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 2 4 5 531
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 0 143 1 6 10 457
A real time coincident indicator of the euro area business cycle 0 0 3 231 0 11 15 669
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 5 8 24
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 2 4 30
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 2 7 13 32
Band-Pass Filtering with High-Dimensional Time Series 0 1 4 32 0 6 13 39
Coincident and leading indicators for the Euro area 0 0 0 0 2 10 13 125
Common Component Structural VARs 0 0 1 48 0 5 13 113
Common Components Structural VARs 0 0 4 69 0 6 20 100
Common and uncommon trends and cycles 0 0 0 0 1 2 5 81
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 109 0 5 5 402
Diffusion of technical change and the decomposition of output into trend and cycle 0 0 0 0 1 105 110 172
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 0 331 4 14 14 991
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 50 3 7 9 165
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 7 13 163
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 2 7 13 76
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 1 9 11 178
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 1 6 14 101
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 0 5 11 162
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 1 7 13 270
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 2 7 10 235
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 1 4 7 123
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 3 7 8 103
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 4 5 63
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE 0 0 0 2 1 5 9 633
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 68 2 9 15 108
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 1 1 52 0 9 11 106
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 1 512 5 13 18 1,650
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 1 180 2 6 9 313
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 0 0 431 1 6 14 996
Issues Concerning the Approximation Underlying the Spectral Representation Theorem 0 0 0 35 0 3 5 152
Issues on Aggregation and Microfundations of Macroeconomics 0 0 0 0 0 8 9 450
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 1 9 19 610
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 117 0 2 10 459
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 236 0 6 14 848
Noise Bubbles 0 0 0 25 1 7 15 96
Noise Bubbles 0 0 0 50 2 9 14 286
Noise Bubbles 0 0 0 66 0 4 8 260
Noisy News in Business Cycles 0 0 0 78 5 10 11 242
Noisy News in Business Cycles 0 0 0 62 10 26 40 270
Noisy News in Business cycles 0 0 0 116 0 5 6 383
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 0 132 2 6 15 230
On persistence of shocks to economic variables: a common misconception 0 0 0 0 0 5 6 72
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 12 36 52 524
One-Sided Representations of Generalized Dynamic Factor Models 0 0 1 51 2 9 15 171
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 5 7 241
Opening the Black Box: Structural Factor Models versus Structural VARs 0 0 1 383 0 3 8 889
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 5 8 491
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 2 4 9 474
Opening the black box: structural factor models with large cross-sections 0 0 1 347 2 8 27 1,142
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 1 7 12 137
Permanent and temporary fluctuations in macroeconomics 0 0 0 0 0 1 1 33
Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals 0 0 0 251 1 1 6 530
Reference Cycles: The NBER Methodology Revisited 0 0 1 226 1 7 14 700
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 1 1 2 1,241 2 21 28 2,826
The Generalized Dynamic Factor Model: Identification and Estimation 0 2 5 1,132 5 21 34 2,918
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 1 7 14 1,265
The Generalized Dynamic Factor Model: Representation Theory 0 1 1 452 15 58 66 1,151
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 1 3 4 234
The generalised dynamic factor model: consistency and rates 0 0 0 0 1 6 12 144
The generalised dynamic factor model: identification and estimation 0 0 0 0 2 6 15 418
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 12 18 244
Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin 0 0 1 13 1 5 10 32
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 0 3 4 39
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 0 1 6 240
Validating DSGE Models through Dynamic Factor Models 0 0 1 24 1 4 11 48
Total Working Papers 1 6 32 9,485 113 639 991 28,460

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 1 1 1 51 1 9 16 247
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 2 4 204
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 2 11 0 9 13 61
Common and uncommon trends and cycles 0 1 2 63 1 6 8 221
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 94 1 2 5 296
Do financial variables help forecasting inflation and real activity in the euro area? 1 1 2 208 1 4 13 585
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 2 10 11 93
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 3 12 17 160
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 2 41 1 5 16 158
Editors' note 0 0 0 2 0 0 0 32
Editors' note 0 0 0 4 0 3 3 84
Factor models in high-dimensional time series—A time-domain approach 0 0 0 29 3 7 9 91
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research 0 0 1 3 1 4 7 22
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 1 4 6 137
Informing DSGE Models Through Dynamic Factor Models 0 3 6 6 2 17 30 30
Innovation and corporate growth in the evolution of the drug industry 0 0 1 161 0 9 16 579
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 1 3 47 2 5 18 129
Linear System Challenges of Dynamic Factor Models 0 0 0 2 1 1 3 12
New Eurocoin: Tracking Economic Growth in Real Time 0 1 3 248 1 5 15 679
Noise Bubbles 0 0 1 25 7 12 19 132
Noisy News in Business Cycles 0 0 0 67 1 6 13 306
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 3 5 522 2 15 25 1,335
On persistence of shocks to economic variables: A common misconception 0 0 1 115 0 4 6 260
On the dynamic shape of aggregated error correction models 0 0 0 42 0 1 2 123
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 0 4 8 78
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 1 1 5 303 2 9 19 696
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 2 3 4 439 2 9 19 1,242
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 1 2 4 340 3 14 36 887
The Generalized Dynamic-Factor Model: Identification And Estimation 2 2 10 938 4 21 49 2,432
The Principle of Labor Value 0 0 0 8 0 1 2 34
The general dynamic factor model: One-sided representation results 0 0 0 64 1 2 9 195
The generalized dynamic factor model consistency and rates 0 1 4 228 2 12 21 587
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 0 2 4 251
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS 0 0 4 5 1 7 12 15
VAR analysis, nonfundamental representations, blaschke matrices 1 1 5 554 1 6 19 1,088
Total Journal Articles 9 21 69 4,848 47 239 473 13,539

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 1 9 16 380
Total Books 0 0 0 0 1 9 16 380

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 2 2 5
Part III - How well does established theory work 1 4 9 860 2 11 19 1,081
Permanent and Transitory Components in Macroeconomics 0 0 0 0 0 2 2 8
Some Observations on Sraffa and Mathematical Proofs With an Appendix on Sraffa’s Convergence Algorithm 0 0 0 0 0 1 4 14
Total Chapters 1 4 9 860 2 16 27 1,108

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Statistics updated 2026-03-04