
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 0 0 135 1 4 4 488
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 1 1 182
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 3 6 6 142
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 1 69 1 5 10 38
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 1 1 1 23
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 4 5 70
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 1 15 2 10 13 37
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 0 4 5 75
Is Money Neutral? Some Evidence for Italy 0 0 0 407 1 1 2 1,821
Macro-panels and reality 0 0 0 66 2 6 9 239
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 60 1 2 4 141
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 3 5 6 420
Modelling Comovements of Economic Time Series: A Selective Survey 0 0 3 213 2 7 14 312
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 3 5 6 33
On cointegration for processes integrated at different frequencies 0 0 0 53 1 1 1 44
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 1 3 6 16
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 1 2 8 38
Reduced Rank Regression Models in Economics and Finance 0 0 0 80 3 11 15 76
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model 0 0 1 72 3 4 7 98
Sequential Monte Carlo for Noncausal Processes 0 1 9 9 2 9 19 19
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems 0 0 0 152 0 1 1 937
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 1 3 4 217
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 1 4 7 195
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 78 1 4 5 229
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 54 1 3 5 199
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 0 3 4 138
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 1 3 7 383
Testing for cointegration in high-dimensional systems 0 0 0 114 1 1 2 228
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 1 5 7 109
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 3 4 6 408
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 1 4 6 2,003
The Time-Varying Multivariate Autoregressive Index Model 0 0 0 20 4 8 10 30
The Time-Varying Multivariate Autoregressive Index Model 0 0 0 27 0 1 3 33
The Vector Error Correction Index Model: Representation, Estimation and Identification 0 0 0 57 3 4 8 42
VAR Models With An Index Structure: A Survey With New Results 0 20 21 21 1 9 10 10
VAR models with an index structure: A survey with new results 0 0 10 10 4 9 14 21
Total Working Papers 1 23 56 3,873 75 198 302 12,353

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 2 3 4 11
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building* 0 0 0 33 0 1 2 178
A general to specific approach for constructing composite business cycle indicators 0 0 0 16 2 5 6 82
A medium-N approach to macroeconomic forecasting 0 0 0 18 2 5 8 99
A unifying framework for analysing common cyclical features in cointegrated time series 0 0 0 23 0 3 4 136
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 20 0 2 4 75
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 1 2 4 78
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY 0 0 0 64 0 0 1 271
Common Cycles in Seasonal Non-stationary Time Series 0 0 0 161 1 2 4 934
Common cycles in seasonal non‐stationary time series 0 0 0 0 3 4 6 9
Common serial correlation and common business cycles: A cautious note 0 0 0 136 2 2 8 881
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 0 52 0 3 6 238
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 2 3 5 17
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 3 6 13 64
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 1 1 4 17
Macro-panels and reality 0 0 0 19 0 1 2 83
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 1 9 0 2 4 39
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series 0 0 0 82 0 1 1 245
Modelling comovements of economic time series: a selective survey 0 0 0 0 2 3 4 91
On cointegration for processes integrated at different frequencies 0 0 1 4 0 3 4 21
On non-contemporaneous short-run co-movements 0 0 0 32 1 1 4 155
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model 0 0 0 5 0 2 3 36
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY 0 0 0 10 0 1 2 58
Small-sample improvements in the statistical analysis of seasonally cointegrated systems 1 1 1 23 1 2 3 117
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 3 9 11 167
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 22 3 8 8 107
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 2 3 3 228
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 1 1 96
The time-varying Multivariate Autoregressive Index model 0 0 0 0 2 4 7 10
The vector error correction index model: representation, estimation and identification 0 0 2 3 1 3 6 10
VAR Models with an Index Structure: A Survey with New Results 0 1 1 1 4 8 8 8
Total Journal Articles 1 2 7 914 38 94 150 4,783

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Statistics updated 2026-01-09