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 1 1 1 520
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 0 143 0 1 2 447
A real time coincident indicator of the euro area business cycle 1 3 8 201 2 6 25 613
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 1 2 2 6 12
Aggregation of simple linear dynamics: exact asymptotic results 0 1 1 4 0 1 2 25
Coincident and leading indicators for the Euro area 0 0 0 0 0 0 3 111
Common Component Structural VARs 2 4 20 20 2 6 31 31
Common Components Structural VARs 1 3 41 41 3 6 26 26
Common and uncommon trends and cycles 0 0 0 0 0 0 2 74
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 2 109 0 1 4 387
Diffusion of technical change and the decomposition of output into trend and cycle 0 0 0 0 0 1 1 61
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 2 328 1 1 9 967
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 46 1 1 5 150
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 1 1 1 97 1 1 1 140
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 58 0 0 2 53
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 1 3 63 1 6 25 151
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 1 1 88 1 2 8 139
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 1 1 2 22 1 2 13 82
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 155 1 2 5 248
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 166 2 3 15 211
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 1 53 5 5 36 109
Dynamic Factor model with infinite dimensional factor space: forecasting 0 1 1 47 0 1 3 53
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 2 54 0 1 10 89
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 0 4 15 603
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 2 64 0 3 13 70
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 4 47 0 0 7 86
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 2 4 492 2 7 43 1,573
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 4 172 1 2 14 286
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 1 4 427 3 6 27 950
Issues Concerning the Approximation Underlying the Spectral Representation Theorem 0 0 0 35 0 1 2 147
Issues on Aggregation and Microfundations of Macroeconomics 0 0 0 0 0 0 2 432
New EuroCOIN: Tracking Economic Growth in Real Time 0 1 5 154 1 3 18 569
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 107 1 6 24 412
New Eurocoin: Tracking Economic Growth in Real Time 1 2 14 214 13 26 78 735
Noise Bubbles 0 0 2 46 5 13 47 228
Noise Bubbles 0 0 0 63 4 4 15 213
Noisy News in Business Cycles 0 0 3 66 2 14 31 137
Noisy News in Business Cycles 0 0 1 59 1 8 20 160
Noisy News in Business cycles 0 0 0 115 5 7 15 327
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 1 127 4 4 16 158
On persistence of shocks to economic variables: a common misconception 0 0 0 0 0 0 4 65
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 1 5 226
One-Sided Representations of Generalized Dynamic Factor Models 0 0 1 212 1 1 17 454
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 49 0 2 9 149
Opening the Black Box: Structural Factor Models versus Structural VARs 0 0 1 372 1 1 9 849
Opening the Black Box: Structural Factor Models with Large Cross-Sections 1 1 1 148 12 13 31 429
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 2 87 0 1 11 388
Opening the black box: structural factor models with large cross-sections 0 0 1 342 6 6 23 1,068
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 3 77 0 1 16 116
Permanent and temporary fluctuations in macroeconomics 0 0 0 0 0 1 1 30
Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals 0 0 0 247 0 1 5 519
Reference Cycles: The NBER Methodology Revisited 0 0 0 222 0 1 8 668
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 1 1 11 1,223 3 8 45 2,745
The Generalized Dynamic Factor Model: Identification and Estimation 0 0 2 1,112 3 6 26 2,829
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 1 390 1 3 19 1,235
The Generalized Dynamic Factor Model: Representation Theory 3 3 5 446 3 4 12 1,058
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 0 0 23 221
The generalised dynamic factor model: consistency and rates 0 0 0 0 1 1 10 129
The generalised dynamic factor model: identification and estimation 0 0 0 0 1 2 21 377
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 1 11 215
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 0 2 32
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 0 1 13 218
Total Working Papers 12 27 157 9,077 100 213 943 25,805


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 46 2 8 21 170
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) 1 1 2 60 1 1 3 189
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 1 3 7 2 5 17 37
Common and uncommon trends and cycles 0 0 1 60 0 0 3 211
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 3 93 0 0 6 285
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 6 181 2 3 23 512
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 2 11 1 5 12 56
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 1 1 6 28 4 5 15 117
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 1 4 23 3 4 17 109
Editors' note 0 0 0 2 0 0 1 32
Editors' note 0 0 0 4 0 1 3 81
Factor models in high-dimensional time series—A time-domain approach 0 0 0 28 0 0 2 75
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM 0 0 0 11 0 1 2 55
Il primo esercizio italiano di valutazione della ricerca: una prima valutazione 0 0 0 22 0 0 1 129
Innovation and corporate growth in the evolution of the drug industry 1 2 11 146 3 8 31 511
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 2 4 6 6 3 10 23 23
New Eurocoin: Tracking Economic Growth in Real Time 2 3 15 216 3 7 40 595
Noise Bubbles 0 0 4 18 0 2 19 79
Noisy News in Business Cycles 0 0 8 57 2 3 41 201
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 1 3 8 505 6 12 44 1,211
On persistence of shocks to economic variables: A common misconception 0 0 3 109 1 1 5 239
On the dynamic shape of aggregated error correction models 0 0 2 41 0 0 4 114
Optimal dimension reduction for high-dimensional and functional time series 0 0 2 8 2 2 8 56
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 1 3 11 265 3 7 35 618
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 1 2 13 402 2 4 26 1,158
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 1 6 320 3 5 31 802
The Generalized Dynamic-Factor Model: Identification And Estimation 2 2 5 895 3 7 41 2,278
The Principle of Labor Value 0 0 0 8 0 0 3 30
The general dynamic factor model: One-sided representation results 0 1 3 61 1 2 10 173
The generalized dynamic factor model consistency and rates 1 1 6 212 1 1 11 528
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 1 62 0 1 4 241
VAR analysis, nonfundamental representations, blaschke matrices 0 3 15 508 2 8 34 984
Total Journal Articles 13 29 146 4,415 50 113 536 11,899


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 3 6 31 340
Total Books 0 0 0 0 3 6 31 340


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 2 16 52 770 3 17 73 964
Total Chapters 2 16 52 770 3 17 73 964


Statistics updated 2021-12-05