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Nonlinear dynamics and European GNP
Delli Gatti, Domenico; Gallegati, Mauro; Mignacca, Domenico - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10009949721
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Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin; Giacometti, Rosella; Rachev, Svetlozar T. - 2012
Persistent link: https://www.econbiz.de/10010047416
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Using the Black and Litterman framework for stress test analysis in asset management
Giacometti, Rosella; Mignacca, Domenico - In: The journal of asset management 11 (2010/11) 4, pp. 286-297
Persistent link: https://www.econbiz.de/10009871077
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Common shocks, common dynamics, and the international business cycle
Centoni, Marco; Cubadda, Gianluca; Hecq, Alain - In: Economic modelling 24 (2007) 1, pp. 149-166
Persistent link: https://www.econbiz.de/10007397148
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SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY
Cubadda, Gianluca; Savio, Giovanni; Zelli, Roberto - In: Macroeconomic dynamics 6 (2002) 3, pp. 337-356
Persistent link: https://www.econbiz.de/10006033604
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Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10008170384
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A Reduced Rank Regression Approach to Coincident and Leading Indexes Building
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 69 (2007) 2, pp. 271-292
Persistent link: https://www.econbiz.de/10007718381
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A medium-N approach to macroeconomic forecasting
Cubadda, Gianluca; Guardabascio, Barbara - In: Economic modelling 29 (2012) 4, pp. 1099-1106
Persistent link: https://www.econbiz.de/10009979285
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A general to specific approach for constructing composite business cycle indicators
Cubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain - In: Economic modelling 33 (2013), pp. 367-374
Persistent link: https://www.econbiz.de/10010161403
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Common serial correlation and common business cycles: A cautious note
Cubadda, Gianluca - In: Empirical economics : a journal of the Institute for … 24 (1999) 3, pp. 529-536
Persistent link: https://www.econbiz.de/10006296983