Marco Lippi
Personal Details
First Name: | Marco |
Middle Name: | |
Last Name: | Lippi |
Suffix: | |
RePEc Short-ID: | pli391 |
[This author has chosen not to make the email address public] | |
http://www.lippi.ws | |
Terminal Degree: | 1965 (from RePEc Genealogy) |
Affiliation
Istituto Einaudi per l'Economia e la Finanza (EIEF)
Roma, Italyhttp://www.eief.it/
RePEc:edi:einauit (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023.
"Band-Pass Filtering with High-Dimensional Time Series,"
Papers
2305.06618, arXiv.org.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023. "Band-Pass Filtering with High-Dimensional Time Series," CEIS Research Paper 559, Tor Vergata University, CEIS, revised 15 Jun 2023.
- Valentina Aprigliano & Simone Emiliozzi & Marco Lippi, 2022. "Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin," Questioni di Economia e Finanza (Occasional Papers) 703, Bank of Italy, Economic Research and International Relations Area.
- Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca, 2022. "Validating DSGE Models through Dynamic Factor Models," CEPR Discussion Papers 17379, C.E.P.R. Discussion Papers.
- Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca, 2020.
"Common Component Structural VARs,"
CEPR Discussion Papers
15529, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & marco Lippi & Luca Sala, 2020. "Common Components Structural VARs," Center for Economic Research (RECent) 147, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2017.
"Optimal Dimension Reduction for High-dimensional and Functional Time Series,"
Working Papers ECARES
ECARES 2017-39, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2018. "Optimal dimension reduction for high-dimensional and functional time series," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 385-398, July.
- Forni, Mario & Giovannelli, Alessandro & Lippi, Marco & Soccorsi, Stefano, 2016.
"Dynamic Factor model with infinite dimensional factor space: forecasting,"
CEPR Discussion Papers
11161, C.E.P.R. Discussion Papers.
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2018. "Dynamic factor model with infinite‐dimensional factor space: Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 625-642, August.
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016. "Dynamic Factor model with infinite dimensional factor space: forecasting," Center for Economic Research (RECent) 120, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016. "Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting," Working Papers ECARES ECARES 2016-16, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024, Board of Governors of the Federal Reserve System (U.S.).
- Forni, Mario & Cavicchioli, Maddalena & Lippi, Marco & Zaffaroni, Paolo, 2016. "Eigenvalue Ratio Estimators for the Number of Common Factors," CEPR Discussion Papers 11440, C.E.P.R. Discussion Papers.
- Maddalena Cavicchioli & Mario Forni & Marco Lippi & Paolo zaffaroni, 2016. "Eigenvalue Ratio Estimators for the Number of Dynamic Factors," Center for Economic Research (RECent) 123, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015.
"Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis,"
CEPR Discussion Papers
10618, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2017. "Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis," Journal of Econometrics, Elsevier, vol. 199(1), pages 74-92.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2016. "Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis," EIEF Working Papers Series 1607, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," Working Papers ECARES ECARES 2015-23, ULB -- Universite Libre de Bruxelles.
- Pietro Dallari & Antonio Ribba, 2015. "Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis," Center for Economic Research (RECent) 115, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014.
"Dynamic Factor Models, Cointegration and Error Correction Mechanisms,"
Working Papers ECARES
ECARES 2014-14, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Dynamic Factor Models, Cointegration, and Error Correction Mechanisms," Finance and Economics Discussion Series 2016-018, Board of Governors of the Federal Reserve System (U.S.).
- Marc Hallin & Marco Lippi, 2013.
"Factor Models in High-Dimensional Time Series: A Time-Domain Approach,"
Working Papers ECARES
ECARES 2013-15, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Lippi, Marco, 2013. "Factor models in high-dimensional time series—A time-domain approach," Stochastic Processes and their Applications, Elsevier, vol. 123(7), pages 2678-2695.
- Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013.
"Noise Bubbles,"
CEPR Discussion Papers
9532, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017. "Noise Bubbles," Economic Journal, Royal Economic Society, vol. 127(604), pages 1940-1976, September.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Center for Economic Research (RECent) 096, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Working Papers 532, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013.
"Noisy News in Business cycles,"
CEPR Discussion Papers
9601, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017. "Noisy News in Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 122-152, October.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Working Papers 531, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Center for Economic Research (RECent) 097, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Luca Gambetti, 2014. "Noisy News in Business Cycles," 2014 Meeting Papers 1406, Society for Economic Dynamics.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012.
"Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations,"
Working Papers ECARES
ECARES 2012-046, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2015. "Dynamic factor models with infinite-dimensional factor spaces: One-sided representations," Journal of Econometrics, Elsevier, vol. 185(2), pages 359-371.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011.
"One-Sided Representations of Generalized Dynamic Factor Models,"
Working Papers ECARES
ECARES 2011-019, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series 1106, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2011.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," DSS Empirical Economics and Econometrics Working Papers Series 2011/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections,"
Working Papers ECARES
2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007.
"New Eurocoin: Tracking Economic Growth in Real Time,"
Temi di discussione (Economic working papers)
631, Bank of Italy, Economic Research and International Relations Area.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010. "New Eurocoin: Tracking Economic Growth in Real Time," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2004.
"The generalised dynamic factor model: consistency and rates,"
ULB Institutional Repository
2013/10133, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2004. "The generalized dynamic factor model consistency and rates," Journal of Econometrics, Elsevier, vol. 119(2), pages 231-255, April.
- Marco Lippi & Daniel L. Thornton, 2004.
"A dynamic factor analysis of the response of U. S. interest rates to news,"
Working Papers
2004-013, Federal Reserve Bank of St. Louis.
- Marco Lippi & Daniel L. Thornton, 2004. "A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News," LEM Papers Series 2004/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Marco Lippi, 2003.
"Issues Concerning the Approximation Underlying the Spectral Representation Theorem,"
LEM Papers Series
2003/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lippi, Marco, 2004. "Issues Concerning The Approximation Underlying The Spectral Representation Theorem," Econometric Theory, Cambridge University Press, vol. 20(2), pages 417-426, April.
- Lippi, Marco & Reichlin, Lucrezia & Forni, Mario, 2003. "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers 4133, C.E.P.R. Discussion Papers.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?,"
CEPR Discussion Papers
3146, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003. "Do financial variables help forecasting inflation and real activity in the euro area?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
- Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
CEPR Discussion Papers
3432, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
- Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese, 2001. "A real time coincident indicator of the euro area business cycle," Temi di discussione (Economic working papers) 436, Bank of Italy, Economic Research and International Relations Area.
- Giulio Bottazzi & Giovanni Dosi & Marco Lippi & Fabio Pammolli & Massimo Riccaboni, 2001.
"Innovation and Corporate Growth in the Evolution of the Drug Industry,"
LEM Papers Series
2001/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dosi, Giovanni & Lippi, Marco & Pammolli, Fabio & Riccaboni, Massimo, 2001. "Innovation and corporate growth in the evolution of the drug industry," International Journal of Industrial Organization, Elsevier, vol. 19(7), pages 1161-1187, July.
- Lucrezia Reichlin & Mario Forni & Marc Hallin & Marco Lippi, 2001.
"Coincident and leading indicators for the Euro area,"
ULB Institutional Repository
2013/10137, ULB -- Universite Libre de Bruxelles.
- Forni, Mario, et al, 2001. "Coincident and Leading Indicators for the Euro Area," Economic Journal, Royal Economic Society, vol. 111(471), pages 62-85, May.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001.
"EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle,"
CEPR Discussion Papers
3108, C.E.P.R. Discussion Papers.
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003 242, Society for Computational Economics.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2000. "Reference Cycles: The NBER Methodology Revisited," CEPR Discussion Papers 2400, C.E.P.R. Discussion Papers.
- Lippi, Marco & Forni, Mario, 2000.
"The Generalized Dynamic Factor Model: Representation Theory,"
CEPR Discussion Papers
2509, C.E.P.R. Discussion Papers.
- Forni, Mario & Lippi, Marco, 2001. "The Generalized Dynamic Factor Model: Representation Theory," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1113-1141, December.
- Giulio Bottazzi & Giovanni Dosi & Marco Lippi & Fabio Pammolli & Massimo Riccaboni, 2000. "Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals," LEM Papers Series 2000/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999.
"The Generalized Dynamic Factor Model: Identification and Estimation,"
CEPR Discussion Papers
2338, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
- Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
- Marco Lippi & Paolo Zaffaroni, 1998.
"Aggregation of Simple Linear Dynamics: Exact Asymptotic Results,"
STICERD - Econometrics Paper Series
350, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Lippi, Marco & Zaffaroni, Paolo, 1998. "Aggregation of simple linear dynamics: exact asymptotic results," LSE Research Online Documents on Economics 6872, London School of Economics and Political Science, LSE Library.
- Marco Lippi & Lucrezia Reichlin, 1994.
"VAR analysis, non-fundamental representations, Blashke matrices,"
ULB Institutional Repository
2013/10151, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1994. "VAR analysis, nonfundamental representations, blaschke matrices," Journal of Econometrics, Elsevier, vol. 63(1), pages 307-325, July.
- Marco Lippi & Lucrezia Reichlin, 1994.
"Common and uncommon trends and cycles,"
ULB Institutional Repository
2013/10153, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1994. "Common and uncommon trends and cycles," European Economic Review, Elsevier, vol. 38(3-4), pages 624-635, April.
- Marco Lippi & Lucrezia Reichlin, 1993.
"The dynamic effects of aggregate demand and supply disturbances: comment,"
ULB Institutional Repository
2013/10159, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1993. "The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment," American Economic Review, American Economic Association, vol. 83(3), pages 644-652, June.
- Lippi, Marco & Reichlin, Lucrezia, 1993.
"Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle,"
CEPR Discussion Papers
775, C.E.P.R. Discussion Papers.
- Marco Lippi & Lucrezia Reichlin, 1994. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 19-30.
- Marco Lippi & Lucrezia Reichlin, 1994. "Diffusion of technical change and the decomposition of output into trend and cycle," ULB Institutional Repository 2013/10157, ULB -- Universite Libre de Bruxelles.
- Marco Lippi & Lucrezia Reichlin, 1992.
"On persistence of shocks to economic variables: a common misconception,"
ULB Institutional Repository
2013/10161, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1992. "On persistence of shocks to economic variables : A common misconception," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 87-93, February.
- Lucrezia Reichlin & Marco Lippi, 1991. "Permanent and temporary fluctuations in macroeconomics," ULB Institutional Repository 2013/10193, ULB -- Universite Libre de Bruxelles.
- Lucrezia Reichlin & Marco Lippi, 1991.
"Trend-cycle decompositions and measures of persistence: does time aggregation matter?,"
ULB Institutional Repository
2013/10163, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1991. "Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?," Economic Journal, Royal Economic Society, vol. 101(405), pages 314-323, March.
- Lippi, M., 1990. "Issues on Aggregation and Microfundations of Macroeconomics," Papers 6, Roma "la Sapienza" - Scienze Economiche.
Articles
- Lippi, Marco & Deistler, Manfred & Anderson, Brian, 2023. "High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research," Econometrics and Statistics, Elsevier, vol. 26(C), pages 3-16.
- Brian D. O. Anderson & Manfred Deistler & Marco Lippi, 2022. "Linear System Challenges of Dynamic Factor Models," Econometrics, MDPI, vol. 10(4), pages 1-26, December.
- Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo, 2021. "Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors," Journal of Econometrics, Elsevier, vol. 221(2), pages 455-482.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2020. "Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors," Econometrics, MDPI, vol. 8(1), pages 1-23, February.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2018.
"Optimal dimension reduction for high-dimensional and functional time series,"
Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 385-398, July.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2017. "Optimal Dimension Reduction for High-dimensional and Functional Time Series," Working Papers ECARES ECARES 2017-39, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2018.
"Dynamic factor model with infinite‐dimensional factor space: Forecasting,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 625-642, August.
- Forni, Mario & Giovannelli, Alessandro & Lippi, Marco & Soccorsi, Stefano, 2016. "Dynamic Factor model with infinite dimensional factor space: forecasting," CEPR Discussion Papers 11161, C.E.P.R. Discussion Papers.
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016. "Dynamic Factor model with infinite dimensional factor space: forecasting," Center for Economic Research (RECent) 120, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016. "Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting," Working Papers ECARES ECARES 2016-16, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017.
"Noise Bubbles,"
Economic Journal, Royal Economic Society, vol. 127(604), pages 1940-1976, September.
- Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013. "Noise Bubbles," CEPR Discussion Papers 9532, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Center for Economic Research (RECent) 096, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Working Papers 532, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017.
"Noisy News in Business Cycles,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 122-152, October.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Working Papers 531, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Center for Economic Research (RECent) 097, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Luca Gambetti, 2014. "Noisy News in Business Cycles," 2014 Meeting Papers 1406, Society for Economic Dynamics.
- Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013. "Noisy News in Business cycles," CEPR Discussion Papers 9601, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2017.
"Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis,"
Journal of Econometrics, Elsevier, vol. 199(1), pages 74-92.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2016. "Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis," EIEF Working Papers Series 1607, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," Working Papers ECARES ECARES 2015-23, ULB -- Universite Libre de Bruxelles.
- Pietro Dallari & Antonio Ribba, 2015. "Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis," Center for Economic Research (RECent) 115, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," CEPR Discussion Papers 10618, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2015.
"Dynamic factor models with infinite-dimensional factor spaces: One-sided representations,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 359-371.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012. "Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations," Working Papers ECARES ECARES 2012-046, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Lippi, Marco, 2013.
"Factor models in high-dimensional time series—A time-domain approach,"
Stochastic Processes and their Applications, Elsevier, vol. 123(7), pages 2678-2695.
- Marc Hallin & Marco Lippi, 2013. "Factor Models in High-Dimensional Time Series: A Time-Domain Approach," Working Papers ECARES ECARES 2013-15, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Lippi, Marco, 2011. "The general dynamic factor model: One-sided representation results," Journal of Econometrics, Elsevier, vol. 163(1), pages 23-28, July.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010.
"New Eurocoin: Tracking Economic Growth in Real Time,"
The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
"Opening The Black Box: Structural Factor Models With Large Cross Sections,"
Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Marco Lippi & Franco Peracchi, 2007. "Il primo esercizio italiano di valutazione della ricerca: una prima valutazione," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 267-276.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2004.
"The generalized dynamic factor model consistency and rates,"
Journal of Econometrics, Elsevier, vol. 119(2), pages 231-255, April.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2004. "The generalised dynamic factor model: consistency and rates," ULB Institutional Repository 2013/10133, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco, 2004.
"Issues Concerning The Approximation Underlying The Spectral Representation Theorem,"
Econometric Theory, Cambridge University Press, vol. 20(2), pages 417-426, April.
- Marco Lippi, 2003. "Issues Concerning the Approximation Underlying the Spectral Representation Theorem," LEM Papers Series 2003/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003.
"Do financial variables help forecasting inflation and real activity in the euro area?,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers.
- Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Lippi, Marco, 2001.
"The Generalized Dynamic Factor Model: Representation Theory,"
Econometric Theory, Cambridge University Press, vol. 17(6), pages 1113-1141, December.
- Lippi, Marco & Forni, Mario, 2000. "The Generalized Dynamic Factor Model: Representation Theory," CEPR Discussion Papers 2509, C.E.P.R. Discussion Papers.
- Bottazzi, Giulio & Dosi, Giovanni & Lippi, Marco & Pammolli, Fabio & Riccaboni, Massimo, 2001.
"Innovation and corporate growth in the evolution of the drug industry,"
International Journal of Industrial Organization, Elsevier, vol. 19(7), pages 1161-1187, July.
- Giulio Bottazzi & Giovanni Dosi & Marco Lippi & Fabio Pammolli & Massimo Riccaboni, 2001. "Innovation and Corporate Growth in the Evolution of the Drug Industry," LEM Papers Series 2001/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000.
"The Generalized Dynamic-Factor Model: Identification And Estimation,"
The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999. "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers 2338, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Lippi, Marco, 1999. "Aggregation of linear dynamic microeconomic models," Journal of Mathematical Economics, Elsevier, vol. 31(1), pages 131-158, February.
- Marco Lippi, 1998. "The Principle of Labor Value," International Journal of Political Economy, Taylor & Francis Journals, vol. 28(3), pages 62-73, September.
- Lippi, Marco & Salvadori, Neri, 1994. "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 (cl," Journal of Economic Behavior & Organization, Elsevier, vol. 24(2), pages 241-245, July.
- Lippi, Marco & Reichlin, Lucrezia, 1994.
"Common and uncommon trends and cycles,"
European Economic Review, Elsevier, vol. 38(3-4), pages 624-635, April.
- Marco Lippi & Lucrezia Reichlin, 1994. "Common and uncommon trends and cycles," ULB Institutional Repository 2013/10153, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1994.
"VAR analysis, nonfundamental representations, blaschke matrices,"
Journal of Econometrics, Elsevier, vol. 63(1), pages 307-325, July.
- Marco Lippi & Lucrezia Reichlin, 1994. "VAR analysis, non-fundamental representations, Blashke matrices," ULB Institutional Repository 2013/10151, ULB -- Universite Libre de Bruxelles.
- Marco Lippi & Lucrezia Reichlin, 1994.
"Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 19-30.
- Marco Lippi & Lucrezia Reichlin, 1994. "Diffusion of technical change and the decomposition of output into trend and cycle," ULB Institutional Repository 2013/10157, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1993. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle," CEPR Discussion Papers 775, C.E.P.R. Discussion Papers.
- Lippi, Marco & Rossi, Nicola, 1993. "Editors' note," Ricerche Economiche, Elsevier, vol. 47(3), pages 233-234, September.
- Lippi, Marco & Rossi, Nicola, 1993. "Editors' note," Ricerche Economiche, Elsevier, vol. 47(2), pages 105-106, June.
- Lippi, Marco & Reichlin, Lucrezia, 1993.
"The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment,"
American Economic Review, American Economic Association, vol. 83(3), pages 644-652, June.
- Marco Lippi & Lucrezia Reichlin, 1993. "The dynamic effects of aggregate demand and supply disturbances: comment," ULB Institutional Repository 2013/10159, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1992.
"On persistence of shocks to economic variables : A common misconception,"
Journal of Monetary Economics, Elsevier, vol. 29(1), pages 87-93, February.
- Marco Lippi & Lucrezia Reichlin, 1992. "On persistence of shocks to economic variables: a common misconception," ULB Institutional Repository 2013/10161, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1991.
"Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?,"
Economic Journal, Royal Economic Society, vol. 101(405), pages 314-323, March.
- Lucrezia Reichlin & Marco Lippi, 1991. "Trend-cycle decompositions and measures of persistence: does time aggregation matter?," ULB Institutional Repository 2013/10163, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco, 1988. "On the dynamic shape of aggregated error correction models," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 561-585.
Chapters
- Marco Lippi, 2008. "Some Observations on Sraffa and Mathematical Proofs With an Appendix on Sraffa’s Convergence Algorithm," Palgrave Macmillan Books, in: Guglielmo Chiodi & Leonardo Ditta (ed.), Sraffa or An Alternative Economics, chapter 12, pages 243-259, Palgrave Macmillan.
- Marco Lippi, 1992. "Microfoundations of Dynamic Macroequations," Palgrave Macmillan Books, in: Helge Brink (ed.), Themes in Modern Macroeconomics, chapter 3, pages 35-50, Palgrave Macmillan.
- Marco Lippi & Lucrezia Reichlin, 1991. "Permanent and Transitory Components in Macroeconomics," International Economic Association Series, in: Niels Thygesen & Kumaraswamy Velupillai & Stefano Zambelli (ed.), Business Cycles, chapter 13, pages 331-367, Palgrave Macmillan.
- Giovanni Dosi & Fabrizio Coricelli & Marco Lippi & Ronald Heiner & Norman Clark & Calestous Juma, 1988. "Part III - How well does established theory work," LEM Chapters Series, in: Giovanni Dosi & Christopher Freeman & Richard Nelson & Gerarld Silverberg & Luc Soete (ed.), Technical Change and Economic Theory, chapter 6, pages 120-218, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Books
- Forni, Mario & Lippi, Marco, 1997. "Aggregation and the Microfoundations of Dynamic Macroeconomics," OUP Catalogue, Oxford University Press, number 9780198288008.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Downloads through RePEc Services over the past 12 months
- Euclidian citation score
- Closeness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 38 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (21) 2003-02-18 2004-06-13 2004-09-30 2008-11-18 2011-08-15 2011-12-13 2012-01-25 2013-03-30 2014-03-30 2015-06-05 2016-03-23 2016-04-04 2016-04-09 2016-04-09 2016-04-16 2016-05-08 2016-05-21 2016-08-28 2017-11-12 2021-02-22 2023-06-26. Author is listed
- NEP-ECM: Econometrics (20) 2003-02-26 2003-03-17 2004-03-03 2004-04-04 2006-05-06 2007-10-20 2008-10-07 2008-11-18 2011-08-15 2012-12-15 2013-03-30 2014-03-30 2015-01-03 2015-06-05 2016-04-09 2016-04-16 2016-08-28 2017-06-25 2021-02-22 2023-06-26. Author is listed
- NEP-MAC: Macroeconomics (20) 2003-03-14 2004-06-13 2004-09-30 2006-05-06 2007-10-20 2008-10-07 2008-11-18 2013-09-28 2014-03-30 2014-04-11 2014-04-11 2015-01-03 2015-06-05 2016-04-04 2016-04-09 2016-04-09 2016-04-16 2016-05-21 2021-02-22 2021-05-17. Author is listed
- NEP-FOR: Forecasting (9) 2006-05-06 2012-12-15 2015-06-05 2016-03-23 2016-04-09 2016-04-23 2016-04-23 2016-05-08 2016-05-21. Author is listed
- NEP-EEC: European Economics (4) 2003-03-14 2006-05-06 2007-10-20 2022-08-22
- NEP-ORE: Operations Research (3) 2017-06-25 2021-02-22 2021-05-17
- NEP-CBA: Central Banking (2) 2006-05-06 2008-11-18
- NEP-GER: German Papers (2) 2014-04-11 2014-04-11
- NEP-MON: Monetary Economics (2) 2004-09-30 2005-01-10
- NEP-BEC: Business Economics (1) 2008-11-18
- NEP-ENT: Entrepreneurship (1) 2002-05-03
- NEP-FIN: Finance (1) 2004-09-30
- NEP-GRO: Economic Growth (1) 2023-07-10
- NEP-HEA: Health Economics (1) 2002-05-03
- NEP-MFD: Microfinance (1) 2023-07-10
- NEP-PKE: Post Keynesian Economics (1) 2016-05-08
- NEP-RMG: Risk Management (1) 2004-02-29
- NEP-SOG: Sociology of Economics (1) 2014-12-24
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Marco Lippi should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.