Details about Gianluca Cubadda

Access statistics for papers by Gianluca Cubadda.

Last updated 2012-05-17. Update your information in the RePEc Author Service.

Short-id: pcu1

Working Papers

2012

1. A General to Specific Approach for Constructing Composite Business Cycle Indicators
   CEIS Research Paper, Tor Vergata University, CEIS

2011

2. An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis
   CEIS Research Paper, Tor Vergata University, CEIS
   See also Journal Article in Economic Modelling (2011)
3. Modelling Comovements of Economic Time Series: A Selective Survey
   CEIS Research Paper, Tor Vergata University, CEIS
   See also Journal Article in Statistica (2011)

2010

4. A Medium-N Approach to Macroeconomic Forecasting
   CEIS Research Paper, Tor Vergata University, CEIS

2009

5. Studying co-movements in large multivariate data prior to multivariate modelling
   Open Access publications from Maastricht University, Maastricht University View citations (2)
   Also in CEIS Research Paper, Tor Vergata University, CEIS (2008)
   See also Journal Article in Journal of Econometrics (2009)
6. Testing for Common Autocorrelation in Data Rich Environments
   CEIS Research Paper, Tor Vergata University, CEIS View citations (1)
   See also Journal Article in Journal of Forecasting (2011)
7. Testing for cointegration in high-dimensional systems
   CEIS Research Paper, Tor Vergata University, CEIS

2008

8. Common Shocks, Common Dynamics, and the International Business Cycle
   CEIS Research Paper, Tor Vergata University, CEIS View citations (3)
   Also in Open Access publications from Maastricht University, Maastricht University (2007) View citations (5)
   Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS (2003) View citations (6)
   See also Journal Article in Economic Modelling (2007)
9. Macro-panels and reality
   Open Access publications from Maastricht University, Maastricht University View citations (3)
   Also in Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization (2007)
   See also Journal Article in Economics Letters (2008)

2007

10. A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series
    CEIS Research Paper, Tor Vergata University, CEIS View citations (6)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
11. Measuring the Sources of Cyclical Fluctuations in the G7 Economies
    Open Access publications from Maastricht University, Maastricht University
    Also in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS (2006) View citations (1)
12. Studying Co-movements in Large Multivariate Models Without Multivariate Modelling
    Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization View citations (1)
13. Technology shocks, structural breaks and the effects on the business cycle
    CEIS Research Paper, Tor Vergata University, CEIS
    Also in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS (2007)
    See also Journal Article in Economics Letters (2008)

2006

14. Testing for Parameter Stability in Dynamic Models Across Frequencies
    CEIS Research Paper, Tor Vergata University, CEIS
    Also in Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization (2005)
    Open Access publications from Maastricht University, Maastricht University (2006)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)

2004

15. A Reduced Rank Regression Approach to Coincident and Leading Indexes Building
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS View citations (2)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2007)

2003

16. Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS
    See also Journal Article in Computational Statistics & Data Analysis (2005)
17. The Role of Common Cyclical Features for Coincident and Leading Indexes Building
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS View citations (2)

2001

18. On non-contemporaneous short-run comovements
    Open Access publications from Maastricht University, Maastricht University View citations (11)
    See also Journal Article in Economics Letters (2001)

2000

19. Complex Reduced Rank Models for Seasonally Cointegrated Time Series
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2001)

1997

20. The Seasonality of the Italian Cost-of-Living Index
    Working Papers, Banca Italia - Servizio di Studi View citations (2)

1994

21. Is Money Neutral? Some Evidence for Italy
    International Finance, EconWPA

Journal Articles

2011

1. An alternative solution to the Autoregressivity Paradox in time series analysis
   Economic Modelling, 2011, 28, (3), 1451-1454
   See also Working Paper (2011)
2. Modelling comovements of economic time series: a selective survey
   Statistica, 2011, 71, (2), 267-294
   See also Working Paper (2011)
3. Testing for common autocorrelation in data‐rich environments
   Journal of Forecasting, 2011, 30, (3), 325-335 View citations (3)
   See also Working Paper (2009)

2009

4. Studying co-movements in large multivariate data prior to multivariate modelling
   Journal of Econometrics, 2009, 148, (1), 25-35 View citations (3)
   See also Working Paper (2009)

2008

5. Macro-panels and reality
   Economics Letters, 2008, 99, (3), 537-540 View citations (3)
   See also Working Paper (2008)
6. Technology shocks, structural breaks and the effects on the business cycle
   Economics Letters, 2008, 100, (3), 392-395
   See also Working Paper (2007)

2007

7. A Reduced Rank Regression Approach to Coincident and Leading Indexes Building
   Oxford Bulletin of Economics and Statistics, 2007, 69, (2), 271-292 View citations (2)
   See also Working Paper (2004)
8. A unifying framework for analysing common cyclical features in cointegrated time series
   Computational Statistics & Data Analysis, 2007, 52, (2), 896-906 View citations (2)
   See also Working Paper (2007)
9. Common shocks, common dynamics, and the international business cycle
   Economic Modelling, 2007, 24, (1), 149-166 View citations (3)
   See also Working Paper (2008)

2006

10. Testing for Parameter Stability in Dynamic Models across Frequencies
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 741-760
    See also Working Paper (2006)

2005

11. Small-sample improvements in the statistical analysis of seasonally cointegrated systems
    Computational Statistics & Data Analysis, 2005, 49, (2), 333-348 View citations (3)
    See also Working Paper (2003)

2003

12. Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series
    Economics Letters, 2003, 80, (1), 45-51 View citations (11)

2002

13. SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY
    Macroeconomic Dynamics, 2002, 6, (03), 337-356 View citations (1)

2001

14. COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY
    Econometric Reviews, 2001, 20, (2), 201-216 View citations (5)
15. Complex Reduced Rank Models for Seasonally Cointegrated Time Series
    Oxford Bulletin of Economics and Statistics, 2001, 63, (4), 497-511 View citations (7)
    See also Working Paper (2000)
16. On non-contemporaneous short-run co-movements
    Economics Letters, 2001, 73, (3), 389-397 View citations (14)
    See also Working Paper (2001)

1999

17. Common Cycles in Seasonal Non-stationary Time Series
    Journal of Applied Econometrics, 1999, 14, (3), 273-91 View citations (23)
18. Common serial correlation and common business cycles: A cautious note
    Empirical Economics, 1999, 24, (3), 529-535 View citations (7)