2881 documents matched the search for Gianluca Cubadda in authors.
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Common Cycles in Seasonal Non-stationary Time Series,
Gianluca Cubadda,
in Journal of Applied Econometrics
(1999)
Common serial correlation and common business cycles: A cautious note,
Gianluca Cubadda,
in Empirical Economics
(1999)
Keywords: Business cycles · serial correlation common feature · frequency-domain methods
Complex Reduced Rank Models For Seasonally Cointegrated Time Series,
Gianluca Cubadda,
in Oxford Bulletin of Economics and Statistics
(2001)
A unifying framework for analysing common cyclical features in cointegrated time series,
Gianluca Cubadda,
in Computational Statistics & Data Analysis
(2007)
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building*,
Gianluca Cubadda,
in Oxford Bulletin of Economics and Statistics
(2007)
A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN,
Gianluca Cubadda,
in Journal of Time Series Analysis
(1995)
Complex Reduced Rank Models for Seasonally Cointegrated Time Series,
Gianluca Cubadda,
from Econometric Society
(2000)
Common cycles in seasonal non‐stationary time series,
Gianluca Cubadda,
in Journal of Applied Econometrics
(1999)
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY,
Gianluca Cubadda,
in Econometric Reviews
(2001)
Keywords: Common features, Seasonality, Codependence, JEL Classification : C32, C52,
VAR models with an index structure: A survey with new results,
Gianluca Cubadda,
from arXiv.org
(2024)
Registered author: Gianluca Cubadda
A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series,
Gianluca Cubadda,
from Tor Vergata University, CEIS
(2007)
Keywords: Common Cyclical Features, Reduced Rank Regression.
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building,
Gianluca Cubadda,
from University of Molise, Department of Economics
(2004)
Keywords: Coincident and Leading Indexes, Polynomial Serial Correlation Common Feature, Reduced Rank Regression.
The Seasonality of the Italian Cost-of-Living Index,
Gianluca Cubadda and Roberto Sabbatini,
from Banca Italia - Servizio di Studi
(1997)
Keywords: SEASONAL FLUCTUATIONS ; PRICES ; INFLATION
The vector error correction index model: representation, estimation and identification,
Gianluca Cubadda and Marco Mazzali,
in The Econometrics Journal
(2024)
Keywords: Vector autoregressive model, multivariate autoregressive index model, cointegration, reduced-rank regression, dimension reduction, main business cycle shock
Small-sample improvements in the statistical analysis of seasonally cointegrated systems,
Gianluca Cubadda and Pieter Omtzigt,
in Computational Statistics & Data Analysis
(2005)
A medium-N approach to macroeconomic forecasting,
Gianluca Cubadda and Barbara Guardabascio,
in Economic Modelling
(2012)
Keywords: Partial least squares; Principal component regression; Dynamic factor models; Data-rich forecasting methods; Dimension-reduction techniques;
An alternative solution to the Autoregressivity Paradox in time series analysis,
Gianluca Cubadda and Umberto Triacca,
in Economic Modelling
(2011)
Keywords: VAR models ARIMA models Final equations
Testing for Parameter Stability in Dynamic Models across Frequencies*,
Bertrand Candelon and Gianluca Cubadda,
in Oxford Bulletin of Economics and Statistics
(2006)
Is Money Neutral? Some Evidence for Italy,
Gianluca Cubadda and Domenico Mignacca,
from University Library of Munich, Germany
(1994)
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression,
Emmanuela Bernardini and Gianluca Cubadda,
in International Journal of Forecasting
(2015)
Keywords: Canonical correlation analysis; Vector autoregressive models; Shrinkage estimation; Macroeconomic prediction;
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model,
Gianluca Cubadda and Barbara Guardabascio,
in International Journal of Forecasting
(2019)
Keywords: Multivariate autoregressive index models; Reduced rank regression; Dimension reduction; Shrinkage estimation; Macroeconomic forecasting;
Dimension Reduction for High Dimensional Vector Autoregressive Models,
Gianluca Cubadda and Alain Hecq,
from arXiv.org
(2022)
Modelling comovements of economic time series: a selective survey,
Marco Centoni and Gianluca Cubadda,
in Statistica
(2011)
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series,
Marco Centoni and Gianluca Cubadda,
in Economics Letters
(2003)
Testing for Parameter Stability in Dynamic Models Across Frequencies,
Bertrand Candelon and Gianluca Cubadda,
from Tor Vergata University, CEIS
(2006)
Keywords: Structural breaks, spectral analysis, productivity slowdown, yield curve
Testing for cointegration in high-dimensional systems,
Jörg Breitung and Gianluca Cubadda,
from Tor Vergata University, CEIS
(2009)
Testing for Common Autocorrelation in Data Rich Environments,
Gianluca Cubadda and Alain Hecq,
from Tor Vergata University, CEIS
(2009)
Keywords: Serial correlation common feature; high-dimensional systems; partial least squares. JEL code: C32
A Medium-N Approach to Macroeconomic Forecasting,
Gianluca Cubadda and Barbara Guardabascio,
from Tor Vergata University, CEIS
(2010)
Keywords: Partial least squares; principal component regression; dynamic factor models; data-rich forecasting methods; dimension-reduction techniques.
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis,
Gianluca Cubadda and Umberto Triacca,
from Tor Vergata University, CEIS
(2011)
Keywords: VAR Models; ARIMA Models; Final Equations
Modelling Comovements of Economic Time Series: A Selective Survey,
Marco Centoni and Gianluca Cubadda,
from Tor Vergata University, CEIS
(2011)
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression,
Emmanuela Bernardini and Gianluca Cubadda,
from Tor Vergata University, CEIS
(2013)
Keywords: Reduced rank regression; vector autoregressive models; shrinkage estimation; macroeconomic forecasting.
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments,
Marco Centoni and Gianluca Cubadda,
from Tor Vergata University, CEIS
(2015)
Keywords: Common features; common cycles; reduced-rank regression; canonical correlation analysis; vector autoregressive models; dynamic factor models; business cycles.
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model,
Gianluca Cubadda and Barbara Guardabascio,
from Tor Vergata University, CEIS
(2018)
Keywords: Multivariate autoregressive index models, reduced rank regression, dimension reduction, shrinkage estimation, macroeconomic forecasting.
Reduced Rank Regression Models in Economics and Finance,
Gianluca Cubadda and Alain Hecq,
from Tor Vergata University, CEIS
(2021)
Keywords: Reduced-rank regression, common features, vector autoregressive models, multivariate volatility models, dimension reduction.
Dimension Reduction for High Dimensional Vector Autoregressive Models,
Gianluca Cubadda and Alain Hecq,
from Tor Vergata University, CEIS
(2022)
Keywords: Vector autoregressive models, dimension reduction, reduced-rank regression, multivariate autoregressive index model, common features, business cycle shock.
The Vector Error Correction Index Model: Representation, Estimation and Identification,
Gianluca Cubadda and Marco Mazzali,
from Tor Vergata University, CEIS
(2023)
Keywords: Vector autoregressive models, multivariate autoregressive index model, cointegration, reduced-rank regression, dimension reduction, main business cycle shock.
The Role of Common Cyclical Features for Coincident and Leading Indexes Building,
Gianluca Cubadda and Alain Hecq,
from University of Molise, Department of Economics
(2003)
Keywords: Coincident and Leading Indexes, Common Cyclical Features, Reduced Rank Regression.
Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems,
Gianluca Cubadda and Pieter Omtzigt,
from University of Molise, Department of Economics
(2003)
Keywords: Seasonal Cointegration, Reduced Rank Regression.
Dimension Reduction for High‐Dimensional Vector Autoregressive Models,
Gianluca Cubadda and Alain Hecq,
in Oxford Bulletin of Economics and Statistics
(2022)
On non-contemporaneous short-run co-movements,
Gianluca Cubadda and Alain Hecq,
in Economics Letters
(2001)
Testing for common autocorrelation in data‐rich environments,
Gianluca Cubadda and Alain Hecq,
in Journal of Forecasting
(2011)
Keywords: serial correlation common feature , high‐dimensional systems , partial least squares , reduced‐rank regression ,
Testing for parameter stability in dynamic models across frequencies,
Bertrand Candelon and Gianluca Cubadda,
from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
(2005)
The Time-Varying Multivariate Autoregressive Index Model,
Gianluca Cubadda, S. Grassi and B. Guardabascio,
from arXiv.org
(2022)
Detecting common bubbles in multivariate mixed causal-noncausal models,
Gianluca Cubadda, Alain Hecq and Elisa Voisin,
from arXiv.org
(2022)
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models,
Gianluca Cubadda, Alain Hecq and Elisa Voisin,
in Econometrics
(2023)
Keywords: forward-looking models; bubbles; comovements
Detecting Co-Movements in Noncausal Time Series,
Gianluca Cubadda, Alain Hecq and Sean Telg,
from University Library of Munich, Germany
(2017)
Keywords: mixed causal-noncausal process, common features, vector autoregressive models, commodity prices, common bubbles.
The time-varying Multivariate Autoregressive Index model,
Gianluca Cubadda, Stefano Grassi and Barbara Guardabascio,
in International Journal of Forecasting
(2025)
Keywords: Large Vector Autoregressive Models; Multivariate Autoregressive Index models; Time-varying parameter models; Reduced-rank regression; Bayesian Vector Autoregressive Models;
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY,
Gianluca Cubadda, Giovanni Savio and Roberto Zelli,
in Macroeconomic Dynamics
(2002)
Sequential Monte Carlo for Noncausal Processes,
Gianluca Cubadda, Francesco Giancaterini and Stefano Grassi,
from arXiv.org
(2025)
Common Shocks, Common Dynamics, and the International Business Cycle,
Marco Centoni, Gianluca Cubadda and Alain Hecq,
from University of Molise, Department of Economics
(2003)
Keywords: Common Cycles, Cointegration, Domestic-Foreign Shocks, International Business Cycles, Permanent-Transitory Decomposition.
Measuring the Sources of Cyclical Fluctuations in the G7 Economies,
Marco Centoni, Gianluca Cubadda and Alain Hecq,
from University of Molise, Department of Economics
(2006)
Keywords: International business cycles, Permanent-Transitory decompositions, serial correlation common features, Frequency domain analysis.
Technology shocks, structural breaks and the effects on the business cycle,
Vincenzo Atella, Marco Centoni and Gianluca Cubadda,
from University of Molise, Department of Economics
(2007)
Keywords: Business cycle, technology shocks, structural breaks.
Common shocks, common dynamics, and the international business cycle,
Marco Centoni, Gianluca Cubadda and Alain Hecq,
in Economic Modelling
(2007)
Technology shocks, structural breaks and the effects on the business cycle,
Vincenzo Atella, Marco Centoni and Gianluca Cubadda,
in Economics Letters
(2008)
Technology shocks, structural breaks and the effects on the business cycle,
Vincenzo Atella, Marco Centoni and Gianluca Cubadda,
from Tor Vergata University, CEIS
(2007)
Keywords: Business cycle, technology shocks, structural breaks
Common Shocks, Common Dynamics, and the International Business Cycle,
Marco Centoni, Gianluca Cubadda and Alain Hecq,
from Tor Vergata University, CEIS
(2008)
Keywords: International business cycles; Permanent-transitory decomposition; Serial correlation common features; Frequency domain analysis.
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling,
Gianluca Cubadda, Alain Hecq and Franz Palm,
from Tor Vergata University, CEIS
(2008)
Keywords: Interactions, multiple time series, co-movements, ARIMA, cointegration, common cycles, dynamic panel data.
A General to Specific Approach for Constructing Composite Business Cycle Indicators,
Gianluca Cubadda, Barbara Guardabascio and Alain Hecq,
from Tor Vergata University, CEIS
(2012)
Keywords: Co-movements, common cycles, composite business cycle indicators, Euro area.
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures,
Gianluca Cubadda, Barbara Guardabascio and Alain Hecq,
from Tor Vergata University, CEIS
(2016)
Keywords: Common volatility, HAR models, index models, combinations of realized volatil¬ities, forecasting
Detecting Co-Movements in Noncausal Time Series,
Gianluca Cubadda, Alain Hecq and Sean Telg,
from Tor Vergata University, CEIS
(2018)
Keywords: causal and noncausal process, common features, vector autoregressive models, oil prices
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector,
Gianluca Cubadda, Alain Hecq and Antonio Riccardo,
from Tor Vergata University, CEIS
(2018)
Keywords: Consumption,asymmetry,expectations,noisy information
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models,
Gianluca Cubadda, Alain Hecq and Elisa Voisin,
from Tor Vergata University, CEIS
(2023)
Keywords: Forward-looking models, bubbles, co-movements
The Time-Varying Multivariate Autoregressive Index Model,
Gianluca Cubadda, Stefano Grassi and Barbara Guardabascio,
from Tor Vergata University, CEIS
(2024)
Keywords: Large Vector Autoregressive Models, Multivariate Autoregressive Index Models, Time-Varying Parameter Models, Bayesian Vector Autoregressive Models.
Detecting Co‐Movements in Non‐Causal Time Series,
Gianluca Cubadda, Alain Hecq and Sean Telg,
in Oxford Bulletin of Economics and Statistics
(2019)
A general to specific approach for constructing composite business cycle indicators,
Gianluca Cubadda, Barbara Guardabascio and Alain Hecq,
in Economic Modelling
(2013)
Keywords: Co-movements; Common cycles; Composite business cycle indicators; Euro area;
Macro-panels and reality,
Gianluca Cubadda, Alain Hecq and Franz Palm,
in Economics Letters
(2008)
Studying co-movements in large multivariate data prior to multivariate modelling,
Gianluca Cubadda, Alain Hecq and Franz Palm,
in Journal of Econometrics
(2009)
Keywords: Interactions Multiple time series Co-movements ARIMA Cointegration Common cycles Dynamic panel data
A vector heterogeneous autoregressive index model for realized volatility measures,
Gianluca Cubadda, Barbara Guardabascio and Alain Hecq,
in International Journal of Forecasting
(2017)
Keywords: Common volatility; HAR models; Index models; Combinations of realized volatilities; Forecasting;
A Vector Heterogeneous Autoregressive Index model for realized volatility measures,
Gianluca Cubadda, Barbara Guardabascio and Alain Hecq,
from Maastricht University, Graduate School of Business and Economics (GSBE)
(2015)
Macro-panels and reality,
Gianluca Cubadda, Alain Hecq and Franz Palm,
from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
(2007)
Studying co-movements in large multivariate models without multivariate modelling,
Gianluca Cubadda, Alain Hecq and Franz Palm,
from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
(2007)
On cointegration for processes integrated at different frequencies,
Tomás del Barrio Castro, Gianluca Cubadda and Denise Osborn,
in Journal of Time Series Analysis
(2022)
Optimization of the Generalized Covariance Estimator in Noncausal Processes,
Gianluca Cubadda, Francesco Giancaterini, Alain Hecq and Joann Jasiak,
from arXiv.org
(2024)
On Cointegration for Processes Integrated at Different Frequencies,
Tomás del Barrio Castro, Gianluca Cubadda and Denise Osborn,
from Tor Vergata University, CEIS
(2020)
Keywords: Periodic Cointegration, Polynomial Cointegration, Demodulator Operator.
Optimization of the Generalized Covariance Estimator in Noncausal Processes,
Gianluca Cubadda, Francesco Giancaterini, Alain Hecq and Joann Jasiak,
from Tor Vergata University, CEIS
(2024)
Keywords: Mixed causal and noncausal models, Generalized covariance estimator, Simulated Annealing, Optimization, Commodity prices
Basel 2 and the Meritocracy of the Credit: Considerations of Industrial Politics with Respect to the Optimization of the Fiscal Yield,
Gianluca Oricchio,
in Economia dei Servizi
(2007)
Keywords: banking regulation, internal rating models, incentive schemes of industrial politics
Chow G.C. (1997), Dynamics Economics. Optimization by the Lagrange Method,
Gianluca Femminis,
in Economia politica
(1998)
La disciplina sulla distribuzione degli autoveicoli e il nuovo corso della politica comunitaria della concorrenza,
Gianluca Faella,
in Mercato Concorrenza Regole
(2005)
Il caso Merck,
Gianluca Faella,
in Mercato Concorrenza Regole
(2006)
Incentives to fidelity and exclusion: loyalty discounts and rebates,
Gianluca Faella,
in Mercato Concorrenza Regole
(2008)
Keywords: abuse of dominant position, unilateral conduct, loyalty discounts, loyalty rebates
The review of competition rules on vertical agreements in the motor vehicle sector,
Gianluca Faella,
in Mercato Concorrenza Regole
(2008)
Keywords: antitrust, vertical agreements, block exemption regulation, motor vehicle sector
Above-Cost Predation: Reflections on the EU Aapproach under an Economic and Comparative Perspective,
Gianluca Faella,
in Mercato Concorrenza Regole
(2010)
Keywords: antitrust, unilateral conduct, abuse of dominance, predatory pricing, abovecost predation
Adelante con juicio: limits and missed opportunities of the new block exemption regulation on vertical restraints,
Gianluca Faella,
in Mercato Concorrenza Regole
(2011)
Keywords: anticompetitive agreements, vertical restraints, resale price maintenance, territorial and customer restrictions, K21, L42 .
L'incerto status dei prezzi predatori e degli sconti selettivi nel diritto antitrust europeo,
Gianluca Faella,
in Mercato Concorrenza Regole
(2013)
The Usual Suspects: a Story of Liberalizations and Abuses,
Gianluca Faella,
in Mercato Concorrenza Regole
(2014)
Keywords: Antitrust; Liberalizations; Unilateral Exclusionary Conduct; Predatory Prices.
The potential infringements of competition law in the collection of local practices concerning the real estate agency services,
Gianluca Scaramuzzino,
in Mercato Concorrenza Regole
(2016)
Keywords: Competition; Regulation; Chambers of Commerce; Real Estate Commissions; Collusion among Competitors.
"Limited Liability Companies" e "Limited Liability Partnerships" negli Stati Uniti,
Gianluca Perone,
in Analisi Giuridica dell'Economia
(2003)
Attività «in-house» e modello organizzativo delle società di capitali: dalle forme di governance interne alla disciplina della direzione e coordinamento per la configurazione del «controllo analogo»,
Gianluca Riolfo,
in Analisi Giuridica dell'Economia
(2015)
Nuovo welfare e capacità dei soggetti,
Gianluca Busilacchi,
in Stato e mercato
(2006)
Quale messaggio pubblicitario: il grado di assimilazione attraverso l'analisi testuale,
Gianluca Casadei,
in Micro & Macro Marketing
(1997)
Roberto Fineschi, Tommaso Redolfi Riva, Giovanni Sgrò (a cura di), Karl Marx 2013, numero monografico de «Il Ponte», LXIX, 5-6, mag.-giu. 2013,
Gianluca Pozzoni,
in Il Pensiero Economico Italiano
(2013)
Stefano Petrucciani, A lezione da Marx. Nuove interpretazioni, Roma, Manifestolibri, 2012,
Gianluca Pozzoni,
in Il Pensiero Economico Italiano
(2013)
Work in progress on the Costs of Banking Contracts: Towards a New «Transparency»?,
Gianluca Mucciarone,
in Banca Impresa Società
(2013)
Keywords: Bank, contract, cost, price, transparency.
Compound Interest: Latest Developments,
Gianluca Mucciarone,
in Banca Impresa Società
(2016)
Keywords: Bank; Contract; Transparency; Compound Interest.
Donne e lavoro in Italia e nelle Marche. Il punto sulle dif?colta e sulle prospettive,
Gianluca Goffi,
in Economia Marche / Journal of Applied Economics
(2012)
Keywords: Discriminazioni di genere, Donne e lavoro, Imprenditoria femminile, Lavoro femminile
Il sistema economico delle Marche. Artigianato e mercato del lavoro dagli anni Novanta alla crisi attuale,
Gianluca Goffi,
in Economia Marche / Journal of Applied Economics
(2013)
Keywords: Artigianato, Competitivit… micro e piccole imprese, Dinamiche mercato del lavoro, Economia regionale
Assessing Price Sensitivity of Forest Recreational Tourists in a Mountain Destination,
Gianluca Grilli,
in Bio-based and Applied Economics Journal
(2019)
Keywords: Demand and Price Analysis
Madon, S. 2009: E-governance for Development: A Focus on Rural India. Basingstoke, UK: Palgrave Macmillan. £55 cloth. ISBN 9780230201576,
Gianluca Miscione,
in Progress in Development Studies
(2011)
International Co-operative Alliance Global Conference and General Assembly: The Topics at the Centre of the International Dialogue,
Gianluca Salvatori,
in Journal of Entrepreneurial and Organizational Diversity
(2017)
Keywords: Cooperative model; Capitalisation; Access to finance; Digital platforms; Performance; Sustainable development
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