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Modelling Comovements of Economic Time Series: A Selective Survey

Centoni, Marco; Cubadda, Gianluca - Centro di Studi Internazionali Sull'Economia e la … - 2011

Modelling comovements amongst multiple economic variables takes up a relevant part of the literature in time series econometrics. Comovement can be defined as "move together", that is as movement that several series have in common. The pattern of the series could be of different nature, such as...

Persistent link: https://www.econbiz.de/10009351525

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

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

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

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

Complex Reduced Rank Models for Seasonally Cointegrated Time Series

Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 497

Persistent link: https://www.econbiz.de/10006444639

Technology shocks, structural breaks and the effects on the business cycle

Atella, Vincenzo; Centoni, Marco; Cubadda, Gianluca - In: Economics letters 100 (2008) 3, pp. 392-395

Persistent link: https://www.econbiz.de/10008092885

Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series

Centoni, Marco; Cubadda, Gianluca - In: Economics letters 80 (2003) 1, pp. 45-52

Persistent link: https://www.econbiz.de/10006762532

The time-varying multivariate autoregressive index model

Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - 2024

Persistent link: https://www.econbiz.de/10014515646

An alternative solution to the Autoregressivity Paradox in time series analysis

Cubadda, Gianluca; Triacca, Umberto - In: Economic modelling 28 (2011) 3, pp. 1451-1455

Persistent link: https://www.econbiz.de/10008893584