| Common cycles in seasonal non‐stationary time series G Cubadda Journal of Applied Econometrics 14 (3), 273-291, 1999 | 77 | 1999 |
| On non-contemporaneous short-run co-movements G Cubadda, A Hecq Economics Letters 73 (3), 389-397, 2001 | 70 | 2001 |
| Complex reduced rank models for seasonally cointegrated time series G Cubadda Oxford Bulletin of Economics and Statistics 63 (4), 497-511, 2001 | 52 | 2001 |
| Studying co-movements in large multivariate data prior to multivariate modelling G Cubadda, A Hecq, FC Palm Journal of Econometrics 148 (1), 25-35, 2009 | 42* | 2009 |
| A vector heterogeneous autoregressive index model for realized volatility measures G Cubadda, B Guardabascio, A Hecq International Journal of Forecasting 33 (2), 337-344, 2017 | 37 | 2017 |
| Common Shocks, Common Dynamics, and the International Business Cycle M Centoni, G Cubadda, A Hecq Economic Modelling 24, 149–166, 2007 | 35 | 2007 |
| A unifying framework for analysing common cyclical features in cointegrated time series G Cubadda Computational Statistics & Data Analysis 52 (2), 896-906, 2007 | 33 | 2007 |
| Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series M Centoni, G Cubadda Economics Letters 80 (1), 45-51, 2003 | 31 | 2003 |
| Macroeconomic forecasting and structural analysis through regularized reduced-rank regression E Bernardini, G Cubadda International Journal of Forecasting 31 (3), 682-691, 2015 | 27 | 2015 |
| Testing for common autocorrelation in data‐rich environments G Cubadda, A Hecq Journal of Forecasting 30 (3), 325-335, 2011 | 27 | 2011 |
| Representation, estimation and forecasting of the multivariate index-augmented autoregressive model G Cubadda, B Guardabascio International Journal of Forecasting 35 (1), 67-79, 2019 | 26 | 2019 |
| A medium-N approach to macroeconomic forecasting G Cubadda, B Guardabascio Economic Modelling 29 (4), 1099-1105, 2012 | 25 | 2012 |
| Common serial correlation and common business cycles: A cautious note G Cubadda Empirical Economics 24, 529-535, 1999 | 25 | 1999 |
| Small-sample improvements in the statistical analysis of seasonally cointegrated systems G Cubadda, P Omtzigt Computational statistics & data analysis 49 (2), 333-348, 2005 | 23 | 2005 |
| A note on testing for seasonal cointegration using principal components in the frequency domain G Cubadda Journal of Time Series Analysis 16 (5), 499-508, 1995 | 17 | 1995 |
| Modelling comovements of economic time series: a selective survey M Centoni, G Cubadda CEIS Working Paper, 2011 | 14 | 2011 |
| Testing for cointegration in high-dimensional systems J Breitung, G Cubadda CEIS Tor Vergata Research Paper Series 7 (4), 148, 2009 | 13 | 2009 |
| Common features in time series with both deterministic and stochastic seasonality G Cubadda Econometric Reviews 20 (2), 201-216, 2001 | 13 | 2001 |
| Detecting Co‐Movements in Non‐Causal Time Series G Cubadda, A Hecq, S Telg Oxford Bulletin of Economics and Statistics 81 (3), 697-715, 2019 | 12 | 2019 |
| Common feature analysis of economic time series: An overview and recent developments M Centoni, G Cubadda CEIS Working Paper, 2015 | 9 | 2015 |
alain hecqprof. dr., Maastricht UniversityVerified email at maastrichtuniversity.nl
