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CEIS - Center for Economics and International Studies

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Publications
Research
  • Development (D)
  • Energy, Land and Environmental Economics (ELEE)
  • Health Economics and Management (HEM)
  • Industrial Organization, Regulation and Competition Policy (IORC)
  • Markets and Governments: a Theoretical Appraisal (MGTA)
  • Proxenter (PXC)
  • Sustainable Investment & Risk (SI&R)
Publications
  • CEIS Research Papers
  • CEIS Working Papers
  • CEIS Report
  • SSRN
  • RePEc
Events
  • CEIS Events
  • Winter & Summer Schools
  • Riccardo Faini CEIS Seminars
Authors
Cubadda

Cubadda Gianluca

CEIS Publications

Detecting Co-Movements in Noncausal Time Series

CEIS Research Paper, 430, April 2018

Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model

CEIS Research Paper, 397, July 2018

Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector

CEIS Research Paper, 445, October 2018

On Cointegration for Processes Integrated at Different Frequencies

CEIS Research Paper, 502, September 2020

Reduced Rank Regression Models in Economics and Finance

CEIS Research Paper, 525, November 2021

Dimension Reduction for High Dimensional Vector Autoregressive Models

CEIS Research Paper, 534, March 2022

Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models

CEIS Research Paper, 555, February 2023

The Time-Varying Multivariate Autoregressive Index Model

CEIS Research Paper, 571, January 2024

Optimization of the Generalized Covariance Estimator in Noncausal Processes

CEIS Research Paper, 574, April 2024

VAR Models With An Index Structure: A Survey With New Results

CEIS Research Paper, 611, September 2025
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CEIS - Centre for Economic and International Studies

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