Gianluca Cubadda

Institution: Università degli Studi di Roma "Tor Vergata"

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/gianlucacubadda

First Publication: 1999

Most Recent: 2025

RePEc ID: pcu1 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	2.69	0.00	2.69	63%
Last 10 Years	0.00	5.05	0.00	5.05	72%
All Time	1.35	13.12	3.70	18.16	93%

Publication Statistics

Raw Publications 21

Coauthorship-Adjusted Count 21.20

Publications (21)

Year	Article	Journal	Tier	Authors
2025	The time-varying Multivariate Autoregressive Index model	International Journal of Forecasting	B	3
2024	The vector error correction index model: representation, estimation and identification	The Econometrics Journal	B	2
2022	Dimension Reduction for High‐Dimensional Vector Autoregressive Models	Oxford Bulletin of Economics and Statistics	B	2
2019	Detecting Co‐Movements in Non‐Causal Time Series	Oxford Bulletin of Economics and Statistics	B	3
2019	Representation, estimation and forecasting of the multivariate index-augmented autoregressive model	International Journal of Forecasting	B	2
2017	A vector heterogeneous autoregressive index model for realized volatility measures	International Journal of Forecasting	B	3
2015	Macroeconomic forecasting and structural analysis through regularized reduced-rank regression	International Journal of Forecasting	B	2
2013	A general to specific approach for constructing composite business cycle indicators	Economic Modeling	C	3
2012	A medium-N approach to macroeconomic forecasting	Economic Modeling	C	2
2011	An alternative solution to the Autoregressivity Paradox in time series analysis	Economic Modeling	C	2
2009	Studying co-movements in large multivariate data prior to multivariate modelling	Journal of Econometrics	A	3
2008	Technology shocks, structural breaks and the effects on the business cycle	Economics Letters	C	3
2008	Macro-panels and reality	Economics Letters	C	3
2007	Common shocks, common dynamics, and the international business cycle	Economic Modeling	C	3
2007	A Reduced Rank Regression Approach to Coincident and Leading Indexes Building*	Oxford Bulletin of Economics and Statistics	B	1
2006	Testing for Parameter Stability in Dynamic Models across Frequencies*	Oxford Bulletin of Economics and Statistics	B	2
2003	Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series	Economics Letters	C	2
2002	Seasonality, Productivity Shocks, and Sectoral Comovements in a Real Business Cycle Model for Italy	Macroeconomic Dynamics	C	3
2001	Complex Reduced Rank Models For Seasonally Cointegrated Time Series	Oxford Bulletin of Economics and Statistics	B	1
2001	On non-contemporaneous short-run co-movements	Economics Letters	C	2
1999	Common cycles in seasonal non‐stationary time series	Journal of Applied Econometrics	B	1