Marco Lippi
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Istituto Einaudi per l'Economia e la Finanza (EIEF)
Research profile
author of:
- The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment (RePEc:aea:aecrev:v:83:y:1993:i:3:p:644-52)
by Lippi, Marco & Reichlin, Lucrezia - Noisy News in Business Cycles (RePEc:aea:aejmac:v:9:y:2017:i:4:p:122-52)
by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala - Band-Pass Filtering with High-Dimensional Time Series (RePEc:arx:papers:2305.06618)
by Alessandro Giovannelli & Marco Lippi & Tommaso Proietti - Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin (RePEc:bdi:opques:qef_703_22)
by Valentina Aprigliano & Simone Emiliozzi & Marco Lippi - A real time coincident indicator of the euro area business cycle (RePEc:bdi:wptemi:td_436_01)
by Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese - New Eurocoin: Tracking Economic Growth in Real Time (RePEc:bdi:wptemi:td_631_07)
by Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (RePEc:bes:jnlasa:v:100:y:2005:p:830-840)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia - Aggregation of Simple Linear Dynamics: Exact Asymptotic Results (RePEc:cep:stiecm:350)
by Marco Lippi & Paolo Zaffaroni - Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis (RePEc:cpr:ceprdp:10618)
by Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo - Dynamic Factor model with infinite dimensional factor space: forecasting (RePEc:cpr:ceprdp:11161)
by Forni, Mario & Giovannelli, Alessandro & Lippi, Marco & Soccorsi, Stefano - Eigenvalue Ratio Estimators for the Number of Common Factors (RePEc:cpr:ceprdp:11440)
by Forni, Mario & Cavicchioli, Maddalena & Lippi, Marco & Zaffaroni, Paolo - Common Component Structural VARs (RePEc:cpr:ceprdp:15529)
by Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca - Validating DSGE Models through Dynamic Factor Models (RePEc:cpr:ceprdp:17379)
by Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca - The Generalized Dynamic Factor Model: Identification and Estimation (RePEc:cpr:ceprdp:2338)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia - Reference Cycles: The NBER Methodology Revisited (RePEc:cpr:ceprdp:2400)
by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario - The Generalized Dynamic Factor Model: Representation Theory (RePEc:cpr:ceprdp:2509)
by Lippi, Marco & Forni, Mario - EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle (RePEc:cpr:ceprdp:3108)
by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio - Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? (RePEc:cpr:ceprdp:3146)
by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (RePEc:cpr:ceprdp:3432)
by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario - Opening the Black Box: Structural Factor Models versus Structural VARs (RePEc:cpr:ceprdp:4133)
by Lippi, Marco & Reichlin, Lucrezia & Forni, Mario - New EuroCOIN: Tracking Economic Growth in Real Time (RePEc:cpr:ceprdp:5633)
by Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni - Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle (RePEc:cpr:ceprdp:775)
by Lippi, Marco & Reichlin, Lucrezia - Noise Bubbles (RePEc:cpr:ceprdp:9532)
by Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca - Noisy News in Business cycles (RePEc:cpr:ceprdp:9601)
by Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca - The Generalized Dynamic Factor Model: Representation Theory (RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17)
by Forni, Mario & Lippi, Marco - Issues Concerning The Approximation Underlying The Spectral Representation Theorem (RePEc:cup:etheor:v:20:y:2004:i:02:p:417-426_20)
by Lippi, Marco - Opening The Black Box: Structural Factor Models With Large Cross Sections (RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09)
by Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia - Opening the Black Box: Structural Factor Models with Large Cross-Sections (RePEc:eca:wpaper:2008_036)
by Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin - Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations (RePEc:eca:wpaper:2013/134458)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Factor Models in High-Dimensional Time Series: A Time-Domain Approach (RePEc:eca:wpaper:2013/142428)
by Marc Hallin & Marco Lippi - Dynamic Factor Models, Cointegration and Error Correction Mechanisms (RePEc:eca:wpaper:2013/157568)
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis (RePEc:eca:wpaper:2013/200650)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting (RePEc:eca:wpaper:2013/228908)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi - Optimal Dimension Reduction for High-dimensional and Functional Time Series (RePEc:eca:wpaper:2013/260201)
by Marc Hallin & Siegfried Hörmann & Marco Lippi - One-Sided Representations of Generalized Dynamic Factor Models (RePEc:eca:wpaper:2013/94959)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Opening the black box: structural factor models with large cross-sections (RePEc:ecb:ecbwps:2007712)
by Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia - Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? (RePEc:ecj:econjl:v:101:y:1991:i:405:p:314-23)
by Lippi, Marco & Reichlin, Lucrezia - On the dynamic shape of aggregated error correction models (RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:561-585)
by Lippi, Marco - The generalized dynamic factor model consistency and rates (RePEc:eee:econom:v:119:y:2004:i:2:p:231-255)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia - The general dynamic factor model: One-sided representation results (RePEc:eee:econom:v:163:y:2011:i:1:p:23-28)
by Forni, Mario & Lippi, Marco - Dynamic factor models with infinite-dimensional factor spaces: One-sided representations (RePEc:eee:econom:v:185:y:2015:i:2:p:359-371)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo - Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis (RePEc:eee:econom:v:199:y:2017:i:1:p:74-92)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo - Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors (RePEc:eee:econom:v:221:y:2021:i:2:p:455-482)
by Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo - VAR analysis, nonfundamental representations, blaschke matrices (RePEc:eee:econom:v:63:y:1994:i:1:p:307-325)
by Lippi, Marco & Reichlin, Lucrezia - High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research (RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16)
by Lippi, Marco & Deistler, Manfred & Anderson, Brian - Common and uncommon trends and cycles (RePEc:eee:eecrev:v:38:y:1994:i:3-4:p:624-635)
by Lippi, Marco & Reichlin, Lucrezia - Innovation and corporate growth in the evolution of the drug industry (RePEc:eee:indorg:v:19:y:2001:i:7:p:1161-1187)
by Bottazzi, Giulio & Dosi, Giovanni & Lippi, Marco & Pammolli, Fabio & Riccaboni, Massimo - 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 (RePEc:eee:jeborg:v:24:y:1994:i:2:p:241-245)
by Lippi, Marco & Salvadori, Neri - Aggregation of linear dynamic microeconomic models (RePEc:eee:mateco:v:31:y:1999:i:1:p:131-158)
by Forni, Mario & Lippi, Marco - On persistence of shocks to economic variables : A common misconception (RePEc:eee:moneco:v:29:y:1992:i:1:p:87-93)
by Lippi, Marco & Reichlin, Lucrezia - Do financial variables help forecasting inflation and real activity in the euro area? (RePEc:eee:moneco:v:50:y:2003:i:6:p:1243-1255)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia - Editors' note (RePEc:eee:riceco:v:47:y:1993:i:2:p:105-106)
by Lippi, Marco & Rossi, Nicola - Editors' note (RePEc:eee:riceco:v:47:y:1993:i:3:p:233-234)
by Lippi, Marco & Rossi, Nicola - Factor models in high-dimensional time series—A time-domain approach (RePEc:eee:spapps:v:123:y:2013:i:7:p:2678-2695)
by Hallin, Marc & Lippi, Marco - Aggregation of simple linear dynamics: exact asymptotic results (RePEc:ehl:lserod:6872)
by Lippi, Marco & Zaffaroni, Paolo - One-Sided Representations of Generalized Dynamic Factor Models (RePEc:eie:wpaper:1106)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis (RePEc:eie:wpaper:1607)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms (RePEc:fip:fedgfe:2016-18)
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - Non-Stationary Dynamic Factor Models for Large Datasets (RePEc:fip:fedgfe:2016-24)
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - A dynamic factor analysis of the response of U. S. interest rates to news (RePEc:fip:fedlwp:2004-013)
by Marco Lippi & Daniel L. Thornton - Issues on Aggregation and Microfundations of Macroeconomics (RePEc:fth:romaec:6)
by Lippi, M. - Linear System Challenges of Dynamic Factor Models (RePEc:gam:jecnmx:v:10:y:2022:i:4:p:35-:d:995168)
by Brian D. O. Anderson & Manfred Deistler & Marco Lippi - Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors (RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273)
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - Noisy News in Business Cycles (RePEc:igi:igierp:531)
by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala - Noise Bubbles (RePEc:igi:igierp:532)
by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala - The Principle of Labor Value (RePEc:mes:ijpoec:v:28:y:1998:i:3:p:62-73)
by Marco Lippi - Opening the Black Box: Structural Factor Models with Large Cross-Sections (RePEc:mod:recent:008)
by Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin - New Eurocoin: Tracking Economic Growth in Real Time (RePEc:mod:recent:020)
by Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese. - Noise Bubbles (RePEc:mod:recent:096)
by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala - Noisy News in Business Cycles (RePEc:mod:recent:097)
by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala - Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis (RePEc:mod:recent:115)
by Pietro Dallari & Antonio Ribba - Dynamic Factor model with infinite dimensional factor space: forecasting (RePEc:mod:recent:120)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi - Eigenvalue Ratio Estimators for the Number of Dynamic Factors (RePEc:mod:recent:123)
by Maddalena Cavicchioli & Mario Forni & Marco Lippi & Paolo zaffaroni - Common Components Structural VARs (RePEc:mod:recent:147)
by Mario Forni & Luca Gambetti & marco Lippi & Luca Sala - Il primo esercizio italiano di valutazione della ricerca: una prima valutazione (RePEc:mul:jqat1f:doi:10.1427/27556:y:2007:i:2:p:267-276)
by Marco Lippi & Franco Peracchi - Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle (RePEc:oup:restud:v:61:y:1994:i:1:p:19-30.)
by Marco Lippi & Lucrezia Reichlin - Aggregation and the Microfoundations of Dynamic Macroeconomics (RePEc:oxp:obooks:9780198288008)
by Forni, Mario & Lippi, Marco - Permanent and Transitory Components in Macroeconomics (RePEc:pal:intecp:978-1-349-11570-9_13)
by Marco Lippi & Lucrezia Reichlin - Some Observations on Sraffa and Mathematical Proofs With an Appendix on Sraffa’s Convergence Algorithm (RePEc:pal:palchp:978-0-230-37533-8_13)
by Marco Lippi - Microfoundations of Dynamic Macroequations (RePEc:pal:palchp:978-1-349-12511-1_3)
by Marco Lippi - Band-Pass Filtering with High-Dimensional Time Series (RePEc:rtv:ceisrp:559)
by Alessandro Giovannelli & Marco Lippi & Tommaso Proietti - One-Sided Representations of Generalized Dynamic Factor Models (RePEc:sas:wpaper:20115)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle (RePEc:sce:scecf3:242)
by Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti - Optimal dimension reduction for high-dimensional and functional time series (RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9172-1)
by Marc Hallin & Siegfried Hörmann & Marco Lippi - Part III - How well does established theory work (RePEc:ssa:lemchs:dosietal-1988-3)
by Giovanni Dosi & Fabrizio Coricelli & Marco Lippi & Ronald Heiner & Norman Clark & Calestous Juma - Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals (RePEc:ssa:lemwps:2000/05)
by Giulio Bottazzi & Giovanni Dosi & Marco Lippi & Fabio Pammolli & Massimo Riccaboni - Innovation and Corporate Growth in the Evolution of the Drug Industry (RePEc:ssa:lemwps:2001/02)
by Giulio Bottazzi & Giovanni Dosi & Marco Lippi & Fabio Pammolli & Massimo Riccaboni - The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting (RePEc:ssa:lemwps:2003/13)
by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin - Issues Concerning the Approximation Underlying the Spectral Representation Theorem (RePEc:ssa:lemwps:2003/14)
by Marco Lippi - A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News (RePEc:ssa:lemwps:2004/05)
by Marco Lippi & Daniel L. Thornton - The Generalized Dynamic-Factor Model: Identification And Estimation (RePEc:tpr:restat:v:82:y:2000:i:4:p:540-554)
by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin - New Eurocoin: Tracking Economic Growth in Real Time (RePEc:tpr:restat:v:92:y:2010:i:4:p:1024-1034)
by Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese - The generalised dynamic factor model: one sided estimation and forecasting (RePEc:ulb:ulbeco:2013/10129)
by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin - The generalised dynamic factor model: consistency and rates (RePEc:ulb:ulbeco:2013/10133)
by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin - Coincident and leading indicators for the Euro area (RePEc:ulb:ulbeco:2013/10137)
by Lucrezia Reichlin & Mario Forni & Marc Hallin & Marco Lippi - The generalised dynamic factor model: identification and estimation (RePEc:ulb:ulbeco:2013/10143)
by Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi - VAR analysis, non-fundamental representations, Blashke matrices (RePEc:ulb:ulbeco:2013/10151)
by Marco Lippi & Lucrezia Reichlin - Common and uncommon trends and cycles (RePEc:ulb:ulbeco:2013/10153)
by Marco Lippi & Lucrezia Reichlin - Diffusion of technical change and the decomposition of output into trend and cycle (RePEc:ulb:ulbeco:2013/10157)
by Marco Lippi & Lucrezia Reichlin - The dynamic effects of aggregate demand and supply disturbances: comment (RePEc:ulb:ulbeco:2013/10159)
by Marco Lippi & Lucrezia Reichlin - On persistence of shocks to economic variables: a common misconception (RePEc:ulb:ulbeco:2013/10161)
by Marco Lippi & Lucrezia Reichlin - Trend-cycle decompositions and measures of persistence: does time aggregation matter? (RePEc:ulb:ulbeco:2013/10163)
by Lucrezia Reichlin & Marco Lippi - Permanent and temporary fluctuations in macroeconomics (RePEc:ulb:ulbeco:2013/10193)
by Lucrezia Reichlin & Marco Lippi - Do financial variables help forecasting inflation and real activity in the Euro area ? (RePEc:ulb:ulbeco:2013/2123)
by Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin - Noise Bubbles (RePEc:wly:econjl:v:127:y:2017:i:604:p:1940-1976)
by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala - Dynamic factor model with infinite‐dimensional factor space: Forecasting (RePEc:wly:japmet:v:33:y:2018:i:5:p:625-642)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi