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 0 189 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 6 230 0 1 8 656
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 2 4 18
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 1 1 27
Band-Pass Filtering with High-Dimensional Time Series 1 2 2 30 2 4 7 31
Band-Pass Filtering with High-Dimensional Time Series 0 0 1 5 0 1 8 22
Coincident and leading indicators for the Euro area 0 0 0 0 0 0 2 114
Common Component Structural VARs 0 0 4 48 0 1 9 105
Common Components Structural VARs 0 0 4 69 1 1 17 93
Common and uncommon trends and cycles 0 0 0 0 0 2 4 79
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 0 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 1 156
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 0 2 152
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 0 1 4 65
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 1 68 0 1 7 169
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 1 4 91
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 0 1 4 155
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 0 4 6 262
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 47 0 0 1 58
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 1 2 96
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 0 0 4 625
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 1 68 0 0 5 95
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 0 51 0 1 4 96
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 3 511 1 2 9 1,634
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 0 179 0 0 3 305
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 0 0 431 0 1 4 984
Issues Concerning the Approximation Underlying the Spectral Representation Theorem 0 0 0 35 0 0 1 148
Issues on Aggregation and Microfundations of Macroeconomics 0 0 0 0 0 0 3 441
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 0 1 4 592
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 116 1 3 6 453
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 236 1 2 8 836
Noise Bubbles 0 0 1 25 1 3 5 84
Noise Bubbles 0 0 0 66 0 0 7 255
Noise Bubbles 0 0 0 50 0 0 1 272
Noisy News in Business Cycles 0 0 3 78 0 0 5 231
Noisy News in Business Cycles 0 0 0 62 0 2 3 232
Noisy News in Business cycles 0 0 0 116 0 0 1 377
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 0 132 0 3 6 220
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 0 218 1 4 8 478
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 51 0 1 5 158
Opening the Black Box: Structural Factor Models versus Structural VARs 0 0 1 383 0 2 8 884
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 0 2 6 486
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 1 3 467
Opening the black box: structural factor models with large cross-sections 0 1 1 347 0 6 12 1,123
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 0 1 5 130
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 1 1 1 525
Reference Cycles: The NBER Methodology Revisited 1 1 1 226 1 3 6 690
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 4 1,240 1 1 14 2,801
The Generalized Dynamic Factor Model: Identification and Estimation 0 1 2 1,128 0 2 14 2,890
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 0 0 5 1,254
The Generalized Dynamic Factor Model: Representation Theory 0 0 0 451 0 1 9 1,089
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 0 1 5 136
The generalised dynamic factor model: identification and estimation 0 0 0 0 0 0 5 406
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 2 5 229
Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin 0 0 1 12 0 2 4 24
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 0 3 36
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 0 0 4 235
Validating DSGE Models through Dynamic Factor Models 0 1 3 24 1 4 10 43
Total Working Papers 2 7 43 9,471 13 74 316 27,627


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 50 0 2 6 235
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 2 5 202
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 0 9 0 0 4 49
Common and uncommon trends and cycles 0 1 2 62 0 2 3 215
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 94 0 2 3 293
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 2 207 1 3 10 579
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 0 0 3 83
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 0 1 5 147
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 1 5 41 0 2 12 149
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 1 3 83
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research 0 0 1 3 0 0 2 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
Informing DSGE Models Through Dynamic Factor Models 0 2 2 2 2 7 7 7
Innovation and corporate growth in the evolution of the drug industry 0 0 3 161 1 3 9 567
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 1 1 6 46 2 7 19 120
Linear System Challenges of Dynamic Factor Models 0 0 0 2 1 1 4 11
New Eurocoin: Tracking Economic Growth in Real Time 0 0 2 246 0 1 10 670
Noise Bubbles 0 1 3 25 2 5 14 118
Noisy News in Business Cycles 0 0 2 67 0 2 9 297
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 1 517 0 5 13 1,316
On persistence of shocks to economic variables: A common misconception 0 1 1 115 0 2 2 256
On the dynamic shape of aggregated error correction models 0 0 0 42 0 1 3 122
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 1 1 2 71
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 0 7 300 1 3 14 682
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 0 1 7 436 1 4 15 1,228
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 1 337 2 3 19 861
The Generalized Dynamic-Factor Model: Identification And Estimation 1 2 11 934 2 7 27 2,399
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 0 3 6 190
The generalized dynamic factor model consistency and rates 0 1 3 227 0 2 11 574
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 0 2 6 249
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS 0 0 3 4 0 0 5 7
VAR analysis, nonfundamental representations, blaschke matrices 0 1 13 553 0 2 23 1,075
Total Journal Articles 2 12 80 4,815 16 76 275 13,207


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 1 5 8 369
Total Books 0 0 0 0 1 5 8 369


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 0 1 14 855 0 1 16 1,067
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 1 4 12
Total Chapters 0 1 14 855 0 2 21 1,088


Statistics updated 2025-10-06