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 2 82 1 2 5 342
A Medium-N Approach to Macroeconomic Forecasting 2 2 4 68 3 3 8 128
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 0 0 151 1 1 3 575
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 0 1 101 0 0 2 216
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 0 85 0 3 4 152
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 0 72 1 1 1 247
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 73 0 0 0 149
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments 0 0 0 191 0 0 1 80
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 250 0 1 1 647
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 0 3 269
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 0 110 0 0 1 181
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 0 1 1 136
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 0 68 2 2 7 30
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 1 20 0 0 1 22
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 0 2 65
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 1 2 15 0 1 2 25
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 1 1 1 1,820
Macro-panels and reality 0 0 0 66 1 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 0 0 210 0 1 3 298
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 0 0 1 27
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 14 14 0 0 10 10
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 5 56 1 2 11 31
Reduced Rank Regression Models in Economics and Finance 0 0 3 80 2 3 9 63
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model 0 0 0 71 0 0 0 91
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 54 1 1 1 195
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 78 0 0 1 224
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 2 2 2 378
Testing for cointegration in high-dimensional systems 0 1 1 114 1 3 4 227
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 0 1 1 103
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 1 3 1,998
The Time-Varying Multivariate Autoregressive Index Model 0 0 6 20 0 1 11 20
The Time-Varying Multivariate Autoregressive Index Model 0 0 1 27 0 1 4 30
The Vector Error Correction Index Model: Representation, Estimation and Identification 0 0 5 57 0 1 7 35
VAR models with an index structure: A survey with new results 4 9 9 9 1 10 10 10
Total Working Papers 6 13 54 3,829 18 44 125 12,076

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 1 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 76
A medium-N approach to macroeconomic forecasting 0 0 1 18 0 1 6 92
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 0 0 1 270
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 1 1 4
Common serial correlation and common business cycles: A cautious note 0 0 0 136 3 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 1 1 1 1 5 13
Detecting Co‐Movements in Non‐Causal Time Series 0 0 1 16 1 4 9 54
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 1 2 3 15
Macro-panels and reality 0 0 1 19 1 1 3 82
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 1 1 9 1 2 3 37
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series 0 0 1 82 0 0 3 244
Modelling comovements of economic time series: a selective survey 0 0 0 0 0 1 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 1 2 2 153
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model 0 0 0 5 0 1 2 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 0 2 114
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 0 4 156
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 4 4 4
The vector error correction index model: representation, estimation and identification 0 0 1 1 0 1 5 5
Total Journal Articles 0 1 10 908 9 26 73 4,654

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03