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 0 0 0 520
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 2 7 208 0 2 13 626
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 1 0 0 0 12
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 1 26
Coincident and leading indicators for the Euro area 0 0 0 0 0 0 0 111
Common Component Structural VARs 1 1 9 29 2 5 25 56
Common Components Structural VARs 0 1 13 54 2 5 30 56
Common and uncommon trends and cycles 0 0 0 0 0 0 1 75
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 109 0 1 6 393
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? 1 1 3 331 1 1 5 972
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 1 47 0 0 1 151
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 2 99 1 1 3 143
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 59 0 0 4 57
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 2 65 0 0 4 155
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 22 0 0 1 83
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 89 0 1 6 145
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 155 0 0 1 249
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 166 0 1 3 214
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 1 54 0 0 4 113
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 2 55
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 1 55 0 1 3 92
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 0 0 5 608
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 1 65 2 3 6 76
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 0 47 0 2 2 88
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 1 6 498 1 4 25 1,598
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 1 3 175 0 1 5 291
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 0 1 428 0 0 12 962
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 2 434
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 1 155 1 3 8 577
New Eurocoin: Tracking Economic Growth in Real Time 0 1 9 223 8 15 52 787
New Eurocoin: Tracking Economic Growth in Real Time 0 0 6 113 2 3 17 429
Noise Bubbles 0 0 1 64 1 5 17 230
Noise Bubbles 0 1 1 47 2 7 19 247
Noisy News in Business Cycles 1 1 1 67 6 9 35 172
Noisy News in Business Cycles 0 0 1 60 3 7 31 191
Noisy News in Business cycles 0 0 0 115 6 8 23 350
Non-Stationary Dynamic Factor Models for Large Datasets 0 1 2 129 0 3 17 175
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 49 1 2 2 151
One-Sided Representations of Generalized Dynamic Factor Models 0 1 1 213 1 2 5 459
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 1 3 229
Opening the Black Box: Structural Factor Models versus Structural VARs 0 0 1 373 1 1 9 858
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 1 88 5 11 36 424
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 1 149 1 4 12 441
Opening the black box: structural factor models with large cross-sections 1 1 2 344 2 4 17 1,085
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 1 78 0 1 4 120
Permanent and temporary fluctuations in macroeconomics 0 0 0 0 0 1 1 31
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 1 1 223 0 1 4 672
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 1 1,224 2 3 13 2,758
The Generalized Dynamic Factor Model: Identification and Estimation 1 2 5 1,117 5 7 18 2,847
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 2 392 0 0 6 1,241
The Generalized Dynamic Factor Model: Representation Theory 0 1 3 449 2 3 12 1,070
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 0 0 2 223
The generalised dynamic factor model: consistency and rates 0 0 0 0 0 0 0 129
The generalised dynamic factor model: identification and estimation 0 0 0 0 5 6 13 390
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 0 0 1 216
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 0 1 33
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 0 0 7 225
Total Working Papers 5 17 93 9,170 64 135 555 26,360


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 47 4 8 28 198
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 1 2 62 0 1 3 192
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 1 8 1 1 3 40
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 0 0 2 287
Do financial variables help forecasting inflation and real activity in the euro area? 3 5 6 187 4 8 18 530
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 12 1 1 10 66
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 4 32 3 4 13 130
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 5 28 0 0 8 117
Editors' note 0 0 0 2 0 0 0 32
Editors' note 0 0 0 4 0 0 0 81
Factor models in high-dimensional time series—A time-domain approach 0 0 0 28 0 0 1 76
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM 0 0 0 11 0 0 1 56
Il primo esercizio italiano di valutazione della ricerca: una prima valutazione 0 1 1 23 0 1 2 131
Innovation and corporate growth in the evolution of the drug industry 0 0 3 149 0 3 16 527
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 1 4 13 19 3 8 34 57
New Eurocoin: Tracking Economic Growth in Real Time 0 2 13 229 3 8 29 624
Noise Bubbles 0 0 2 20 0 2 11 90
Noisy News in Business Cycles 0 0 4 61 5 9 44 245
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 3 508 4 8 33 1,244
On persistence of shocks to economic variables: A common misconception 0 0 3 112 1 1 5 244
On the dynamic shape of aggregated error correction models 0 0 1 42 0 1 3 117
Optimal dimension reduction for high-dimensional and functional time series 0 1 3 11 0 1 6 62
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 1 4 17 282 2 5 26 644
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 2 4 10 412 5 8 24 1,182
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 1 1 3 323 1 1 10 812
The Generalized Dynamic-Factor Model: Identification And Estimation 1 2 12 907 6 9 34 2,312
The Principle of Labor Value 0 0 0 8 0 0 1 31
The general dynamic factor model: One-sided representation results 0 0 3 64 0 0 6 179
The generalized dynamic factor model consistency and rates 0 1 7 219 2 4 16 544
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 0 0 1 242
VAR analysis, nonfundamental representations, blaschke matrices 1 2 10 518 5 7 27 1,011
Total Journal Articles 10 28 128 4,543 50 99 415 12,314


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 1 13 353
Total Books 0 0 0 0 0 1 13 353


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 0 5 26 796 0 7 32 996
Total Chapters 0 5 26 796 0 7 32 996


Statistics updated 2022-12-04