Gianluca Cubadda

Qualifica
ORDINARIO
Fonte dei dati: Archivio della Ricerca http://art.torvergata.it
  1. Cubadda, G., Hecq, A., & Riccardo, A. (2019). Forecasting realized volatility measures with multivariate and univariate models. In S.G. Julien Chevallier (a cura di), Financial Mathematics, Volatility and Covariance Modelling, Volume 2 (pp. 286-307). Taylor & Francis. Dettagli
  2. Cubadda, G., & Guardabascio, B. (2019). Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. INTERNATIONAL JOURNAL OF FORECASTING, 35(1), 67-79. Dettagli
  3. Cubadda, G., Hecq, A., & Telg, S. (2019). Detecting Co‐Movements in Non‐Causal Time Series. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 81(3), 697-715. Dettagli
  4. Cubadda, G., Guardabascio, B., & Hecq, A. (2017). A vector heterogeneous autoregressive index model for realized volatility measures. INTERNATIONAL JOURNAL OF FORECASTING, 33(2), 337-344. Dettagli
  5. Centoni, M., & Cubadda, G. (2015). Common feature analysis of economic time series: an overview and recent developments. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 22(5), 415-434. Dettagli
  6. Bernardini, E., & Cubadda, G. (2014). Macroeconomic forecasting and structural analysis through regularized reduced-rank regression. INTERNATIONAL JOURNAL OF FORECASTING. Dettagli
  7. Cubadda, G., Guardabascio, B., & Hecq, A. (2013). A general to specific approach for constructing composite business cycle indicators. ECONOMIC MODELLING, 33, 367-374. Dettagli
  8. Cubadda, G., & Guardabascio, B. (2012). A medium-N approach to macroeconomic forecasting. ECONOMIC MODELLING, 29(4), 1099-1105. Dettagli
  9. Centoni, A., & Cubadda, G. (2011). Modelling comovements of economic time series: a selective survey. STATISTICA, 71(2), 267-294. Dettagli
  10. Cubadda, G., & Hecq, A. (2011). Testing for common autocorrelation in data rich environments. JOURNAL OF FORECASTING, 30(3), 325-335. Dettagli
  11. Cubadda, G., & Triacca, U. (2011). An alternative solution to the autoregressivity paradox in time series analysis. ECONOMIC MODELLING, 28(3), 1451-1454. Dettagli
  12. Cubadda, G., & Guardabascio, B. (2009). On the use of partial least squares regression for forecasting large sets of cointegrated time series.. In Statistical methods for the analysis of large data-sets. (pp.371-374). Padova : CLEUP. Dettagli
  13. Cubadda, G., Hecq, A., & Palm, F. (2009). Studying co-movements in large multivariate models prior to multivariate modelling. JOURNAL OF ECONOMETRICS, 148(1), 25-35. Dettagli
  14. Atella, V., Centoni, M., & Cubadda, G. (2008). Technology shocks, structural breaks and the effects on the business cycle. ECONOMICS LETTERS, 100(3), 392-395. Dettagli
  15. Cubadda, G., Hecq, A., & Palm, F.C. (2008). Macro-panels and reality. ECONOMICS LETTERS, 99(3), 537-540. Dettagli
  16. Cubadda, G., Hecq, A., & Palm, F.C. (2008). Macro-panels and reality. ECONOMICS LETTERS, 99(3), 537-540. Dettagli
  17. Cubadda, G. (2007). A Unifying framework for analysing common cyclical features in cointegrated time series. Dettagli
  18. Centoni, M., Cubadda, G., & Hecq, A. (2007). Common shocks, common dynamics, and the international business cycle. ECONOMIC MODELLING, 24(1), 149-166. Dettagli
  19. Cubadda, G. (2007). A Reduced rank regression approach to coincident and leading indexes building. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 69(2), 271-292. Dettagli
  20. Cubadda, G. (2007). A unifying framework for analysing common cyclical features in cointegrated time series. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 52(2), 896-906. Dettagli
  21. Cubadda, G., & Candelon, B. (2006). Testing for parameter stability in dynamic models across frequencies. Dettagli
  22. Candelon, B., & Cubadda, G. (2006). Testing for parameter stability in dynamic models across frequencies. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 68(Suppl. 1), 741-760. Dettagli
  23. Centoni, M., Cubadda, G., & Hecq, A. (2006). Measuring the sources of cyclical fluctuations in the G7 economies. In G. Mazzi, & G. Savio (a cura di), Growth and cycle in the Euro-zone (pp. 152-159). Basingstoke : Palgrave Macmillan. Dettagli
  24. Cubadda, G., & Omtzigt, P. (2005). Small-sample improvements in the statistical analysis of seasonally cointegrated systems. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 49(2), 333-348. Dettagli
  25. Centoni, M., & Cubadda, G. (2004). Sectoral shocks, long-run persistence and the business cycle. In Atti della XLIII Riunione scientifica della SIS. Sessioni spontanee (pp.591-594). Dettagli