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 83 0 0 5 344
A Medium-N Approach to Macroeconomic Forecasting 0 0 3 69 0 0 6 130
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 0 0 151 0 1 4 577
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 0 0 101 0 0 1 217
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 0 85 0 0 3 152
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 0 72 0 0 1 247
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 73 0 0 1 150
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments 0 0 0 191 0 1 4 83
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 1 1 1 270
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 0 0 1 69 0 1 7 33
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 1 1 2 26
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 1 1 3 66
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 1 1 1 71
Is Money Neutral? Some Evidence for Italy 0 0 0 407 0 0 1 1,820
Macro-panels and reality 0 0 0 66 0 1 2 232
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 60 0 1 1 138
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 1 2 3 213 1 3 7 304
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 0 0 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 1 2 57 1 2 9 36
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 0 1 3 13
Reduced Rank Regression Models in Economics and Finance 0 0 0 80 1 1 4 64
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model 0 0 0 71 0 1 2 93
Sequential Monte Carlo for Noncausal Processes 0 0 8 8 0 1 10 10
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 1 2 214
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 1 2 3 191
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 78 0 0 0 224
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 54 0 0 2 196
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 1 1 2 135
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 1 1 4 380
Testing for cointegration in high-dimensional systems 0 0 1 114 0 0 3 227
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 0 0 2 104
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 1 2 404
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 0 1 2 1,999
The Time-Varying Multivariate Autoregressive Index Model 0 0 1 20 0 0 6 22
The Time-Varying Multivariate Autoregressive Index Model 0 0 0 27 0 0 2 31
The Vector Error Correction Index Model: Representation, Estimation and Identification 0 0 1 57 0 0 4 37
VAR models with an index structure: A survey with new results 0 0 10 10 0 1 12 12
Total Working Papers 1 3 35 3,847 10 26 129 12,143

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 1 1 177
A general to specific approach for constructing composite business cycle indicators 0 0 0 16 0 0 2 77
A medium-N approach to macroeconomic forecasting 0 0 0 18 0 1 4 94
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 2 2 76
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 4 932
Common cycles in seasonal non‐stationary time series 0 0 0 0 0 1 2 5
Common serial correlation and common business cycles: A cautious note 0 0 0 136 0 3 6 879
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 2 3 4 235
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 0 0 3 13
Detecting Co‐Movements in Non‐Causal Time Series 0 0 1 16 1 3 9 58
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 0 4 16
Macro-panels and reality 0 0 0 19 0 0 1 82
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 1 9 0 0 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 1 1 4 0 1 4 18
On non-contemporaneous short-run co-movements 0 0 0 32 0 1 3 154
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 0 1 115
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 2 3 158
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 22 0 0 1 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 6 6
The vector error correction index model: representation, estimation and identification 0 0 1 2 0 0 3 6
Total Journal Articles 0 1 6 910 4 20 75 4,683

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Statistics updated 2025-09-05