Date of birth: April 20, 1964.
Office address: Dipartimento di Economia e Finanza, Università di Roma “Tor Vergata”, Via Columbia 2, 00133 Roma – Italy.
Telephone: +39 06 7259 5847
Fax: +39 06 2040219
WEB page (in Italian): http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=337
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".
May 2012-present: Chairperson of the Department of Economics and Finance, University of Rome "Tor Vergata".
November 2010-April 2012: Chairperson of the Department of Financial Economics and Quantitative Methods, University of Rome "Tor Vergata".
November 2004-present: Full Professor of Economic Statistics, University of Rome "Tor Vergata".
November 2003-October 2004: Chairperson of the Department of Economics, Management & Social Sciences, University of Molise.
November 2001-October 2004: Professor of Economic Statistics, University of Molise.
November 1998-October 2001: Associate Professor of Economic Statistics, University of Molise.
December 1995-October 1998: Lecturer of Economic Statistics, University of Rome "La Sapienza".
December 1994-November 1995: Researcher of Economics-Econometrics, Italian National Statistical Office (ISTAT), Rome.
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, 2007, and 2010.
2005-2008, 2009-2012: Extramural fellow of METEOR (Maastricht research school of Economics of Technology and Organizations).
Member of the following scientific societies:
Econometric Society (since 1997).
Italian Statistical Society (since 1999).
Italian Econometric Association (since 2010).
International Institute of Forecasters (IIF) (since 2012).
Member of the coordination committee of the Italian Statistical Society (2006-2010).
Member of the steering committee of the Italian Statistical Society Workgroup for Time Series Analysis (2008-2010).
Member of the steering committee of the Centro Interuniversitario di Econometria (CIDE) (2008-2013)
Common features, business cycle analysis, seasonality, cointegration, forecasting, 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, Springer-Verlag, 275-282.
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 Italy, Macroeconomic Dynamics, 6, 1-20.
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.
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.
Centoni M., and G. Cubadda (2011), Modelling comovements of economic time series: A selective survey, Statistica, 71, 267-294.
Cubadda G., and B. Guardabascio (2012), On the use of partial least squares regression for forecasting large sets of cointegrated time series, in Di Ciaccio et al. (Eds.), Advanced Statistical Methods for the Analysis of Large Data-Sets, Studies in Theoretical and Applied Statistics, Springer-Verlag, 171-180.
Cubadda G., and B. Guardabascio (2012), A Medium-N Approach to Macroeconomic Forecasting, Economic Modelling, 29, 1099-1105.
Cubadda G., Guardabascio B. and A. Hecq (2013), A General to Specific Approach for Selecting the Best Business Cycle Indicators, Economic Modelling, 33, 367-374.
Cubadda G., Guardabascio B., and A. Hecq (2013), Building a Synchronous Common-Cycle Index for the European Union, in Cheung Y.W., and F. Westermann (Eds.), Global Interdependence, Decoupling, and Recoupling, The MIT Press, 37-52.
Bernardini E. and G. Cubadda (2013), Macroeconomic Forecasting and Structural Analysis through Regularized Reduced-Rank Regression, forthcoming in the International Journal of Forecasting.
You can access my working papers at the following WEB pages:
Associate editor: Statistical Methods and Applications (2005-07).
Referee for: Communications in Statistics - Theory and Methods, Computational Statistics & Data Analysis, Econometric Theory, Economic Modelling, Empirical Economics, Journal of Applied Econometrics, Journal of Business Cycle Analysis and Measurement, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Forecasting, Journal of Statistical Computation and Simulation, Journal of the Italian Statistical Society, Journal of Multivariate Analysis, Labour, Metron, 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, Salt Lake City, Utah, USA.
Methods in International Finance Network 1st Workshop, 24-25 September 2007, Maastricht, The Netherlands.
5th Eurostat-EUI Colloquium on Modern Tools for Business Cycle Analysis, 29 September-1 October 2008, Luxembourg.
1st IMS Asia Pacific Rim Meetings, 28 June–1 July 2009, Seoul, Korea.
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.
International Statistical Conference SIS 2013 "Advances in Latent Variables - Methods, Models and Applications" 19-21 June 2013, Brescia, Italy.
Member of evaluation committees of the following PhD’s:
PhD in Quantitative Methods for Economic and Social Research, University of Perugia (February 2001).
PhD in Economics, University of Rome "Tor Vergata" (June 2001).
PhD in Statistical Methods for Business and Economics, 3rd University of Rome (April 2002).
PhD in Statistical Methods, University of Rome "La Sapienza" (February 2003).
PhD in Development Economics, University of Molise, Campobasso (February 2004).
PhD in Statistics, University "G. D’Annunzio" of Chieti-Pescara (February 2004).
PhD in Statistical Methods for Business and Economics, 3rd University of Rome (November 2004).
PhD in Money and Finance, University of Rome "Tor Vergata" (September 2005).
PhD in Applied Statistics, University of Palermo (February 2006).
PhD in Econometrics and Empirical Economics, University of Rome "Tor Vergata" (June 2008).
PhD in Development Economics, University of Molise, Campobasso (October 2008).
PhD in Economic Sciences, University of Rome "Sapienza" (November 2010).
PhD in Econometrics and Empirical Economics, University of Rome "Tor Vergata" (December 2010).
PhD in Econometrics and Empirical Economics, University of Rome "Tor Vergata" (September 2011).
PhD in Economic Sciences, University of Rome "Sapienza" (July 2012).
Time Series and Econometrics
Statistica per l'economia
Metodi quantitativi per l'economia (corso avanzato)