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 2 2 6 346
A Medium-N Approach to Macroeconomic Forecasting 0 0 3 69 0 0 5 130
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 0 0 151 2 2 5 579
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 0 0 101 2 3 4 220
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 1 1 86 0 3 6 155
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 1 4 7 87
Common Shocks, Common Dynamics, and the International Business Cycle 1 1 1 251 2 2 3 649
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 3 5 6 275
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 0 0 135 3 3 3 487
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 3 4 139
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 1 69 0 4 9 37
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 0 75 1 4 5 70
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 1 15 3 9 11 35
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 3 4 5 75
Is Money Neutral? Some Evidence for Italy 0 0 0 407 0 0 1 1,820
Macro-panels and reality 0 0 0 66 3 5 7 237
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 60 0 2 3 140
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 1 3 3 417
Modelling Comovements of Economic Time Series: A Selective Survey 0 0 3 213 3 6 13 310
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 1 2 3 30
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 1 15 1 2 5 15
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 1 1 8 37
Reduced Rank Regression Models in Economics and Finance 0 0 0 80 3 9 13 73
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model 0 1 1 72 1 2 4 95
Sequential Monte Carlo for Noncausal Processes 1 1 9 9 6 7 17 17
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems 0 0 0 152 1 1 1 937
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 0 2 3 216
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 0 3 6 194
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 54 1 2 4 198
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 78 3 4 4 228
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 2 3 4 138
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 2 2 6 382
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 4 4 6 108
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 1 3 405
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 2 3 5 2,002
The Time-Varying Multivariate Autoregressive Index Model 0 0 0 20 1 4 7 26
The Time-Varying Multivariate Autoregressive Index Model 0 0 0 27 0 2 4 33
The Vector Error Correction Index Model: Representation, Estimation and Identification 0 0 0 57 0 2 5 39
VAR Models With An Index Structure: A Survey With New Results 1 21 21 21 1 9 9 9
VAR models with an index structure: A survey with new results 0 0 10 10 4 5 17 17
Total Working Papers 3 25 56 3,872 66 135 246 12,278

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 2 9
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 0 3 5 80
A medium-N approach to macroeconomic forecasting 0 0 0 18 2 3 6 97
A unifying framework for analysing common cyclical features in cointegrated time series 0 0 0 23 3 4 4 136
A vector heterogeneous autoregressive index model for realized volatility measures 0 1 1 20 0 4 4 75
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 1 1 3 77
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 1 3 933
Common cycles in seasonal non‐stationary time series 0 0 0 0 1 1 3 6
Common serial correlation and common business cycles: A cautious note 0 0 0 136 0 0 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 0 52 3 3 6 238
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 1 2 3 15
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 3 3 11 61
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 0 3 16
Macro-panels and reality 0 0 0 19 1 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 1 1 2 89
On cointegration for processes integrated at different frequencies 0 0 1 4 2 3 4 21
On non-contemporaneous short-run co-movements 0 0 0 32 0 0 3 154
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model 0 0 0 5 1 2 3 36
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY 0 0 0 10 1 2 2 58
Small-sample improvements in the statistical analysis of seasonally cointegrated systems 0 0 0 22 1 1 2 116
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 3 6 8 164
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 22 4 5 5 104
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 1 1 1 226
Testing for common autocorrelation in data‐rich environments 0 0 0 21 1 1 1 96
The time-varying Multivariate Autoregressive Index model 0 0 0 0 1 2 8 8
The vector error correction index model: representation, estimation and identification 0 1 2 3 1 3 5 9
VAR Models with an Index Structure: A Survey with New Results 1 1 1 1 3 4 4 4
Total Journal Articles 1 3 6 913 36 62 117 4,745

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Statistics updated 2025-12-06