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 1 2 10 536
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 0 143 0 0 10 458
A real time coincident indicator of the euro area business cycle 0 0 2 232 0 1 17 673
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 1 1 8 26
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 4 31
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 0 3 15 37
Band-Pass Filtering with High-Dimensional Time Series 0 0 3 33 0 1 13 44
Coincident and leading indicators for the Euro area 0 0 0 0 0 2 15 129
Common Component Structural VARs 0 1 2 50 0 4 17 122
Common Components Structural VARs 0 0 0 69 0 1 12 105
Common and uncommon trends and cycles 0 0 0 0 1 2 6 85
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 109 0 1 12 409
Diffusion of technical change and the decomposition of output into trend and cycle 0 0 0 0 0 0 113 176
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 1 332 0 1 18 995
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 1 1 13 165
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 0 9 25 90
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 0 0 13 182
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 92 2 3 11 166
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 1 15 106
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 159 1 4 16 278
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 0 2 13 238
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 0 2 11 127
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 2 10 68
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 0 9 105
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 0 0 12 637
Eigenvalue Ratio Estimators for the Number of Common Factors 1 1 1 69 1 5 21 116
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 2 53 0 2 19 115
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 1 512 3 4 25 1,659
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 1 180 0 0 12 317
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 0 1 432 0 1 18 1,002
Issues Concerning the Approximation Underlying the Spectral Representation Theorem 0 0 0 35 0 0 8 156
Issues on Aggregation and Microfundations of Macroeconomics 0 0 0 0 0 0 13 454
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 0 3 27 619
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 117 0 0 14 467
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 237 1 1 23 859
Noise Bubbles 0 0 0 66 0 0 9 264
Noise Bubbles 0 0 0 50 1 1 22 294
Noise Bubbles 1 1 1 26 1 1 18 102
Noisy News in Business Cycles 0 0 0 78 1 3 17 248
Noisy News in Business Cycles 0 0 0 62 0 0 44 276
Noisy News in Business cycles 0 0 0 116 0 0 10 387
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 0 132 0 1 17 237
On persistence of shocks to economic variables: a common misconception 0 0 0 0 0 0 8 74
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 1 5 63 541
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 51 0 0 17 175
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 0 9 243
Opening the Black Box: Structural Factor Models versus Structural VARs 0 1 2 385 1 6 17 901
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 1 12 479
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 1 14 500
Opening the black box: structural factor models with large cross-sections 0 1 1 348 1 4 27 1,150
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 0 0 13 143
Permanent and temporary fluctuations in macroeconomics 0 0 0 0 0 0 4 36
Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals 0 0 0 251 0 0 8 533
Reference Cycles: The NBER Methodology Revisited 0 0 0 226 0 0 15 705
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 2 1,242 3 3 40 2,841
The Generalized Dynamic Factor Model: Identification and Estimation 0 1 5 1,133 2 5 44 2,934
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 2 6 36 1,290
The Generalized Dynamic Factor Model: Representation Theory 0 0 2 453 1 6 87 1,176
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 0 1 8 238
The generalised dynamic factor model: consistency and rates 0 0 0 0 2 3 15 151
The generalised dynamic factor model: identification and estimation 0 0 0 0 2 3 28 434
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 0 4 28 257
Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin 0 0 1 13 0 0 10 34
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 0 5 41
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 1 2 10 245
Validating DSGE Models through Dynamic Factor Models 0 0 2 26 0 1 9 52
Total Working Papers 2 6 32 9,503 32 116 1,271 28,898

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 1 2 52 1 2 17 252
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 1 5 207
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 2 11 1 2 18 67
Common Components Structural VARs 0 0 1 1 0 2 9 9
Common and uncommon trends and cycles 1 1 2 64 1 1 8 223
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 94 0 0 5 298
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 1 208 1 1 13 592
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 0 19 0 1 11 94
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 0 38 1 3 20 167
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 0 41 1 2 16 165
Editors' note 0 0 0 2 0 0 1 33
Editors' note 0 0 0 4 0 0 4 85
Factor models in high-dimensional time series—A time-domain approach 0 0 0 29 0 1 14 97
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research 0 0 1 4 0 0 11 28
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM 0 0 0 11 0 0 3 61
Il primo esercizio italiano di valutazione della ricerca: una prima valutazione 0 0 0 23 0 0 8 140
Informing DSGE Models Through Dynamic Factor Models 0 0 5 7 0 7 38 45
Innovation and corporate growth in the evolution of the drug industry 0 0 0 161 0 5 20 587
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 0 2 48 0 5 21 141
Linear System Challenges of Dynamic Factor Models 0 0 1 3 0 0 4 15
New Eurocoin: Tracking Economic Growth in Real Time 0 0 5 251 1 2 22 692
Noise Bubbles 0 0 0 25 0 1 19 137
Noisy News in Business Cycles 0 0 0 67 0 0 12 309
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 6 523 0 2 24 1,340
On persistence of shocks to economic variables: A common misconception 0 0 0 115 0 0 6 262
On the dynamic shape of aggregated error correction models 0 0 0 42 0 0 3 125
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 0 2 10 81
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 0 3 303 2 4 20 702
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 0 0 4 440 0 2 21 1,249
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 3 340 0 2 40 901
The Generalized Dynamic-Factor Model: Identification And Estimation 0 3 14 948 2 12 82 2,481
The Principle of Labor Value 0 0 0 8 0 0 4 36
The general dynamic factor model: One-sided representation results 0 0 0 64 2 3 10 200
The generalized dynamic factor model consistency and rates 0 0 2 229 1 2 18 592
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 0 0 7 256
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS 0 0 1 5 0 0 11 18
VAR analysis, nonfundamental representations, blaschke matrices 0 2 4 557 1 5 26 1,101
Total Journal Articles 1 7 59 4,874 15 70 581 13,788

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 2 24 393
Total Books 0 0 0 0 0 2 24 393

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximating Singular by Means of Non-singular Structural VARs 0 0 0 0 0 0 9 9
Microfoundations of Dynamic Macroequations 0 0 0 0 0 0 3 6
Part III - How well does established theory work 2 4 13 868 2 5 25 1,092
Permanent and Transitory Components in Macroeconomics 0 0 0 0 1 1 4 10
Some Observations on Sraffa and Mathematical Proofs With an Appendix on Sraffa’s Convergence Algorithm 0 0 0 0 0 0 4 16
Total Chapters 2 4 13 868 3 6 45 1,133

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Statistics updated 2026-10-11