Gianluca Cubadda : Citation Profile


Are you Gianluca Cubadda?

Università degli Studi di Roma "Tor Vergata"

9

H index

9

i10 index

252

Citations

RESEARCH PRODUCTION:

26

Articles

43

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: 19.    Total self citations: 50 (16.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcu1
   Updated: 2024-11-04    RAS profile: 2024-03-07    
   Missing citations? Add them    Incorrect content? Let us know

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)

Smeekes, Stephan (10)

Palm, Franz (10)

Götz, Thomas (10)

Lindenberg, Nannette (10)

Laurent, Sébastien (8)

Wróblewska, Justyna (8)

Cites to:

Hecq, Alain (99)

Engle, Robert (70)

Palm, Franz (60)

Vahid, Farshid (38)

Issler, João (27)

Watson, Mark (26)

Kozicki, Sharon (21)

Reichlin, Lucrezia (21)

Centoni, Marco (19)

Stock, James (19)

Lippi, Marco (17)

Main data


Where Gianluca Cubadda has published?


Journals with more than one article published# docs
Economic Modelling4
Economics Letters4
Oxford Bulletin of Economics and Statistics3
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, CEIS24
Papers / arXiv.org4
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 (2024 and 2023)


YearTitle of citing document
2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

Full description at Econpapers || Download paper

2023Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154.

Full description at Econpapers || Download paper

2023Reduced-rank Envelope Vector Autoregressive Models. (2023). Herath, Wiranthe B ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2309.12902.

Full description at Econpapers || Download paper

2023Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models. (2023). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2310.19543.

Full description at Econpapers || Download paper

2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Periodic Integration and Seasonal Unit Roots. (2023). del Barrio Castro, Tomás ; Osborn, Denise R. In: MPRA Paper. RePEc:pra:mprapa:117935.

Full description at Econpapers || Download paper

2023Bayesian Inference in the Time Varying Cointegration Model. (2008). . In: Working Paper series. RePEc:rim:rimwps:23-08.

Full description at Econpapers || Download paper

2023Sparse Warcasting. (2023). Constantinescu, Mihnea. In: Working Papers. RePEc:ukb:wpaper:01/2023.

Full description at Econpapers || Download paper

Works by Gianluca Cubadda:


YearTitleTypeCited
2022Dimension Reduction for High Dimensional Vector Autoregressive Models In: Papers.
[Full Text][Citation analysis]
paper3
2022Dimension Reduction for High Dimensional Vector Autoregressive Models.(2022) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2022The Time-Varying Multivariate Autoregressive Index Model In: Papers.
[Full Text][Citation analysis]
paper0
2024The Time-Varying Multivariate Autoregressive Index Model.(2024) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2022Detecting common bubbles in multivariate mixed causal-noncausal models In: Papers.
[Full Text][Citation analysis]
paper0
2023Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models.(2023) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models.(2023) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2024Optimization of the Generalized Covariance Estimator in Noncausal Processes In: Papers.
[Full Text][Citation analysis]
paper1
2024Optimization of the Generalized Covariance Estimator in Noncausal Processes.(2024) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
1995A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2022On cointegration for processes integrated at different frequencies In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
2020On cointegration for processes integrated at different frequencies.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020On Cointegration for Processes Integrated at Different Frequencies.(2020) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2001Complex Reduced Rank Models For Seasonally Cointegrated Time Series In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article11
2000Complex Reduced Rank Models for Seasonally Cointegrated Time Series.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article2
2006Testing for Parameter Stability in Dynamic Models Across Frequencies.(2006) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2005Testing for parameter stability in dynamic models across frequencies.(2005) In: Research Memorandum.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article2
2004A Reduced Rank Regression Approach to Coincident and Leading Indexes Building..(2004) In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2011Modelling comovements of economic time series: a selective survey In: Statistica.
[Citation analysis]
article5
2011Modelling Comovements of Economic Time Series: A Selective Survey.(2011) In: CEIS Research Paper.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article5
2005Small-sample improvements in the statistical analysis of seasonally cointegrated systems In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article8
2003Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems.(2003) In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article11
2007A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series.(2007) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2007Common shocks, common dynamics, and the international business cycle In: Economic Modelling.
[Full Text][Citation analysis]
article22
2003Common Shocks, Common Dynamics, and the International Business Cycle.(2003) In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2008Common Shocks, Common Dynamics, and the International Business Cycle.(2008) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2011An alternative solution to the Autoregressivity Paradox in time series analysis In: Economic Modelling.
[Full Text][Citation analysis]
article1
2011An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis.(2011) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012A medium-N approach to macroeconomic forecasting In: Economic Modelling.
[Full Text][Citation analysis]
article11
2010A Medium-N Approach to Macroeconomic Forecasting.(2010) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2013A general to specific approach for constructing composite business cycle indicators In: Economic Modelling.
[Full Text][Citation analysis]
article3
2012A General to Specific Approach for Constructing Composite Business Cycle Indicators.(2012) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2008Technology shocks, structural breaks and the effects on the business cycle In: Economics Letters.
[Full Text][Citation analysis]
article2
2007Technology shocks, structural breaks and the effects on the business cycle..(2007) In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2007Technology shocks, structural breaks and the effects on the business cycle.(2007) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2001On non-contemporaneous short-run co-movements In: Economics Letters.
[Full Text][Citation analysis]
article28
2003Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series In: Economics Letters.
[Full Text][Citation analysis]
article17
2008Macro-panels and reality In: Economics Letters.
[Full Text][Citation analysis]
article2
2007Macro-panels and reality.(2007) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2009Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics.
[Full Text][Citation analysis]
article19
2008Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2015Macroeconomic forecasting and structural analysis through regularized reduced-rank regression In: International Journal of Forecasting.
[Full Text][Citation analysis]
article9
2013Macroeconomic forecasting and structural analysis through regularized reduced-rank regression.(2013) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2017A vector heterogeneous autoregressive index model for realized volatility measures In: International Journal of Forecasting.
[Full Text][Citation analysis]
article14
2016A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures.(2016) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2015A Vector Heterogeneous Autoregressive Index model for realized volatility measures.(2015) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2018Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model.(2018) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
1997The Seasonality of the Italian Cost-of-Living Index In: Banca Italia - Servizio di Studi.
[Citation analysis]
paper2
1999Common Cycles in Seasonal Non-stationary Time Series. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article33
2003The Role of Common Cyclical Features for Coincident and Leading Indexes Building In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper2
2006Measuring the Sources of Cyclical Fluctuations in the G7 Economies. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper2
2024The vector error correction index model: representation, estimation and identification In: The Econometrics Journal.
[Full Text][Citation analysis]
article1
2023The Vector Error Correction Index Model: Representation, Estimation and Identification.(2023) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2017Detecting Co-Movements in Noncausal Time Series In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2009Testing for cointegration in high-dimensional systems In: CEIS Research Paper.
[Full Text][Citation analysis]
paper2
2009Testing for Common Autocorrelation in Data Rich Environments In: CEIS Research Paper.
[Full Text][Citation analysis]
paper1
2015Common Feature Analysis of Economic Time Series: An Overview and Recent Developments In: CEIS Research Paper.
[Full Text][Citation analysis]
paper4
2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector In: CEIS Research Paper.
[Full Text][Citation analysis]
paper1
2021Reduced Rank Regression Models in Economics and Finance In: CEIS Research Paper.
[Full Text][Citation analysis]
paper1
1999Common serial correlation and common business cycles: A cautious note In: Empirical Economics.
[Full Text][Citation analysis]
article5
2001COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY In: Econometric Reviews.
[Full Text][Citation analysis]
article6
2007Studying co-movements in large multivariate models without multivariate modelling In: Research Memorandum.
[Full Text][Citation analysis]
paper3
1994Is Money Neutral? Some Evidence for Italy. In: International Finance.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team