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 2 8 534
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 0 143 0 1 10 458
A real time coincident indicator of the euro area business cycle 0 1 3 232 0 3 17 672
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 1 9 25
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 1 1 5 31
Band-Pass Filtering with High-Dimensional Time Series 1 1 5 33 1 2 16 43
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 1 2 13 34
Coincident and leading indicators for the Euro area 0 0 0 0 0 2 13 127
Common Component Structural VARs 0 1 1 49 0 4 14 118
Common Components Structural VARs 0 0 0 69 1 4 12 104
Common and uncommon trends and cycles 0 0 0 0 0 2 6 83
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 109 0 5 11 408
Diffusion of technical change and the decomposition of output into trend and cycle 0 0 0 0 0 4 113 176
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 1 1 332 1 2 17 994
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 50 0 0 9 165
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 1 12 164
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 2 3 17 81
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 0 3 14 182
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 92 0 1 9 163
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 4 15 105
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 159 0 4 16 274
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 0 1 11 236
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 0 2 9 125
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 2 10 105
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 1 8 66
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 1 3 12 637
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 68 0 3 16 111
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 1 2 53 0 6 18 113
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 1 512 0 3 23 1,655
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 1 180 0 1 12 317
Innovation and Corporate Growth in the Evolution of the Drug Industry 1 1 1 432 3 4 18 1,001
Issues Concerning the Approximation Underlying the Spectral Representation Theorem 0 0 0 35 0 4 8 156
Issues on Aggregation and Microfundations of Macroeconomics 0 0 0 0 0 3 13 454
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 1 4 25 616
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 117 1 7 17 467
New Eurocoin: Tracking Economic Growth in Real Time 0 1 1 237 0 8 24 858
Noise Bubbles 0 0 0 66 0 3 9 264
Noise Bubbles 0 0 0 25 0 2 20 101
Noise Bubbles 0 0 0 50 0 6 21 293
Noisy News in Business Cycles 0 0 0 78 0 2 14 245
Noisy News in Business Cycles 0 0 0 62 0 4 46 276
Noisy News in Business cycles 0 0 0 116 0 1 10 387
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 0 132 2 3 19 236
On persistence of shocks to economic variables: a common misconception 0 0 0 0 0 2 8 74
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 51 0 3 18 175
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 0 2 62 536
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 1 9 243
Opening the Black Box: Structural Factor Models versus Structural VARs 0 0 1 384 1 4 13 895
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 4 7 15 499
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 4 12 478
Opening the black box: structural factor models with large cross-sections 0 0 1 347 0 3 29 1,146
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 0 5 14 143
Permanent and temporary fluctuations in macroeconomics 0 0 0 0 0 3 4 36
Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals 0 0 0 251 1 3 9 533
Reference Cycles: The NBER Methodology Revisited 0 0 1 226 0 4 18 705
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 1 2 1,242 1 10 38 2,838
The Generalized Dynamic Factor Model: Identification and Estimation 0 0 5 1,132 0 9 41 2,929
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 1 17 30 1,284
The Generalized Dynamic Factor Model: Representation Theory 0 0 2 453 2 8 82 1,170
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 1 3 7 237
The generalised dynamic factor model: consistency and rates 0 0 0 0 0 4 13 148
The generalised dynamic factor model: identification and estimation 0 0 0 0 1 12 25 431
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 0 9 26 253
Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin 0 0 1 13 0 2 12 34
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 2 5 41
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 2 2 8 243
Validating DSGE Models through Dynamic Factor Models 1 1 3 26 1 2 12 51
Total Working Papers 3 9 33 9,497 31 245 1,229 28,782

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 51 0 3 17 250
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 6 206
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 2 11 0 3 16 65
Common and uncommon trends and cycles 0 0 2 63 0 1 9 222
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 94 0 2 7 298
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 1 208 0 5 15 591
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 0 19 0 0 10 93
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 0 38 0 3 18 164
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 1 41 0 5 16 163
Editors' note 0 0 0 2 0 1 1 33
Editors' note 0 0 0 4 0 1 4 85
Factor models in high-dimensional time series—A time-domain approach 0 0 0 29 1 4 14 96
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research 0 0 1 4 0 2 11 28
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM 0 0 0 11 0 3 3 61
Il primo esercizio italiano di valutazione della ricerca: una prima valutazione 0 0 0 23 0 3 8 140
Informing DSGE Models Through Dynamic Factor Models 1 1 7 7 2 3 38 38
Innovation and corporate growth in the evolution of the drug industry 0 0 0 161 0 3 18 582
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 0 3 48 2 3 23 136
Linear System Challenges of Dynamic Factor Models 0 0 1 3 0 2 5 15
New Eurocoin: Tracking Economic Growth in Real Time 1 3 5 251 1 10 21 690
Noise Bubbles 0 0 1 25 0 2 23 136
Noisy News in Business Cycles 0 0 0 67 0 3 14 309
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 6 523 0 2 27 1,338
On persistence of shocks to economic variables: A common misconception 0 0 1 115 0 1 8 262
On the dynamic shape of aggregated error correction models 0 0 0 42 0 2 4 125
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 0 1 9 79
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 0 3 303 0 0 19 698
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 0 0 5 440 2 3 23 1,247
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 3 340 0 10 41 899
The Generalized Dynamic-Factor Model: Identification And Estimation 1 6 13 945 6 30 77 2,469
The Principle of Labor Value 0 0 0 8 0 1 4 36
The general dynamic factor model: One-sided representation results 0 0 0 64 0 2 10 197
The generalized dynamic factor model consistency and rates 0 1 3 229 0 3 18 590
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 0 5 9 256
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS 0 0 1 5 1 1 11 18
VAR analysis, nonfundamental representations, blaschke matrices 1 1 3 555 3 6 23 1,096
Total Journal Articles 4 12 63 4,866 18 131 580 13,711

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 7 27 391
Total Books 0 0 0 0 2 7 27 391

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 1 3 6
Part III - How well does established theory work 0 3 10 864 0 5 21 1,087
Permanent and Transitory Components in Macroeconomics 0 0 0 0 0 1 3 9
Some Observations on Sraffa and Mathematical Proofs With an Appendix on Sraffa’s Convergence Algorithm 0 0 0 0 0 1 5 16
Total Chapters 0 3 10 864 0 8 32 1,118

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Statistics updated 2026-07-10