CUBADDA, GIANLUCA

CUBADDA, GIANLUCA  

Dipartimento di Economia e Finanza  

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Data di pubblicazione Titolo Autore(i) Tipo File
1-gen-2013 A general to specific approach for constructing composite business cycle indicators Cubadda, G; Guardabascio, B; Hecq, A Articolo su rivista
1-gen-2012 A medium-N approach to macroeconomic forecasting Cubadda, G; Guardabascio, B Articolo su rivista
1-gen-1995 A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN Cubadda, G Articolo su rivista
1-gen-2007 A Reduced rank regression approach to coincident and leading indexes building Cubadda, G Articolo su rivista
1-mag-2007 A Unifying framework for analysing common cyclical features in cointegrated time series Cubadda, G Altro
1-gen-2007 A unifying framework for analysing common cyclical features in cointegrated time series. Cubadda, G Articolo su rivista
10-gen-2017 A vector heterogeneous autoregressive index model for realized volatility measures Cubadda, G; Guardabascio, B; Hecq, A Articolo su rivista
1-gen-2011 An alternative solution to the autoregressivity paradox in time series analysis Cubadda, G; Triacca, U Articolo su rivista
1-gen-2013 Building a Synchronous Common-Cycle Index for the European Union Cubadda, G; Guardabascio, B; Hecq, A Contributo in libro
1-gen-1999 Common cycles in seasonal non-stationary time series Cubadda, G Articolo su rivista
30-set-2015 Common feature analysis of economic time series: an overview and recent developments Centoni, M; Cubadda, G Articolo su rivista
1-gen-2001 Common features in time series with both deterministic and stochastic seasonality Cubadda, G Articolo su rivista
1-gen-1999 Common serial correlation and common business cycles: A cautious note Cubadda, G Articolo su rivista
1-gen-2007 Common shocks, common dynamics, and the international business cycle Centoni, M; Cubadda, G; Hecq, A Articolo su rivista
1-gen-2001 Complex reduced rank models for seasonally cointegrated time series Cubadda, G Articolo su rivista
1-gen-2023 Detecting Common Bubbles in Multivariate Mixed Causal-Noncausal Models Cubadda, G; Hecq, A; Voisin, E Articolo su rivista
1-gen-2019 Detecting Co‐Movements in Non‐Causal Time Series Cubadda, G; Hecq, A; Telg, S Articolo su rivista
1-gen-2022 Dimension Reduction for High‐Dimensional Vector Autoregressive Models* Cubadda, G; Hecq, A Articolo su rivista
1-gen-2001 Dynamics and Comovements of Regional Exports in Italy1 Cubadda, G; Daddi, P Contributo in libro
1-lug-2019 Forecasting realized volatility measures with multivariate and univariate models Cubadda, G; Hecq, A; Riccardo, A Contributo in libro