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Gianluca Cubadda

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This is information that was supplied by Gianluca Cubadda in registering through RePEc. If you are Gianluca Cubadda , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gianluca
Middle Name:
Last Name: Cubadda
Suffix:

RePEc Short-ID: pcu1

Email:
Homepage: http://www.economia.uniroma2.it/nuovo/facolta/docenti/curriculum/GianlucaCubadda.html
Postal Address: Via Columbia 2, 00133 Roma - Italy
Phone: +39 06 7259 5847

Affiliation

Dipartimento di Economia e Finanza
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"
Location: Roma, Italy
Homepage: http://www.economia.uniroma2.it/def/default.asp?a=1354
Email:
Phone: +39 +6 +72595502
Fax: +39 +6 +72595504
Postal: Via Columbia 2, 00133 Roma
Handle: RePEc:edi:dsrotit (more details at EDIRC)

Works

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Working papers

  1. Emmanuela Bernardini & Gianluca Cubadda, 2013. "Macroeconomic forecasting and structural analysis through regularized reduced-rank regression," CEIS Research Paper, Tor Vergata University, CEIS 289, Tor Vergata University, CEIS, revised 03 Oct 2013.
  2. Gianluca Cubadda & Barbara Guardabascio & Alain Hecq, 2012. "A General to Specific Approach for Constructing Composite Business Cycle Indicators," CEIS Research Paper, Tor Vergata University, CEIS 224, Tor Vergata University, CEIS, revised 27 Feb 2012.
  3. Gianluca Cubadda & Umberto Triacca, 2011. "An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis," CEIS Research Paper, Tor Vergata University, CEIS 184, Tor Vergata University, CEIS, revised 24 Jan 2011.
  4. Marco Centoni & Gianluca Cubadda, 2011. "Modelling Comovements of Economic Time Series: A Selective Survey," CEIS Research Paper, Tor Vergata University, CEIS 215, Tor Vergata University, CEIS, revised 26 Oct 2011.
  5. Gianluca Cubadda & Barbara Guardabascio, 2010. "A Medium-N Approach to Macroeconomic Forecasting," CEIS Research Paper, Tor Vergata University, CEIS 176, Tor Vergata University, CEIS, revised 09 Dec 2010.
  6. Gianluca Cubadda & Alain Hecq, 2009. "Testing for Common Autocorrelation in Data Rich Environments," CEIS Research Paper, Tor Vergata University, CEIS 153, Tor Vergata University, CEIS, revised 04 Dec 2009.
  7. Jorg Breitung & Gianluca Cubadda, 2009. "Testing for cointegration in high-dimensional systems," CEIS Research Paper, Tor Vergata University, CEIS 148, Tor Vergata University, CEIS, revised 30 Sep 2009.
  8. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper, Tor Vergata University, CEIS 125, Tor Vergata University, CEIS, revised 14 Jul 2008.
  9. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  10. Vincenzo Atella & Marco Centoni & Gianluca Cubadda, 2007. "Technology shocks, structural breaks and the effects on the business cycle," CEIS Research Paper, Tor Vergata University, CEIS 105, Tor Vergata University, CEIS.
  11. Gianluca Cubadda, 2007. "A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series," CEIS Research Paper, Tor Vergata University, CEIS 102, Tor Vergata University, CEIS.
  12. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Studying Co-movements in Large Multivariate Models Without Multivariate Modelling," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  13. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006. "Measuring the Sources of Cyclical Fluctuations in the G7 Economies," Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI esdp06028, University of Molise, Dept. EGSeI.
  14. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper, Tor Vergata University, CEIS 82, Tor Vergata University, CEIS.
  15. Cubadda, Gianluca, 2004. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI esdp04022, University of Molise, Dept. EGSeI.
  16. Cubadda, Gianluca & Hecq, Alain, 2003. "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI esdp03002, University of Molise, Dept. EGSeI.
  17. Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI esdp03012, University of Molise, Dept. EGSeI.
  18. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003. "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI esdp03007, University of Molise, Dept. EGSeI.
  19. Gianluca Cubadda, 2000. "Complex Reduced Rank Models for Seasonally Cointegrated Time Series," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0092, Econometric Society.
  20. Cubadda, G. & Sabbatini, R., 1997. "The Seasonality of the Italian Cost-of-Living Index," Papers, Banca Italia - Servizio di Studi 313, Banca Italia - Servizio di Studi.
  21. Gianluca Cubadda & Domenico Mignacca, 1994. "Is Money Neutral? Some Evidence for Italy," International Finance, EconWPA 9410001, EconWPA, revised 09 Nov 1994.

Articles

  1. Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain, 2013. "A general to specific approach for constructing composite business cycle indicators," Economic Modelling, Elsevier, Elsevier, vol. 33(C), pages 367-374.
  2. Cubadda, Gianluca & Guardabascio, Barbara, 2012. "A medium-N approach to macroeconomic forecasting," Economic Modelling, Elsevier, Elsevier, vol. 29(4), pages 1099-1105.
  3. Cubadda, Gianluca & Triacca, Umberto, 2011. "An alternative solution to the Autoregressivity Paradox in time series analysis," Economic Modelling, Elsevier, Elsevier, vol. 28(3), pages 1451-1454, May.
  4. Marco Centoni & Gianluca Cubadda, 2011. "Modelling comovements of economic time series: a selective survey," Statistica, Department of Statistics, University of Bologna, Department of Statistics, University of Bologna, vol. 71(2), pages 267-294.
  5. Gianluca Cubadda & Alain Hecq, 2011. "Testing for common autocorrelation in data‐rich environments," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 30(3), pages 325-335, April.
  6. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009. "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, Elsevier, vol. 148(1), pages 25-35, January.
  7. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2008. "Macro-panels and reality," Economics Letters, Elsevier, Elsevier, vol. 99(3), pages 537-540, June.
  8. Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2008. "Technology shocks, structural breaks and the effects on the business cycle," Economics Letters, Elsevier, Elsevier, vol. 100(3), pages 392-395, September.
  9. Gianluca Cubadda, 2007. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 69(2), pages 271-292, 04.
  10. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, Elsevier, vol. 24(1), pages 149-166, January.
  11. Cubadda, Gianluca, 2007. "A unifying framework for analysing common cyclical features in cointegrated time series," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 52(2), pages 896-906, October.
  12. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
  13. Cubadda, Gianluca & Omtzigt, Pieter, 2005. "Small-sample improvements in the statistical analysis of seasonally cointegrated systems," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 49(2), pages 333-348, April.
  14. Centoni, Marco & Cubadda, Gianluca, 2003. "Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series," Economics Letters, Elsevier, Elsevier, vol. 80(1), pages 45-51, July.
  15. Cubadda, Gianluca & Savio, Giovanni & Zelli, Roberto, 2002. "Seasonality, Productivity Shocks, And Sectoral Comovements In A Real Business Cycle Model For Italy," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 6(03), pages 337-356, June.
  16. Gianluca Cubadda, 2001. "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(2), pages 201-216.
  17. Cubadda, Gianluca, 2001. " Complex Reduced Rank Models for Seasonally Cointegrated Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 63(4), pages 497-511, September.
  18. Cubadda, Gianluca & Hecq, Alain, 2001. "On non-contemporaneous short-run co-movements," Economics Letters, Elsevier, Elsevier, vol. 73(3), pages 389-397, December.
  19. Gianluca Cubadda, 1999. "Common serial correlation and common business cycles: A cautious note," Empirical Economics, Springer, Springer, vol. 24(3), pages 529-535.
  20. Cubadda, Gianluca, 1999. "Common Cycles in Seasonal Non-stationary Time Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 14(3), pages 273-91, May-June.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (4) 2004-10-18 2007-10-27 2008-07-20 2008-07-20
  2. NEP-CBA: Central Banking (4) 2006-05-06 2007-10-27 2008-07-20 2010-12-18
  3. NEP-ECM: Econometrics (14) 2003-07-16 2003-11-09 2004-10-18 2006-08-05 2007-07-13 2008-07-20 2008-07-20 2009-10-10 2009-12-19 2010-12-18 2011-01-30 2011-11-01 2012-03-08 2013-10-05. Author is listed
  4. NEP-ETS: Econometric Time Series (10) 2003-07-13 2003-11-09 2006-08-05 2007-07-13 2008-07-20 2009-10-10 2009-12-19 2011-01-30 2011-11-01 2012-03-08. Author is listed
  5. NEP-FIN: Finance (1) 2003-07-13
  6. NEP-FOR: Forecasting (1) 2013-10-05
  7. NEP-HPE: History & Philosophy of Economics (1) 2011-11-01
  8. NEP-MAC: Macroeconomics (7) 2003-07-13 2006-05-06 2006-08-05 2007-10-27 2008-07-20 2008-07-20 2010-12-18. Author is listed
  9. NEP-OPM: Open Economy Macroeconomics (1) 2008-07-20

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