Access Statistics for Marco Lippi

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News 0 0 0 189 0 0 1 526
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 0 143 0 0 1 448
A real time coincident indicator of the euro area business cycle 0 1 5 229 0 1 7 655
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 0 2 16
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 0 26
Band-Pass Filtering with High-Dimensional Time Series 0 0 1 5 2 2 8 21
Band-Pass Filtering with High-Dimensional Time Series 0 0 1 28 0 1 5 27
Coincident and leading indicators for the Euro area 0 0 0 0 1 2 3 114
Common Component Structural VARs 0 0 4 48 0 1 10 104
Common Components Structural VARs 1 3 6 69 4 8 20 92
Common and uncommon trends and cycles 0 0 0 0 0 1 2 77
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 109 0 0 3 397
Diffusion of technical change and the decomposition of output into trend and cycle 0 0 0 0 0 1 2 63
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 0 331 0 0 1 977
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 50 0 0 2 156
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 1 3 152
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 1 1 3 64
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 2 68 0 0 9 168
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 0 0 3 154
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 3 3 90
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 1 1 159 0 1 2 258
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 0 0 1 225
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 0 0 0 116
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 0 1 95
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 1 58
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 0 0 5 625
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 1 68 0 1 6 95
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 0 51 0 0 3 95
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 3 511 0 0 7 1,632
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 0 179 0 1 4 305
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 0 1 431 0 1 5 983
Issues Concerning the Approximation Underlying the Spectral Representation Theorem 0 0 0 35 0 1 1 148
Issues on Aggregation and Microfundations of Macroeconomics 0 0 0 0 0 0 4 441
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 0 0 6 591
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 236 0 0 7 834
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 116 1 1 4 450
Noise Bubbles 0 0 1 66 0 3 8 255
Noise Bubbles 0 0 0 50 0 0 1 272
Noise Bubbles 0 0 1 25 0 0 3 81
Noisy News in Business Cycles 0 0 3 78 0 0 5 231
Noisy News in Business Cycles 0 0 0 62 0 0 1 230
Noisy News in Business cycles 0 0 0 116 0 0 1 377
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 1 132 1 2 4 217
On persistence of shocks to economic variables: a common misconception 0 0 0 0 0 0 0 66
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 0 1 234
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 218 0 2 7 474
One-Sided Representations of Generalized Dynamic Factor Models 0 1 2 51 0 1 4 157
Opening the Black Box: Structural Factor Models versus Structural VARs 1 1 1 383 1 1 7 882
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 0 1 5 484
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 1 3 466
Opening the black box: structural factor models with large cross-sections 0 0 0 346 1 1 7 1,117
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 2 2 5 129
Permanent and temporary fluctuations in macroeconomics 0 0 0 0 0 0 0 32
Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals 0 0 0 251 0 0 1 524
Reference Cycles: The NBER Methodology Revisited 0 0 0 225 0 1 3 687
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 1 5 1,240 1 2 17 2,800
The Generalized Dynamic Factor Model: Identification and Estimation 0 0 1 1,127 4 4 15 2,888
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 1 394 1 3 8 1,254
The Generalized Dynamic Factor Model: Representation Theory 0 0 1 451 0 3 10 1,088
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 0 0 4 230
The generalised dynamic factor model: consistency and rates 0 0 0 0 1 3 4 135
The generalised dynamic factor model: identification and estimation 0 0 0 0 0 2 7 406
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 1 4 227
Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin 0 0 1 12 0 0 2 22
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 1 3 36
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 0 1 4 235
Validating DSGE Models through Dynamic Factor Models 0 0 2 23 1 2 7 39
Total Working Papers 2 8 48 9,464 25 65 296 27,553

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregation of linear dynamic microeconomic models 0 0 2 50 0 1 6 233
Aggregation: Aggregate production functions and related topics, collected papers by Franklin M. Fisher: Franklin M. Fisher, edited by John Monz (The MIT Press, Cambridge, MA) pp. xxiv-280, $45.00 (cloth) 0 0 0 63 0 0 3 200
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 0 9 1 1 4 49
Common and uncommon trends and cycles 0 0 1 61 0 0 1 213
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 1 94 0 0 2 291
Do financial variables help forecasting inflation and real activity in the euro area? 0 1 5 207 2 4 14 576
Dynamic factor model with infinite‐dimensional factor space: Forecasting 1 1 1 19 1 1 4 83
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 1 2 38 0 2 5 146
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 1 5 40 0 3 11 147
Editors' note 0 0 0 4 0 0 0 81
Editors' note 0 0 0 2 0 0 0 32
Factor models in high-dimensional time series—A time-domain approach 0 0 1 29 0 0 3 82
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research 0 1 1 3 1 2 4 17
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM 0 0 0 11 0 0 0 58
Il primo esercizio italiano di valutazione della ricerca: una prima valutazione 0 0 0 23 0 0 1 132
Innovation and corporate growth in the evolution of the drug industry 0 1 4 161 0 1 9 564
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 0 5 45 0 1 18 113
Linear System Challenges of Dynamic Factor Models 0 0 0 2 0 1 3 10
New Eurocoin: Tracking Economic Growth in Real Time 1 1 4 246 2 5 13 669
Noise Bubbles 0 0 2 24 0 0 9 113
Noisy News in Business Cycles 0 0 2 67 1 2 8 295
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 2 517 0 0 11 1,311
On persistence of shocks to economic variables: A common misconception 0 0 0 114 0 0 1 254
On the dynamic shape of aggregated error correction models 0 0 0 42 0 0 2 121
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 0 0 1 70
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 1 11 300 0 1 19 679
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 0 0 8 435 0 1 14 1,224
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 1 3 337 1 7 20 858
The Generalized Dynamic-Factor Model: Identification And Estimation 1 4 10 932 4 9 24 2,392
The Principle of Labor Value 0 0 0 8 0 0 0 32
The general dynamic factor model: One-sided representation results 0 0 0 64 1 1 3 187
The generalized dynamic factor model consistency and rates 1 2 2 226 2 5 11 572
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 0 0 4 247
VAR analysis, nonfundamental representations, blaschke matrices 0 2 15 552 0 3 25 1,073
Total Journal Articles 4 17 87 4,799 16 51 253 13,124

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregation and the Microfoundations of Dynamic Macroeconomics 0 0 0 0 0 0 3 364
Total Books 0 0 0 0 0 0 3 364

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Microfoundations of Dynamic Macroequations 0 0 0 0 0 0 1 3
Part III - How well does established theory work 1 3 17 854 1 3 20 1,066
Permanent and Transitory Components in Macroeconomics 0 0 0 0 0 0 0 6
Some Observations on Sraffa and Mathematical Proofs With an Appendix on Sraffa’s Convergence Algorithm 0 0 0 0 0 0 3 11
Total Chapters 1 3 17 854 1 3 24 1,086

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Statistics updated 2025-07-04