Gianluca Cubadda : Citation Profile


Are you Gianluca Cubadda?

Università degli Studi di Roma "Tor Vergata"

9

H index

8

i10 index

227

Citations

RESEARCH PRODUCTION:

27

Articles

38

Papers

RESEARCH ACTIVITY:

   28 years (1994 - 2022). See details.
   Cites by year: 8
   Journals where Gianluca Cubadda has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 45 (16.54 %)

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   Permalink: http://citec.repec.org/pcu1
   Updated: 2022-11-19    RAS profile: 2022-09-25    
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Relations with other researchers


Works with:

Hecq, Alain (9)

del Barrio Castro, Tomás (3)

Guardabascio, Barbara (3)

Telg, Sean (3)

Osborn, Denise (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 (39)

Götz, Thomas (14)

Westermann, Frank (12)

Carrasco Gutierrez, Carlos (12)

Paruolo, Paolo (12)

Palm, Franz (12)

Smeekes, Stephan (12)

Issler, João (11)

Laurent, Sébastien (10)

Urbain, Jean-Pierre (10)

Cites to:

Hecq, Alain (73)

Engle, Robert (67)

Palm, Franz (45)

Vahid, Farshid (36)

Watson, Mark (26)

Issler, João (23)

Granger, Clive (21)

Stock, James (19)

Kozicki, Sharon (19)

Centoni, Marco (19)

Guillén, Osmani (18)

Main data


Where Gianluca Cubadda has published?


Journals with more than one article published# docs
Economics Letters4
Oxford Bulletin of Economics and Statistics4
Economic Modelling4
International Journal of Forecasting3
Journal of Time Series Analysis2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
CEIS Research Paper / Tor Vergata University, CEIS20
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)3
Papers / arXiv.org3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Gianluca Cubadda (2022 and 2021)


YearTitle of citing document
2021The Utilization of Autoregressive Forecasting Models in Strategic Management. (2021). Ozguven, Mustafa ; Si, Mohamed Yacine ; Gao, Chong Yan. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:7:p:170-185.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2021Macroeconomic forecasting with statistically validated knowledge graphs. (2021). Tilly, Sonja ; Livan, Giacomo. In: Papers. RePEc:arx:papers:2104.10457.

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2021Using social network and semantic analysis to analyze online travel forums and forecast tourism demand. (2021). Colladon, Fronzetti A ; Innarella, R ; Guardabascio, B. In: Papers. RePEc:arx:papers:2105.07727.

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2022VIX term structure forecasting: New evidence based on the realized semi-variances. (2022). Qiao, Gaoxiu ; Yang, Jiyu ; Jiang, Gongyue. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001600.

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2021Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499.

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2021Seasonal temperature variability and economic cycles. (2021). Linsenmeier, Manuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115526.

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2021Seasonal temperature variability and economic cycles. (2021). Linsenmeier, Manuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115530.

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2022Causal Transmission in Reduced-Form Models. (2022). Nielsen, Bent ; Bazinas, Vassilios. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:14-:d:778807.

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2021Spurious Relationships for Nearly Non-Stationary Series. (2021). Wong, Wing-Keung ; Hui, Yongchang ; Cheng, Yushan ; McAleer, Michael. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:366-:d:610705.

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2021Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio Castro, Tomás. In: MPRA Paper. RePEc:pra:mprapa:106603.

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2021The Spectral Envelope: An Application to the Decoupling Problem in Economics. (2021). Dubey, Amlendu ; Nachane, Dilip M. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00272-w.

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2021Forecasting US stock market volatility: How to use international volatility information. (2021). Ma, Feng ; Wang, Yudong ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:733-768.

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Works by Gianluca Cubadda:


YearTitleTypeCited
2022Dimension Reduction for High Dimensional Vector Autoregressive Models In: Papers.
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2022Dimension Reduction for High Dimensional Vector Autoregressive Models.(2022) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 0
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2022The Time-Varying Multivariate Autoregressive Index Model In: Papers.
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2022Detecting common bubbles in multivariate mixed causal-noncausal models In: Papers.
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1995A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN In: Journal of Time Series Analysis.
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article0
2022On cointegration for processes integrated at different frequencies In: Journal of Time Series Analysis.
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article2
2020On cointegration for processes integrated at different frequencies.(2020) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
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2020On Cointegration for Processes Integrated at Different Frequencies.(2020) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 2
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 another 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 another 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 another version. Agregated cites: 2
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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 another version. Agregated cites: 2
paper
2019Detecting Co?Movements in Non?Causal Time Series In: Oxford Bulletin of Economics and Statistics.
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article1
2017Detecting Co-Movements in Noncausal Time Series.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2018Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 1
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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 another version. Agregated cites: 5
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2002SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY In: Macroeconomic Dynamics.
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article3
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 another 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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article10
2007A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series.(2007) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 10
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 another version. Agregated cites: 22
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2008Common Shocks, Common Dynamics, and the International Business Cycle.(2008) In: CEIS Research Paper.
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This paper has another 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 another version. Agregated cites: 1
paper
2012A medium-N approach to macroeconomic forecasting In: Economic Modelling.
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article9
2010A Medium-N Approach to Macroeconomic Forecasting.(2010) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 9
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2013A general to specific approach for constructing composite business cycle indicators In: Economic Modelling.
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article2
2012A General to Specific Approach for Constructing Composite Business Cycle Indicators.(2012) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 2
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2008Technology shocks, structural breaks and the effects on the business cycle In: Economics Letters.
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article1
2007Technology shocks, structural breaks and the effects on the business cycle..(2007) In: Economics & Statistics Discussion Papers.
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This paper has another version. Agregated cites: 1
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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 another version. Agregated cites: 1
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2001On non-contemporaneous short-run co-movements In: Economics Letters.
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article27
2003Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series In: Economics Letters.
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article16
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 another version. Agregated cites: 2
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2009Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics.
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article15
2008Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 15
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2015Macroeconomic forecasting and structural analysis through regularized reduced-rank regression In: International Journal of Forecasting.
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2013Macroeconomic forecasting and structural analysis through regularized reduced-rank regression.(2013) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 7
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2017A vector heterogeneous autoregressive index model for realized volatility measures In: International Journal of Forecasting.
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2016A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures.(2016) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 11
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2015A Vector Heterogeneous Autoregressive Index model for realized volatility measures.(2015) In: Research Memorandum.
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2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model In: International Journal of Forecasting.
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article6
2018Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model.(2018) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 6
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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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article32
1999Common cycles in seasonal non?stationary time series.(1999) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 32
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2011Testing for common autocorrelation in data‐rich environments In: Journal of Forecasting.
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2009Testing for Common Autocorrelation in Data Rich Environments.(2009) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 7
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2003The Role of Common Cyclical Features for Coincident and Leading Indexes Building In: Economics & Statistics Discussion Papers.
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2006Measuring the Sources of Cyclical Fluctuations in the G7 Economies. In: Economics & Statistics Discussion Papers.
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2009Testing for cointegration in high-dimensional systems In: CEIS Research Paper.
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2015Common Feature Analysis of Economic Time Series: An Overview and Recent Developments In: CEIS Research Paper.
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2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector In: CEIS Research Paper.
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2021Reduced Rank Regression Models in Economics and Finance In: CEIS Research Paper.
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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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2007Studying co-movements in large multivariate models without multivariate modelling In: Research Memorandum.
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1994Is Money Neutral? Some Evidence for Italy. In: International Finance.
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