Gianluca Cubadda : Citation Profile


Università degli Studi di Roma "Tor Vergata"

10

H index

10

i10 index

267

Citations

RESEARCH PRODUCTION:

27

Articles

44

Papers

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 8
   Journals where Gianluca Cubadda has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 50 (15.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcu1
   Updated: 2025-01-10    RAS profile: 2024-03-07    
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Relations with other researchers


Works with:

Hecq, Alain (8)

del Barrio Castro, Tomás (3)

Osborn, Denise (3)

Jasiak, Joann (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gianluca Cubadda.

Is cited by:

Hecq, Alain (43)

Guillén, Osmani (13)

Paruolo, Paolo (12)

Westermann, Frank (12)

Issler, João (11)

Palm, Franz (10)

Lindenberg, Nannette (10)

Smeekes, Stephan (10)

Götz, Thomas (10)

Wróblewska, Justyna (8)

Wilms, Ines (8)

Cites to:

Hecq, Alain (104)

Engle, Robert (71)

Palm, Franz (61)

Vahid, Farshid (39)

Watson, Mark (28)

Issler, João (27)

Reichlin, Lucrezia (25)

Kozicki, Sharon (21)

Lippi, Marco (21)

Centoni, Marco (20)

Marcellino, Massimiliano (20)

Main data


Production by document typepaperarticle19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents12345678910111202040Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Gianluca Cubadda has published?


Journals with more than one article published# docs
Economics Letters4
Economic Modelling4
International Journal of Forecasting4
Oxford Bulletin of Economics and Statistics3
Computational Statistics & Data Analysis2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
CEIS Research Paper / Tor Vergata University, CEIS24
Papers / arXiv.org5
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Gianluca Cubadda (2025 and 2024)


Year  ↓Title of citing document  ↓
2023Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154.

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2024Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791.

Full description at Econpapers || Download paper

2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024Seasonal temperature variability and economic cycles. (2024). Linsenmeier, Manuel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s016407042300068x.

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2024Seasonal temperature variability and economic cycles. (2024). Linsenmeier, Manuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120640.

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2024Measuring human mobility in times of trouble: an investigation of the mobility of European populations during COVID-19 using big data. (2024). Guardabascio, Barbara ; Brogi, Federico ; Benassi, Federico. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-023-01678-9.

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2024Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model. (2024). Mingoli, Gabriele. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240072.

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Works by Gianluca Cubadda:


Year  ↓Title  ↓Type  ↓Cited  ↓
2022Dimension Reduction for High Dimensional Vector Autoregressive Models In: Papers.
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paper4
2022Dimension Reduction for High Dimensional Vector Autoregressive Models.(2022) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 4
paper
2022The Time-Varying Multivariate Autoregressive Index Model In: Papers.
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paper1
2025The time-varying Multivariate Autoregressive Index model.(2025) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 1
article
2024The Time-Varying Multivariate Autoregressive Index Model.(2024) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 1
paper
2022Detecting common bubbles in multivariate mixed causal-noncausal models In: Papers.
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paper2
2023Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models.(2023) In: Econometrics.
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This paper has nother version. Agregated cites: 2
article
2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models.(2023) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 2
paper
2024Optimization of the Generalized Covariance Estimator in Noncausal Processes In: Papers.
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paper2
2024Optimization of the Generalized Covariance Estimator in Noncausal Processes.(2024) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 2
paper
2024VAR models with an index structure: A survey with new results In: Papers.
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paper0
1995A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN In: Journal of Time Series Analysis.
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article1
2022On cointegration for processes integrated at different frequencies In: Journal of Time Series Analysis.
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article5
2020On cointegration for processes integrated at different frequencies.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5
paper
2020On Cointegration for Processes Integrated at Different Frequencies.(2020) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 5
paper
2001Complex Reduced Rank Models For Seasonally Cointegrated Time Series In: Oxford Bulletin of Economics and Statistics.
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article11
2000Complex Reduced Rank Models for Seasonally Cointegrated Time Series.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has nother version. Agregated cites: 11
paper
2006Testing for Parameter Stability in Dynamic Models across Frequencies* In: Oxford Bulletin of Economics and Statistics.
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article2
2006Testing for Parameter Stability in Dynamic Models Across Frequencies.(2006) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 2
paper
2005Testing for parameter stability in dynamic models across frequencies.(2005) In: Research Memorandum.
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This paper has nother version. Agregated cites: 2
paper
2007A Reduced Rank Regression Approach to Coincident and Leading Indexes Building* In: Oxford Bulletin of Economics and Statistics.
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article2
2004A Reduced Rank Regression Approach to Coincident and Leading Indexes Building..(2004) In: Economics & Statistics Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2011Modelling comovements of economic time series: a selective survey In: Statistica.
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article5
2011Modelling Comovements of Economic Time Series: A Selective Survey.(2011) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 5
paper
2002SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY In: Macroeconomic Dynamics.
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article5
2005Small-sample improvements in the statistical analysis of seasonally cointegrated systems In: Computational Statistics & Data Analysis.
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article8
2003Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems.(2003) In: Economics & Statistics Discussion Papers.
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This paper has nother version. Agregated cites: 8
paper
2007A unifying framework for analysing common cyclical features in cointegrated time series In: Computational Statistics & Data Analysis.
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article12
2007A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series.(2007) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 12
paper
2007Common shocks, common dynamics, and the international business cycle In: Economic Modelling.
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article22
2003Common Shocks, Common Dynamics, and the International Business Cycle.(2003) In: Economics & Statistics Discussion Papers.
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This paper has nother version. Agregated cites: 22
paper
2008Common Shocks, Common Dynamics, and the International Business Cycle.(2008) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 22
paper
2011An alternative solution to the Autoregressivity Paradox in time series analysis In: Economic Modelling.
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article1
2011An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis.(2011) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 1
paper
2012A medium-N approach to macroeconomic forecasting In: Economic Modelling.
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article12
2010A Medium-N Approach to Macroeconomic Forecasting.(2010) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 12
paper
2013A general to specific approach for constructing composite business cycle indicators In: Economic Modelling.
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article3
2012A General to Specific Approach for Constructing Composite Business Cycle Indicators.(2012) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 3
paper
2008Technology shocks, structural breaks and the effects on the business cycle In: Economics Letters.
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article2
2007Technology shocks, structural breaks and the effects on the business cycle..(2007) In: Economics & Statistics Discussion Papers.
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This paper has nother version. Agregated cites: 2
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2007Technology shocks, structural breaks and the effects on the business cycle.(2007) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 2
paper
2001On non-contemporaneous short-run co-movements In: Economics Letters.
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article28
2003Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series In: Economics Letters.
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article18
2008Macro-panels and reality In: Economics Letters.
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article2
2007Macro-panels and reality.(2007) In: Research Memorandum.
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This paper has nother version. Agregated cites: 2
paper
2009Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics.
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article20
2008Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 20
paper
2015Macroeconomic forecasting and structural analysis through regularized reduced-rank regression In: International Journal of Forecasting.
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article10
2013Macroeconomic forecasting and structural analysis through regularized reduced-rank regression.(2013) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 10
paper
2017A vector heterogeneous autoregressive index model for realized volatility measures In: International Journal of Forecasting.
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article16
2016A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures.(2016) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 16
paper
2015A Vector Heterogeneous Autoregressive Index model for realized volatility measures.(2015) In: Research Memorandum.
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This paper has nother version. Agregated cites: 16
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2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model In: International Journal of Forecasting.
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article9
2018Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model.(2018) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 9
paper
1997The Seasonality of the Italian Cost-of-Living Index In: Banca Italia - Servizio di Studi.
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paper2
1999Common Cycles in Seasonal Non-stationary Time Series. In: Journal of Applied Econometrics.
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article33
2003The Role of Common Cyclical Features for Coincident and Leading Indexes Building In: Economics & Statistics Discussion Papers.
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paper2
2006Measuring the Sources of Cyclical Fluctuations in the G7 Economies. In: Economics & Statistics Discussion Papers.
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paper2
2024The vector error correction index model: representation, estimation and identification In: The Econometrics Journal.
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article2
2023The Vector Error Correction Index Model: Representation, Estimation and Identification.(2023) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 2
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2017Detecting Co-Movements in Noncausal Time Series In: MPRA Paper.
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2018Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 0
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2009Testing for cointegration in high-dimensional systems In: CEIS Research Paper.
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paper2
2009Testing for Common Autocorrelation in Data Rich Environments In: CEIS Research Paper.
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paper1
2015Common Feature Analysis of Economic Time Series: An Overview and Recent Developments In: CEIS Research Paper.
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paper4
2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector In: CEIS Research Paper.
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paper1
2021Reduced Rank Regression Models in Economics and Finance In: CEIS Research Paper.
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paper1
1999Common serial correlation and common business cycles: A cautious note In: Empirical Economics.
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article5
2001COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY In: Econometric Reviews.
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article6
2007Studying co-movements in large multivariate models without multivariate modelling In: Research Memorandum.
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paper3
1994Is Money Neutral? Some Evidence for Italy. In: International Finance.
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paper0

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