CUBADDA, GIANLUCA
CUBADDA, GIANLUCA
Dipartimento di Economia e Finanza
A general to specific approach for constructing composite business cycle indicators
2013-01-01 Cubadda, G; Guardabascio, B; Hecq, A
A medium-N approach to macroeconomic forecasting
2012-01-01 Cubadda, G; Guardabascio, B
A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN
1995-01-01 Cubadda, G
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
2007-05-01 Cubadda, G
A unifying framework for analysing common cyclical features in cointegrated time series.
2007-01-01 Cubadda, G
A vector heterogeneous autoregressive index model for realized volatility measures
2017-01-10 Cubadda, G; Guardabascio, B; Hecq, A
An alternative solution to the autoregressivity paradox in time series analysis
2011-01-01 Cubadda, G; Triacca, U
Building a Synchronous Common-Cycle Index for the European Union
2013-01-01 Cubadda, G; Guardabascio, B; Hecq, A
Common cycles in seasonal non-stationary time series
1999-01-01 Cubadda, G
Common feature analysis of economic time series: an overview and recent developments
2015-09-30 Centoni, M; Cubadda, G
Common features in time series with both deterministic and stochastic seasonality
2001-01-01 Cubadda, G
Common serial correlation and common business cycles: A cautious note
1999-01-01 Cubadda, G
Common shocks, common dynamics, and the international business cycle
2007-01-01 Centoni, M; Cubadda, G; Hecq, A
Complex reduced rank models for seasonally cointegrated time series
2001-01-01 Cubadda, G
Detecting Common Bubbles in Multivariate Mixed Causal-Noncausal Models
2023-01-01 Cubadda, G; Hecq, A; Voisin, E
Detecting Co‐Movements in Non‐Causal Time Series
2019-01-01 Cubadda, G; Hecq, A; Telg, S
Dimension reduction for high‐dimensional vector autoregressive models
2022-01-01 Cubadda, G; Hecq, A
Dynamics and Comovements of Regional Exports in Italy1
2001-01-01 Cubadda, G; Daddi, P
Forecasting realized volatility measures with multivariate and univariate models
2019-07-01 Cubadda, G; Hecq, A; Riccardo, A