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 11 15 357
A Medium-N Approach to Macroeconomic Forecasting 0 0 1 69 2 5 7 135
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 1 1 1 152 1 4 8 583
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 0 0 101 0 2 6 222
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 86 2 9 12 164
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 1 1 73 1 8 8 255
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 73 0 4 5 154
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments 0 1 1 192 0 5 12 92
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 8 14 283
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 251 4 19 21 668
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 0 0 135 0 4 7 491
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 5 11 14 150
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 1 6 7 188
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 1 69 4 8 15 45
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 3 7 7 29
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 15 3 13 23 48
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 3 8 73
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 0 4 9 79
Is Money Neutral? Some Evidence for Italy 0 0 0 407 0 4 4 1,824
Macro-panels and reality 0 0 0 66 1 4 10 241
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 60 1 4 7 144
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 3 12 15 429
Modelling Comovements of Economic Time Series: A Selective Survey 0 0 3 213 0 6 18 316
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 2 11 14 41
On cointegration for processes integrated at different frequencies 0 0 0 53 3 6 6 49
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 2 5 11 42
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 3 6 11 21
Reduced Rank Regression Models in Economics and Finance 1 2 2 82 4 16 26 89
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model 0 0 1 72 2 8 12 103
Sequential Monte Carlo for Noncausal Processes 0 0 1 9 0 5 14 22
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems 0 0 0 152 2 5 6 942
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 2 22 25 238
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 1 2 8 196
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 78 1 5 9 233
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 54 2 8 11 206
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 0 1 5 139
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 0 4 8 386
Testing for cointegration in high-dimensional systems 0 0 0 114 1 2 2 229
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 1 3 8 111
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 3 8 11 413
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 0 7 11 2,009
The Time-Varying Multivariate Autoregressive Index Model 0 1 1 28 0 1 4 34
The Time-Varying Multivariate Autoregressive Index Model 0 0 0 20 0 8 14 34
The Vector Error Correction Index Model: Representation, Estimation and Identification 0 0 0 57 2 6 10 45
VAR Models With An Index Structure: A Survey With New Results 0 0 21 21 0 6 15 15
VAR models with an index structure: A survey with new results 0 0 1 10 0 7 14 24
Total Working Papers 2 6 41 3,878 66 313 507 12,591

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 4 5 13
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building* 0 0 0 33 1 4 6 182
A general to specific approach for constructing composite business cycle indicators 0 0 0 16 0 6 10 86
A medium-N approach to macroeconomic forecasting 0 0 0 18 3 10 15 107
A unifying framework for analysing common cyclical features in cointegrated time series 0 0 0 23 0 6 10 142
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 20 1 3 7 78
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 0 2 5 79
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY 0 0 0 64 0 5 6 276
Common Cycles in Seasonal Non-stationary Time Series 0 0 0 161 1 3 6 936
Common cycles in seasonal non‐stationary time series 0 0 0 0 0 7 9 13
Common serial correlation and common business cycles: A cautious note 0 0 0 136 5 10 13 889
Common shocks, common dynamics, and the international business cycle 0 0 0 45 1 7 7 229
Complex Reduced Rank Models For Seasonally Cointegrated Time Series 0 0 0 52 0 1 7 239
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 3 15 17 30
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 1 7 14 68
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 13 14 29
Macro-panels and reality 0 0 0 19 1 3 4 86
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 9 3 9 11 48
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series 0 0 0 82 0 2 3 247
Modelling comovements of economic time series: a selective survey 0 0 0 0 1 5 6 94
On cointegration for processes integrated at different frequencies 0 0 1 4 1 4 8 25
On non-contemporaneous short-run co-movements 0 0 0 32 0 3 4 157
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model 0 0 0 5 0 3 5 39
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY 0 0 0 10 0 2 4 60
Small-sample improvements in the statistical analysis of seasonally cointegrated systems 0 1 1 23 1 6 8 122
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 6 14 170
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 22 0 4 9 108
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 1 4 5 230
Testing for common autocorrelation in data‐rich environments 0 0 0 21 2 5 6 101
The time-varying Multivariate Autoregressive Index model 0 0 0 0 0 6 10 14
The vector error correction index model: representation, estimation and identification 0 0 2 3 0 3 7 12
VAR Models with an Index Structure: A Survey with New Results 0 0 1 1 1 9 13 13
Total Journal Articles 0 1 6 914 27 177 268 4,922

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