Sfoglia per Autore
Testing for cointegration at any frequency using spectral methods
1994-01-01 Cubadda, G
A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN
1995-01-01 Cubadda, G
Common serial correlation and common business cycles: A cautious note
1999-01-01 Cubadda, G
Common cycles in seasonal non-stationary time series
1999-01-01 Cubadda, G
Dynamics and Comovements of Regional Exports in Italy1
2001-01-01 Cubadda, G; Daddi, P
Complex reduced rank models for seasonally cointegrated time series
2001-01-01 Cubadda, G
On non-contemporaneous short-run co-movements
2001-01-01 Cubadda, G; Hecq, A
Common features in time series with both deterministic and stochastic seasonality
2001-01-01 Cubadda, G
Seasonality, productivity shocks, and sectoral comovements in a real business cycle model for Italy
2002-01-01 Cubadda, G; Savio, G; Zelli, R
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series
2003-01-01 Centoni, M; Cubadda, G
Sectoral shocks, long-run persistence and the business cycle
2004-01-01 Centoni, M; Cubadda, G
Small-sample improvements in the statistical analysis of seasonally cointegrated systems
2005-01-01 Cubadda, G; Omtzigt, P
Measuring the sources of cyclical fluctuations in the G7 economies
2006-01-01 Centoni, M; Cubadda, G; Hecq, A
Testing for parameter stability in dynamic models across frequencies.
2006-01-01 Candelon, B; Cubadda, G
Testing for parameter stability in dynamic models across frequencies
2006-05-01 Cubadda, G; Candelon, B
Common shocks, common dynamics, and the international business cycle
2007-01-01 Centoni, M; Cubadda, G; Hecq, A
A Reduced rank regression approach to coincident and leading indexes building
2007-01-01 Cubadda, G
A unifying framework for analysing common cyclical features in cointegrated time series.
2007-01-01 Cubadda, G
A Unifying framework for analysing common cyclical features in cointegrated time series
2007-05-01 Cubadda, G
Technology shocks, structural breaks and the effects on the business cycle
2008-01-01 Atella, V; Centoni, M; Cubadda, G
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