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 0 83 0 0 19 363
A Medium-N Approach to Macroeconomic Forecasting 0 0 1 70 0 1 11 141
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building 0 0 1 152 0 0 9 586
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 0 0 0 101 0 0 8 225
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 0 86 0 1 18 171
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 1 73 0 1 16 263
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 73 0 0 6 156
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments 0 0 1 192 2 4 18 101
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 251 0 2 27 674
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 0 14 284
Complex Reduced Rank Models for Seasonally Cointegrated Time Series 0 0 0 135 0 0 8 492
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 1 2 22 158
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 0 8 189
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 2 71 0 0 17 50
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 0 1 13 35
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 15 0 0 25 52
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 0 9 75
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 1 68 0 0 13 84
Is Money Neutral? Some Evidence for Italy 0 0 0 407 1 1 8 1,828
Macro-panels and reality 0 0 0 66 0 0 10 243
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 60 0 0 9 148
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 1 2 21 436
Modelling Comovements of Economic Time Series: A Selective Survey 0 1 1 214 1 2 16 321
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 0 1 17 45
On cointegration for processes integrated at different frequencies 0 0 0 53 0 1 12 55
Optimization of the Generalized Covariance Estimator in Noncausal Processes 1 1 1 16 2 2 14 27
Optimization of the Generalized Covariance Estimator in Noncausal Processes 1 1 1 58 1 2 13 49
Reduced Rank Regression Models in Economics and Finance 0 0 4 84 1 1 35 100
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model 0 0 0 72 0 0 11 105
Sequential Monte Carlo for Noncausal Processes 0 0 2 10 0 4 21 31
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems 0 0 0 152 0 3 13 949
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 0 0 27 241
Studying co-movements in large multivariate models without multivariate modelling 0 0 0 51 0 0 6 197
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 54 1 2 15 211
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 78 0 0 10 235
Testing for Common Autocorrelation in Data Rich Environments 1 1 1 51 2 2 12 147
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 0 1 7 387
Testing for cointegration in high-dimensional systems 0 0 0 114 0 1 7 234
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 1 2 9 113
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 1 16 420
The Seasonality of the Italian Cost-of-Living Index 0 0 0 0 1 1 13 2,012
The Time-Varying Multivariate Autoregressive Index Model 0 0 0 20 0 2 17 39
The Time-Varying Multivariate Autoregressive Index Model 0 0 1 28 0 1 4 36
The Vector Error Correction Index Model: Representation, Estimation and Identification 0 0 0 57 0 2 11 49
VAR Models With An Index Structure: A Survey With New Results 0 0 20 21 0 1 17 18
VAR models with an index structure: A survey with new results 0 0 1 11 0 0 15 27
Total Working Papers 3 4 40 3,890 15 47 647 12,802

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 10 18
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building* 0 0 0 33 1 2 10 187
A general to specific approach for constructing composite business cycle indicators 0 0 0 16 1 1 13 90
A medium-N approach to macroeconomic forecasting 0 0 0 18 0 1 14 108
A unifying framework for analysing common cyclical features in cointegrated time series 0 0 0 23 1 2 16 149
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 0 20 2 5 18 91
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 0 0 5 81
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY 0 0 0 64 0 1 10 281
Common Cycles in Seasonal Non-stationary Time Series 0 0 0 161 0 0 5 937
Common cycles in seasonal non‐stationary time series 0 0 0 0 0 2 16 21
Common serial correlation and common business cycles: A cautious note 0 0 0 136 0 0 12 891
Common shocks, common dynamics, and the international business cycle 0 0 0 45 1 1 11 233
Complex Reduced Rank Models For Seasonally Cointegrated Time Series 0 0 0 52 1 1 10 245
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 0 0 18 32
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 1 1 17 75
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 1 9 0 0 18 34
Macro-panels and reality 0 0 0 19 1 3 14 96
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression 0 0 0 9 2 3 19 56
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series 0 0 0 82 0 2 8 252
Modelling comovements of economic time series: a selective survey 0 0 0 0 0 1 9 97
On cointegration for processes integrated at different frequencies 0 0 0 4 0 0 10 28
On non-contemporaneous short-run co-movements 0 0 0 32 0 1 6 160
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model 0 0 0 5 0 2 13 47
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY 0 0 0 10 0 1 5 62
Small-sample improvements in the statistical analysis of seasonally cointegrated systems 0 0 1 23 2 3 13 128
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 0 17 175
Technology shocks, structural breaks and the effects on the business cycle 0 0 0 22 1 1 15 114
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 0 1 10 235
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 0 12 107
The time-varying Multivariate Autoregressive Index model 0 0 0 0 0 0 12 18
The vector error correction index model: representation, estimation and identification 0 0 1 4 0 1 12 19
VAR Models with an Index Structure: A Survey with New Results 0 0 1 1 0 0 18 18
Total Journal Articles 0 0 4 916 14 36 396 5,085

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