Access Statistics for Marco Lippi

Author contact details at EconPapers.

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 0 188 0 1 3 519
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 1 143 0 0 1 445
A real time coincident indicator of the euro area business cycle 0 4 11 193 4 13 47 592
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 1 1 1 1 2 4 7
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 3 0 0 1 23
Coincident and leading indicators for the Euro area 0 0 0 0 2 2 7 110
Common and uncommon trends and cycles 0 0 0 0 0 0 3 72
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 1 107 0 1 4 383
Diffusion of technical change and the decomposition of output into trend and cycle 0 0 0 0 0 0 5 60
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 1 4 326 1 2 11 959
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 1 46 0 2 9 145
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 3 96 0 0 8 139
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 58 0 1 11 51
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 1 4 60 2 4 35 128
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 1 1 1 21 1 3 14 70
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 87 1 2 14 132
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 155 1 2 7 244
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 1 1 166 0 2 7 196
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 1 6 52 1 8 28 74
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 52 0 0 10 79
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 46 1 1 7 51
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 2 4 18 590
Eigenvalue Ratio Estimators for the Number of Common Factors 1 1 2 63 1 1 3 58
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 3 43 0 2 11 79
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 4 488 1 10 39 1,531
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 1 1 4 169 2 3 12 274
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 0 3 423 0 1 22 923
Issues Concerning the Approximation Underlying the Spectral Representation Theorem 0 0 0 35 0 1 2 145
Issues on Aggregation and Microfundations of Macroeconomics 0 0 0 0 0 1 7 430
New EuroCOIN: Tracking Economic Growth in Real Time 0 1 3 149 0 3 15 551
New Eurocoin: Tracking Economic Growth in Real Time 1 3 8 201 3 12 38 660
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 107 2 6 19 390
Noise Bubbles 0 0 2 44 2 12 25 183
Noise Bubbles 0 1 2 63 0 3 10 198
Noisy News in Business Cycles 0 0 4 63 1 4 18 107
Noisy News in Business Cycles 0 0 2 58 0 1 12 140
Noisy News in Business cycles 0 0 1 115 0 1 13 312
Non-Stationary Dynamic Factor Models for Large Datasets 0 2 9 126 0 7 36 142
On persistence of shocks to economic variables: a common misconception 0 0 0 0 0 0 1 61
One-Sided Representations of Generalized Dynamic Factor Models 1 1 3 212 2 5 16 439
One-Sided Representations of Generalized Dynamic Factor Models 0 0 1 76 0 0 11 221
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 49 0 0 7 140
Opening the Black Box: Structural Factor Models versus Structural VARs 0 2 4 371 1 4 11 841
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 3 147 3 8 24 401
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 3 85 1 6 15 378
Opening the black box: structural factor models with large cross-sections 0 0 1 341 2 4 13 1,047
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 1 74 5 8 18 105
Permanent and temporary fluctuations in macroeconomics 0 0 0 0 0 0 1 29
Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals 0 0 0 247 0 0 4 514
Reference Cycles: The NBER Methodology Revisited 0 0 5 222 2 5 18 662
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 2 1,212 5 8 28 2,705
The Generalized Dynamic Factor Model: Identification and Estimation 1 2 3 1,111 1 5 24 2,804
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 389 2 4 19 1,218
The Generalized Dynamic Factor Model: Representation Theory 1 1 4 442 1 1 17 1,047
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 3 7 19 201
The generalised dynamic factor model: consistency and rates 0 0 0 0 0 0 4 119
The generalised dynamic factor model: identification and estimation 0 0 0 0 1 3 26 357
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 3 13 205
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 0 1 30
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 2 2 13 207
Total Working Papers 7 25 113 8,927 61 191 839 24,923


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 1 46 1 6 14 150
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 1 58 0 0 7 186
Common and uncommon trends and cycles 0 0 0 59 1 1 6 209
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 90 0 1 6 279
Do financial variables help forecasting inflation and real activity in the euro area? 1 2 6 176 2 8 18 491
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 2 9 1 4 15 45
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 1 2 5 23 2 5 16 104
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 3 19 1 3 12 93
Editors' note 0 0 0 2 0 0 0 31
Editors' note 0 0 0 4 0 1 3 78
Factor models in high-dimensional time series—A time-domain approach 0 0 1 28 0 0 6 73
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM 0 0 0 11 0 1 3 53
Il primo esercizio italiano di valutazione della ricerca: una prima valutazione 0 0 0 22 0 2 4 128
Innovation and corporate growth in the evolution of the drug industry 0 0 4 135 1 6 30 481
New Eurocoin: Tracking Economic Growth in Real Time 2 2 16 203 3 12 40 558
Noise Bubbles 0 0 1 14 1 4 12 61
Noisy News in Business Cycles 0 0 5 49 2 10 32 162
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 1 2 11 498 2 9 41 1,169
On persistence of shocks to economic variables: A common misconception 0 1 2 106 0 2 5 234
On the dynamic shape of aggregated error correction models 0 0 3 39 0 0 6 110
Optimal dimension reduction for high-dimensional and functional time series 0 0 2 6 2 6 17 50
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 0 7 254 3 5 36 586
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 1 3 9 390 3 10 44 1,135
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 1 1 4 315 2 6 28 773
The Generalized Dynamic-Factor Model: Identification And Estimation 1 1 12 891 4 15 69 2,241
The Principle of Labor Value 0 0 0 8 0 0 1 27
The general dynamic factor model: One-sided representation results 0 0 1 58 0 1 5 163
The generalized dynamic factor model consistency and rates 1 1 4 207 1 1 13 518
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 61 1 1 3 238
VAR analysis, nonfundamental representations, blaschke matrices 1 3 9 494 3 7 37 953
Total Journal Articles 10 18 109 4,275 36 127 529 11,379


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 2 4 24 311
Total Books 0 0 0 0 2 4 24 311


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Part III - How well does established theory work 7 14 74 725 7 19 91 898
Total Chapters 7 14 74 725 7 19 91 898


Statistics updated 2021-01-03