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 0 188 0 1 1 521
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 0 143 0 0 0 447
A real time coincident indicator of the euro area business cycle 0 0 6 214 1 1 10 636
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 1 2 0 0 1 13
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 0 26
Band-Pass Filtering with High-Dimensional Time Series 2 3 22 22 2 4 11 11
Band-Pass Filtering with High-Dimensional Time Series 1 1 3 3 1 3 5 5
Coincident and leading indicators for the Euro area 0 0 0 0 0 0 0 111
Common Component Structural VARs 2 3 13 41 3 4 29 83
Common Components Structural VARs 2 3 8 62 2 4 15 69
Common and uncommon trends and cycles 0 0 0 0 0 0 0 75
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 109 0 0 0 393
Diffusion of technical change and the decomposition of output into trend and cycle 0 0 0 0 0 0 0 61
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 1 331 0 1 3 974
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 47 0 0 0 151
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 2 101 0 0 4 146
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 2 61 0 0 2 59
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 1 66 1 2 4 159
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 1 2 24 0 2 4 87
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 1 2 91 0 1 3 148
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 2 157 0 0 3 252
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 166 0 0 7 221
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 54 0 0 2 115
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 1 56 0 0 1 93
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 0 55
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 0 1 9 617
Eigenvalue Ratio Estimators for the Number of Common Factors 1 1 2 67 2 3 11 85
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 1 48 0 0 1 89
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 1 8 506 0 2 19 1,616
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 2 177 0 0 5 296
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 0 2 430 0 0 7 969
Issues Concerning the Approximation Underlying the Spectral Representation Theorem 0 0 0 35 0 0 0 147
Issues on Aggregation and Microfundations of Macroeconomics 0 0 0 0 0 0 2 436
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 155 0 0 3 579
New Eurocoin: Tracking Economic Growth in Real Time 2 2 9 232 4 9 38 817
New Eurocoin: Tracking Economic Growth in Real Time 1 1 1 114 2 5 12 439
Noise Bubbles 0 0 1 65 1 1 18 247
Noise Bubbles 1 1 3 50 2 2 25 270
Noise Bubbles 0 0 0 24 0 0 1 77
Noisy News in Business Cycles 0 0 2 62 0 0 39 227
Noisy News in Business Cycles 1 1 5 71 1 4 52 218
Noisy News in Business cycles 0 0 1 116 1 1 31 375
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 1 130 4 5 31 206
On persistence of shocks to economic variables: a common misconception 0 0 0 0 0 0 0 65
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 0 4 232
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 49 0 0 3 153
One-Sided Representations of Generalized Dynamic Factor Models 2 2 3 216 3 3 7 465
Opening the Black Box: Structural Factor Models versus Structural VARs 0 0 5 378 1 1 10 867
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 1 38 478
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 1 43 462
Opening the black box: structural factor models with large cross-sections 0 1 3 346 0 2 23 1,106
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 1 79 1 2 3 123
Permanent and temporary fluctuations in macroeconomics 0 0 0 0 0 1 1 32
Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals 0 0 0 247 0 0 0 519
Reference Cycles: The NBER Methodology Revisited 0 0 2 225 1 1 6 678
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 1 7 1,231 2 4 18 2,774
The Generalized Dynamic Factor Model: Identification and Estimation 3 3 7 1,123 6 7 24 2,866
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 1 1 393 0 1 4 1,245
The Generalized Dynamic Factor Model: Representation Theory 0 0 1 450 0 2 8 1,076
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 0 0 2 225
The generalised dynamic factor model: consistency and rates 0 0 0 0 0 0 1 130
The generalised dynamic factor model: identification and estimation 0 0 0 0 1 2 9 394
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 1 4 220
Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin 0 0 1 11 0 1 4 20
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 0 0 33
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 1 2 4 229
Validating DSGE Models through Dynamic Factor Models 0 0 10 19 0 0 16 27
Total Working Papers 18 27 145 9,353 45 88 641 27,040

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 0 47 0 0 29 223
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 62 0 1 2 194
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 1 9 0 0 4 43
Common and uncommon trends and cycles 0 0 0 60 0 0 0 211
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 93 1 1 1 288
Do financial variables help forecasting inflation and real activity in the euro area? 1 1 14 198 1 3 22 548
Dynamic factor model with infinite‐dimensional factor space: Forecasting 1 1 3 15 1 2 8 73
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 1 3 35 0 2 11 138
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 3 31 0 1 8 125
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 0 28 0 1 2 78
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research 0 1 1 1 0 4 4 4
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM 0 0 0 11 0 0 1 57
Il primo esercizio italiano di valutazione della ricerca: una prima valutazione 0 0 0 23 0 0 0 131
Innovation and corporate growth in the evolution of the drug industry 0 1 6 155 0 1 19 546
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 1 3 15 33 2 4 25 79
Linear System Challenges of Dynamic Factor Models 0 0 2 2 0 0 5 5
New Eurocoin: Tracking Economic Growth in Real Time 2 3 5 234 6 10 21 642
Noise Bubbles 2 2 2 22 3 5 7 97
Noisy News in Business Cycles 1 1 4 65 1 2 43 283
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 1 3 511 0 3 48 1,288
On persistence of shocks to economic variables: A common misconception 0 0 2 114 0 1 7 250
On the dynamic shape of aggregated error correction models 0 0 0 42 0 0 1 118
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 11 0 1 4 66
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 1 6 287 1 2 11 653
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 3 3 9 419 3 4 18 1,195
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 2 8 330 1 3 18 829
The Generalized Dynamic-Factor Model: Identification And Estimation 0 1 8 914 2 6 36 2,342
The Principle of Labor Value 0 0 0 8 0 0 0 31
The general dynamic factor model: One-sided representation results 0 0 0 64 0 1 3 182
The generalized dynamic factor model consistency and rates 1 1 3 222 1 1 10 552
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 0 0 0 242
VAR analysis, nonfundamental representations, blaschke matrices 1 2 9 526 2 4 20 1,026
Total Journal Articles 13 25 107 4,640 25 63 388 12,652

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 4 357
Total Books 0 0 0 0 0 0 4 357

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 1 1
Part III - How well does established theory work 5 9 27 823 5 10 33 1,029
Permanent and Transitory Components in Macroeconomics 0 0 0 0 0 0 4 5
Some Observations on Sraffa and Mathematical Proofs With an Appendix on Sraffa’s Convergence Algorithm 0 0 0 0 0 0 0 4
Total Chapters 5 9 27 823 5 11 38 1,039

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Statistics updated 2023-11-05