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Information about:
Gianluca Cubadda

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

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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

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jorg Breitung & Gianluca Cubadda, 2009. "Testing for cointegration in high-dimensional systems," CEIS Research Paper 148, Tor Vergata University, CEIS, revised 30 Sep 2009. [Downloadable!]

  2. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
    Published as:

  3. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Published as:

  4. Gianluca Cubadda, 2007. "A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series," CEIS Research Paper 102, Tor Vergata University, CEIS. [Downloadable!]
    Published as:

  5. Vincenzo Atella & Marco Centoni & Gianluca Cubadda, 2007. "Technology shocks, structural breaks and the effects on the business cycle," CEIS Research Paper 105, Tor Vergata University, CEIS. [Downloadable!]
    Other versions:
    Published as:

  6. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Studying Co-movements in Large Multivariate Models Without Multivariate Modelling," Research Memoranda 032, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  7. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006. "Measuring the Sources of Cyclical Fluctuations in the G7 Economies," Economics & Statistics Discussion Papers esdp06028, University of Molise, Dept. SEGeS. [Downloadable!]

  8. Candelon,Bertrand & Cubadda,Gianluca, 2005. "Testing for Parameter Stability in Dynamic Models across Frequencies," Research Memoranda 022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:
    Published as:

  9. Cubadda, Gianluca, 2004. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp04022, University of Molise, Dept. SEGeS. [Downloadable!]
    Published as:

  10. Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Dept. SEGeS. [Downloadable!]
    Published as:

  11. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003. "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers esdp03007, University of Molise, Dept. SEGeS. [Downloadable!]
    Other versions:
    Published as:

  12. Cubadda, Gianluca & Hecq, Alain, 2003. "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp03002, University of Molise, Dept. SEGeS. [Downloadable!]

  13. Gianluca Cubadda, 2000. "Complex Reduced Rank Models for Seasonally Cointegrated Time Series," Econometric Society World Congress 2000 Contributed Papers 0092, Econometric Society. [Downloadable!]
    Published as:

  14. Cubadda, G. & Sabbatini, R., 1997. "The Seasonality of the Italian Cost-of-Living Index," Papers 313, Banca Italia - Servizio di Studi.

  15. Gianluca Cubadda & Domenico Mignacca, 1994. "Is Money Neutral? Some Evidence for Italy," International Finance 9410001, EconWPA, revised 09 Nov 1994. [Downloadable!]

Articles

  1. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009. "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, vol. 148(1), pages 25-35, January. [Downloadable!] (restricted)
    Other versions:

  2. Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2008. "Technology shocks, structural breaks and the effects on the business cycle," Economics Letters, Elsevier, vol. 100(3), pages 392-395, September. [Downloadable!] (restricted)
    Other versions:

  3. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2008. "Macro-panels and reality," Economics Letters, Elsevier, vol. 99(3), pages 537-540, June. [Downloadable!] (restricted)
    Other versions:
    • Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  4. Cubadda, Gianluca, 2007. "A unifying framework for analysing common cyclical features in cointegrated time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 896-906, October. [Downloadable!] (restricted)
    Other versions:

  5. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January. [Downloadable!] (restricted)
    Other versions:

  6. 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, vol. 69(2), pages 271-292, 04. [Downloadable!] (restricted)
    Other versions:

  7. 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, vol. 68(s1), pages 741-760, December. [Downloadable!] (restricted)
    Other versions:

  8. Cubadda, Gianluca & Omtzigt, Pieter, 2005. "Small-sample improvements in the statistical analysis of seasonally cointegrated systems," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 333-348, April. [Downloadable!] (restricted)
    Other versions:

  9. Centoni, Marco & Cubadda, Gianluca, 2003. "Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series," Economics Letters, Elsevier, vol. 80(1), pages 45-51, July. [Downloadable!] (restricted)

  10. 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, vol. 6(03), pages 337-356, June. [Downloadable!]

  11. Gianluca Cubadda, 2001. "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 201-216. [Downloadable!] (restricted)

  12. Cubadda, Gianluca & Hecq, Alain, 2001. "On non-contemporaneous short-run co-movements," Economics Letters, Elsevier, vol. 73(3), pages 389-397, December. [Downloadable!] (restricted)

  13. Cubadda, Gianluca, 2001. " Complex Reduced Rank Models for Seasonally Cointegrated Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(4), pages 497-511, September. [Downloadable!] (restricted)
    Other versions:

  14. Gianluca Cubadda, 1999. "Common serial correlation and common business cycles: A cautious note," Empirical Economics, Springer, vol. 24(3), pages 529-535. [Downloadable!] (restricted)

  15. Cubadda, Gianluca, 1999. "Common Cycles in Seasonal Non-stationary Time Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 273-91, May-June. [Downloadable!]

NEP Fields

13 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 Author is listed
  2. NEP-CBA: Central Banking (3) 2006-05-06 2007-10-27 2008-07-20
  3. NEP-ECM: Econometrics (10) 2003-07-16 2003-11-09 2004-10-18 2005-09-29 2006-08-05 2007-04-09 2007-07-13 2008-07-20 2008-07-20 2009-10-10 Author is listed
  4. NEP-ETS: Econometric Time Series (7) 2003-07-13 2003-11-09 2005-09-29 2006-08-05 2007-07-13 2008-07-20 2009-10-10 Author is listed
  5. NEP-FIN: Finance (1) 2003-07-13
  6. NEP-MAC: Macroeconomics (7) 2003-07-13 2006-05-06 2006-08-05 2007-04-09 2007-10-27 2008-07-20 2008-07-20 Author is listed
  7. NEP-OPM: Open MacroEconomics (1) 2008-07-20
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This page was last updated on 2009-11-8.

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