Citizenship:
Italian.
Date
of birth: April 20, 1964.
Office address: Dipartimento di Studi
Economico-Finanziari e Metodi Quantitativi, Università di Roma “Tor Vergata”, Via
Columbia 2, 00133 Roma –
Telephone: +39 06 7259 5847
Fax:
+39 06 2040219
E-mail:
gianluca.cubadda@uniroma2.it
WEB page (in Italian): http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=337
PhD in Statistics, 1994,
MSc in Economics and Econometrics, 1992,
Laurea magna cum
laude in Statistics and
Economics, 1990, University of Rome
"La Sapienza".
November
2004-present: Full Professor of Economic Statistics, University of
November
2003-October 2004: Head of the Department of Economics, Management & Social
Sciences,
November
2001-October 2004: Professor of Economic Statistics, University of
November
1998-October 2001: Associate Professor of Economic Statistics, University of
December
1995-October 1998: Lecturer of Economic Statistics, University of
December
1994-November 1995: Researcher of Economics-Econometrics, Italian National
Statistical Office (ISTAT),
Visiting
Professor at the Department of Quantitative Economics of Maastricht University
during 1999, 2001, and 2002.
Visiting
Professor at the Department of Economics of Maastricht University during 2005,
and 2007.
2005-2008,
2009-2012: Extramural fellow of METEOR (
Member
of the following scientific societies:
Econometric
Society (since 1997).
Italian
Statistical Society (since 1999).
Member of the coordination committee of the Italian Statistical Society
(2006-10).
Member of the steering committee of the Italian Statistical Society Workgroup
for Time Series Analysis (2008-10).
Member
of the steering committee of the Centro Interuniversitario
di Econometria (2008-11)
Common
features, cointegration, seasonality, business cycle analysis, structural
breaks.
Cubadda G. (1994), Testing for cointegration at
any frequency using spectral methods, Journal
of the Italian Statistical Society, 3, 37-50.
Cubadda G. (1995), A note on testing for
seasonal cointegration using principal components in the frequency domain, Journal of
Time Series Analysis, 16, 499-508.
Cubadda G., Fachin S.,
and F. Nucci (1999), Disaggregated import demand
functions for the Italian economy, in Kriesler P.,
and C. Sardoni (eds.), Keynes,
Post-Keynesianism and Political Economy. Essays in honour of G. Harcourt, volume three,
Routledge Frontiers of Political Economy, 22,
510-526.
Cubadda G. (1999), Common cycles in seasonal
non-stationary time series, Journal of
Applied Econometrics, 14, 273-291.
Cubadda G. (1999), Common serial correlation and
common business cycles: a cautious note, Empirical
Economics, 24, 529-535.
Cubadda G. (2001), Common features in time
series with both deterministic and stochastic seasonality, Econometric Reviews,
20, 201-216.
Cubadda G. (2001), Complex reduced rank models
for seasonally cointegrated time series, Oxford
Bulletin of Economics and Statistics, 63, 497-511.
Cubadda G., and A. Hecq
(2001), On non-contemporaneous short-run comovements,
Economics
Letters, 73, 389-397.
Cubadda G., and P. Daddi
(2001), Dynamics and comovements of regional exports
in Italy, in Borra S., Rocci
R., Vichi M., and M. Schader
(eds.), Advances
in Classification and Data Analysis, 275-282, Springer-Verlag.
Bruno G., Cubadda G., Lupi
C., and E. Giovannini (2002), The flash estimate of
the Italian real gross domestic product, in Barcellan
R., and G.L. Mazzi (eds.), Workshop
on Quarterly National Accounts, Eurostat
Working Papers and Studies, Cat. No. KS-AN-03-014, 225-235.
Cubadda G., Savio G.,
and R. Zelli (2002), Seasonality, productivity
shocks, and sectoral comovements
in a real business cycle model for
Centoni M., and G. Cubadda (2003), Measuring the business cycle effects of
permanent and transitory shocks in cointegrated time
series, Economics
Letters, 80, 45-51.
Cubadda G., and P. Omtzigt
(2005), Small-sample improvements in the statistical analysis of seasonally cointegrated systems, Computational
Statistics & Data Analysis, 49, 333-348.
Centoni M., Cubadda G., and A. Hecq (2006), Measuring
the sources of cyclical fluctuations in the G7 economies, in Mazzi G.L., and G. Savio (eds.), Growth
and Cycle in the Euro-zone, 152-159, Palgrave Macmillan.
Candelon B, and G. Cubadda (2006), Testing for
parameter stability in dynamic models across frequencies, Oxford
Bulletin of Economics and Statistics., 68, 741-760.
Centoni M., Cubadda G., and A. Hecq (2007), Common
shocks, common dynamics, and the international business cycle, Economic Modelling,
24, 149-166.
Cubadda G. (2007), A reduced rank regression
approach to coincident and leading indexes building, Oxford
Bulletin of Economics and Statistics, 69, 271-292.
Cubadda G. (2007), A
unifying framework for analysing common cyclical
features in cointegrated time series, Computational
Statistics & Data Analysis, 52, 896–906.
Cubadda G., Hecq A., and F. C. Palm (2008), Macro-panels and reality, Economics
Letters, 99, 537-540.
Atella V., Centoni M., and G. Cubadda (2008),
Technology shocks, structural breaks and the effects on the business cycle, Economics
Letters, 100, 392-395.
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.
You can access my working papers at
the following WEB pages:
http://econpapers.repec.org/ras/pcu1.htm
Associate
editor: Statistical Methods and Applications (2005-07).
Referee
for: Computational Statistics & Data Analysis, Econometric Theory,
Economic Modelling,
Empirical Economics, Journal of Applied
Econometrics, Journal of Business and Economic Statistics, Journal
of Econometrics, Journal of
Forecasting, Journal of Statistical Computation and Simulation, Journal
of the Italian Statistical Society, Labour, Oxford Bulletin of Economics and Statistics, Quantitative Finance, Quarterly
Review, Statistical Methods and Applications, and Studies in
Nonlinear Dynamics & Econometrics.
Coordinator
of research unities within the following national research projects:
Cofin2000
Stochastic models and simulation methods for dependent data.
CNR2000
Statistical modeling and forecasting of time series.
Cofin2003
Statistical methods and models for non-stationary and non-linear time series
forecasting, theory and applications.
XLI
Italian Statistical Society Scientific Meeting, 5-7 June 2002, Milano, Italy.
4th
Eurostat and DG ECFIN Colloquium on Modern Tools for
Business Cycle Analysis, 20-22 October 2003, Luxembourg.
Joint
Statistical Meetings, July 29-August 2 2007,
Methods
in International Finance Network 1st Workshop, 24-25 September 2007,
5th
Eurostat-EUI Colloquium on Modern Tools for Business
Cycle Analysis, 29 September-1 October 2008,
The first IMS Asia Pacific Rim Meetings, 28 June–1 July 2009,
Member of evaluation committees of the following
PhD’s:
PhD
in Quantitative Methods for Economic and Social Research,
PhD
in Economics, University of
PhD
in Statistical Methods for Business and Economics, 3rd
PhD
in Statistical Methods, University of
PhD
in Development Economics,
PhD
in Statistics, University "G. D’Annunzio" of Chieti-Pescara (February
2004).
PhD
in Statistical Methods for Business and Economics, 3rd
PhD
in Money and Finance, University of
PhD
in Applied Statistics, University of
PhD
in Econometrics and Empirical Economics, University of
PhD
in Development Economics,