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 1 1 6 230 1 1 8 656
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 2 2 4 18
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 1 1 1 27
Band-Pass Filtering with High-Dimensional Time Series 0 0 1 5 1 3 8 22
Band-Pass Filtering with High-Dimensional Time Series 0 1 2 29 0 2 6 29
Coincident and leading indicators for the Euro area 0 0 0 0 0 1 2 114
Common Component Structural VARs 0 0 4 48 0 1 11 105
Common Components Structural VARs 0 1 4 69 0 4 17 92
Common and uncommon trends and cycles 0 0 0 0 1 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 1 2 152
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 0 2 4 65
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 2 68 0 1 9 169
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 1 1 4 155
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 4 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 56 0 1 2 96
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 1 58
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 0 1 8 1,633
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 0 179 0 0 4 305
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 4 441
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 1 1 7 592
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 116 1 3 5 452
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 236 0 1 8 835
Noise Bubbles 0 0 0 50 0 0 1 272
Noise Bubbles 0 0 1 25 0 2 4 83
Noise Bubbles 0 0 0 66 0 0 7 255
Noisy News in Business Cycles 0 0 0 62 1 2 3 232
Noisy News in Business Cycles 0 0 3 78 0 0 5 231
Noisy News in Business cycles 0 0 0 116 0 0 1 377
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 1 132 3 4 7 220
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 1 218 3 3 9 477
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 1 1 383 1 3 8 884
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 2 2 6 486
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 2 3 467
Opening the black box: structural factor models with large cross-sections 1 1 1 347 3 7 12 1,123
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 1 3 6 130
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 0 0 0 524
Reference Cycles: The NBER Methodology Revisited 0 0 0 225 0 2 5 689
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 4 1,240 0 1 14 2,800
The Generalized Dynamic Factor Model: Identification and Estimation 0 1 2 1,128 0 6 15 2,890
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 0 1 7 1,254
The Generalized Dynamic Factor Model: Representation Theory 0 0 0 451 1 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 2 5 136
The generalised dynamic factor model: identification and estimation 0 0 0 0 0 0 6 406
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 2 5 228
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 2 4 10 42
Total Working Papers 2 7 45 9,469 32 86 326 27,614

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 2 50 0 2 8 235
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 1 2 5 202
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 0 9 0 1 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 4 11 578
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 1 1 19 0 1 3 83
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 1 1 6 147
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 1 5 41 1 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 1 1 4 83
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research 0 0 1 3 0 1 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
Innovation and corporate growth in the evolution of the drug industry 0 0 3 161 1 2 9 566
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 0 5 45 3 5 18 118
Linear System Challenges of Dynamic Factor Models 0 0 0 2 0 0 3 10
New Eurocoin: Tracking Economic Growth in Real Time 0 1 3 246 0 3 12 670
Noise Bubbles 0 1 3 25 0 3 12 116
Noisy News in Business Cycles 0 0 2 67 1 3 9 297
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 2 517 3 5 14 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 0 0 1 70
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 0 9 300 2 2 18 681
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 0 1 7 436 0 3 14 1,227
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 1 337 1 2 19 859
The Generalized Dynamic-Factor Model: Identification And Estimation 1 2 10 933 4 9 26 2,397
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 3 4 6 190
The generalized dynamic factor model consistency and rates 1 2 3 227 1 4 12 574
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 2 2 6 249
VAR analysis, nonfundamental representations, blaschke matrices 0 1 13 553 0 2 24 1,075
Total Journal Articles 2 12 78 4,807 26 71 270 13,179

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 4 7 368
Total Books 0 0 0 0 2 4 7 368

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 2 16 855 0 2 18 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 2 16 855 0 3 23 1,088

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05