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20202025
most citedDetecting common bubbles in multivariate mixed causal-noncausal models

3 citations · 3 across the 4 of their papers we have counts for

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Showing econ.EMShow all

5 papers · 1 filter

econ.EM2025

Sequential Monte Carlo for Noncausal Processes

Gianluca Cubadda, Francesco Giancaterini, Stefano Grassi

This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for th…

econ.EM2024

VAR models with an index structure: A survey with new results

Gianluca Cubadda

The main aim of this paper is to review recent advances in the multivariate autoregressive index model [MAI], originally proposed by Reinsel (1983), and their applications to econo…

econ.EM2023

Optimization of the Generalized Covariance Estimator in Noncausal Processes

Gianluca Cubadda, Francesco Giancaterini, Alain Hecq +1

This paper investigates the performance of the Generalized Covariance estimator (GCov) in estimating and identifying mixed causal and noncausal models. The GCov estimator is a semi…

econ.EM2022★ 3 cited

Detecting common bubbles in multivariate mixed causal-noncausal models

Gianluca Cubadda, Alain Hecq, Elisa Voisin

This paper proposes methods to investigate whether the bubble patterns observed in individual series are common to various series. We detect the non-linear dynamics using the recen…

econ.EM2020

Dimension Reduction for High Dimensional Vector Autoregressive Models

Gianluca Cubadda, Alain Hecq

This paper aims to decompose a large dimensional vector autoregessive (VAR) model into two components, the first one being generated by a small-scale VAR and the second one being a…