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 1 189 0 1 3 526
A dynamic factor analysis of the response of U. S. interest rates to news 0 0 0 143 0 1 1 448
A real time coincident indicator of the euro area business cycle 0 3 5 228 0 5 8 654
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 0 2 16
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 0 26
Band-Pass Filtering with High-Dimensional Time Series 0 0 2 28 0 1 6 26
Band-Pass Filtering with High-Dimensional Time Series 0 0 2 5 0 1 7 19
Coincident and leading indicators for the Euro area 0 0 0 0 1 1 2 113
Common Component Structural VARs 0 1 6 48 1 5 14 104
Common Components Structural VARs 2 3 6 68 3 7 17 87
Common and uncommon trends and cycles 0 0 0 0 0 1 1 76
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 0 109 0 1 3 397
Diffusion of technical change and the decomposition of output into trend and cycle 0 0 0 0 0 0 1 62
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 0 331 0 0 2 977
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 1 50 0 1 3 156
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 1 4 151
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 0 0 2 63
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 2 68 0 2 9 168
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 0 0 87
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 1 1 92 0 3 3 154
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 158 0 0 2 257
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 0 0 2 225
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 95
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 4 5 625
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 1 68 0 1 5 94
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 3 51 0 0 6 95
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 1 3 511 0 3 9 1,632
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 1 179 0 0 4 304
Innovation and Corporate Growth in the Evolution of the Drug Industry 0 0 1 431 0 1 9 982
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 4 441
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 0 1 10 591
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 236 0 3 10 834
New Eurocoin: Tracking Economic Growth in Real Time 0 0 0 116 0 2 5 449
Noise Bubbles 0 0 0 50 0 0 2 272
Noise Bubbles 0 0 1 25 0 1 4 81
Noise Bubbles 0 0 1 66 1 2 6 253
Noisy News in Business Cycles 0 0 4 78 0 0 8 231
Noisy News in Business Cycles 0 0 0 62 0 0 2 230
Noisy News in Business cycles 0 0 0 116 0 1 1 377
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 1 132 1 1 4 216
On persistence of shocks to economic variables: a common misconception 0 0 0 0 0 0 1 66
One-Sided Representations of Generalized Dynamic Factor Models 1 1 2 51 1 3 4 157
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 1 1 234
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 218 1 3 6 473
Opening the Black Box: Structural Factor Models versus Structural VARs 0 0 1 382 0 1 8 881
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 3 6 484
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 0 2 465
Opening the black box: structural factor models with large cross-sections 0 0 0 346 0 4 8 1,116
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 0 2 3 127
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 1 524
Reference Cycles: The NBER Methodology Revisited 0 0 0 225 0 0 7 686
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 1 2 6 1,240 1 3 17 2,799
The Generalized Dynamic Factor Model: Identification and Estimation 0 0 2 1,127 0 2 13 2,884
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 1 394 1 2 6 1,252
The Generalized Dynamic Factor Model: Representation Theory 0 0 1 451 0 2 7 1,085
The dynamic effects of aggregate demand and supply disturbances: comment 0 0 0 0 0 2 4 230
The generalised dynamic factor model: consistency and rates 0 0 0 0 1 2 2 133
The generalised dynamic factor model: identification and estimation 0 0 0 0 0 2 5 404
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 0 1 4 226
Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin 0 0 1 12 0 0 2 22
Trend-cycle decompositions and measures of persistence: does time aggregation matter? 0 0 0 0 1 2 3 36
VAR analysis, non-fundamental representations, Blashke matrices 0 0 0 0 1 3 6 235
Validating DSGE Models through Dynamic Factor Models 0 0 3 23 0 0 6 37
Total Working Papers 4 12 63 9,460 15 90 311 27,503


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 6 232
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 3 3 200
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 0 9 0 0 3 48
Common and uncommon trends and cycles 0 1 1 61 0 1 1 213
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle 0 0 1 94 0 1 2 291
Do financial variables help forecasting inflation and real activity in the euro area? 1 1 6 207 1 3 12 573
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 18 0 1 5 82
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 1 2 3 38 1 3 5 145
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 1 4 39 1 4 14 145
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 0 1 3 82
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research 1 1 1 3 1 1 6 16
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 1 1 132
Innovation and corporate growth in the evolution of the drug industry 0 1 3 160 0 1 8 563
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 2 8 45 1 5 24 113
Linear System Challenges of Dynamic Factor Models 0 0 0 2 0 0 3 9
New Eurocoin: Tracking Economic Growth in Real Time 0 0 6 245 3 4 15 667
Noise Bubbles 0 0 2 24 0 2 11 113
Noisy News in Business Cycles 0 1 2 67 1 2 7 294
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 1 3 517 0 2 12 1,311
On persistence of shocks to economic variables: A common misconception 0 0 0 114 0 0 1 254
On the dynamic shape of aggregated error correction models 0 0 0 42 0 0 2 121
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 1 3 13 300 1 4 23 679
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment 0 1 9 435 0 4 15 1,223
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 1 1 4 337 2 3 16 853
The Generalized Dynamic-Factor Model: Identification And Estimation 2 4 12 930 3 5 28 2,386
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 0 0 2 186
The generalized dynamic factor model consistency and rates 1 1 2 225 2 3 9 569
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? 0 0 0 62 0 1 4 247
VAR analysis, nonfundamental representations, blaschke matrices 1 3 19 551 1 4 33 1,071
Total Journal Articles 9 24 103 4,791 18 61 275 13,091


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 0 3 364
Total Books 0 0 0 0 0 0 3 364


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 1 2 15 852 1 3 18 1,064
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 2 4 11
Total Chapters 1 2 15 852 1 5 23 1,084


Statistics updated 2025-05-12