CUBADDA Gianluca

Full Professor

Affiliation: Department of Economics and Finance (DEF) - University of Tor Vergata

Address: via Columbia n. 2, 00133 Roma

Telephone: +39 06 7259 5847 - Fax: +39 06 2040219

Web page: http://www.economia.uniroma2.it/nuovo/facolta/docenti/curriculum/GianlucaCubadda.html

Research Interests: Common features, business cycle analysis, seasonality, cointegration, forecasting, structural breaks.

Biography

Personal:
Citizenship: Italian.
Date of birth: April 20, 1964.

Education:
PhD in Statistics, 1994, University of Rome "La Sapienza".
MSc in Economics and Econometrics, 1992, University of Southampton.
Laurea magna cum laude in Statistics and Economics, 1990, University of Rome "La Sapienza".

Current positions:
May 2012-present: Chairperson of the Department of Economics and Finance, University of Rome "Tor Vergata".
November 2004-present: Full Professor of Economic Statistics, University of Rome "Tor Vergata".

Publications

The 5 most recent Publications

  • Cubadda G., Hecq A., and F. C. Palm (2008), Macro-panels and reality, Economics Letters, 99, 537-540.
  • Cubadda G., Hecq A., and F. C. Palm (2009), Studying co-movements in large multivariate models prior to multivariate modelling, Journal of Econometrics, 148, 25-35.
  • Cubadda G., and A. Hecq (2011), Testing for common autocorrelation in data rich environments, Journal of Forecasting, 30, 325-335.
  • Cubadda G., and U. Triacca (2011), An alternative solution to the autoregressivity paradox in time series analysis, Economic Modelling, 28, 1451-1454.
  • Cubadda G., and B. Guardabascio (2012), A Medium-N Approach to Macroeconomic Forecasting, Economic Modelling, 29, 1099-1105.

More CEIS Publications »

Events & Presentations

The 5 most recent Events & Presentations

  • 31st Annual International Symposium on Forecasting, 26-29 June 2011, Prague, Czech Republic.
  • CESifo Workshop on Global Interdependence, Decoupling And Recoupling, 22-23 July 2011, Island of San Servolo (Venice), Italy.
  • CIRET/KOF/HSE Workshop on National Business Cycles in the Global World, 15-17 September 2011, Moscow, Russia.
  • 32nd Annual International Symposium on Forecasting, 24-27 June 2012, Boston, USA.
  • 6th CSDA International Conference on Computational and Financial Econometrics,1-3 December 2012, Oviedo, Spain.

Research Programs & Projects

  • Forecasting economic and financial time series: understanding the complexity and modelling structural change. (Prin 2010-11).

 

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