Details about Marco Lippi

Access statistics for papers by Marco Lippi.

Last updated 2013-05-16. Update your information in the RePEc Author Service.

Short-id: pli391

Working Papers

2013

1. Factor Models in High-Dimensional Time Series: A Time-Domain Approach
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles

2012

2. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles

2011

3. One-Sided Representations of Generalized Dynamic Factor Models
   EIEF Working Papers Series, Einaudi Institute for Economic and Finance (EIEF)
   Also in DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome (2011)
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011)

2008

4. New Eurocoin: Tracking Economic Growth in Real Time
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics View citations (3)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) View citations (20)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (44)
   See also Journal Article in The Review of Economics and Statistics (2010)
5. Opening the Black Box: Structural Factor Models with Large Cross-Sections
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (37)
   Also in Working Paper Series, European Central Bank (2007) View citations (45)
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2007) View citations (4)
   See also Journal Article in Econometric Theory (2009)

2005

6. The generalised dynamic factor model: one sided estimation and forecasting
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (7)
   Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2003) View citations (53)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (36)
   See also Journal Article in Journal of the American Statistical Association (2005)

2004

7. A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (1)
   Also in Working Papers, Federal Reserve Bank of St. Louis (2004)
8. The generalised dynamic factor model: consistency and rates
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
   See also Journal Article in Journal of Econometrics (2004)

2003

9. Do financial variables help forecasting inflation and real activity in the Euro area ?
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (86)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (22)
   See also Journal Article in Journal of Monetary Economics (2003)
10. EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (81)
11. Issues Concerning the Approximation Underlying the Spectral Representation Theorem
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
    See also Journal Article in Econometric Theory (2004)
12. Opening the Black Box: Structural Factor Models versus Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (33)

2001

13. A real time coincident indicator of the euro area business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (43)
14. Coincident and leading indicators for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (77)
15. Innovation and Corporate Growth in the Evolution of the Drug Industry
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (57)
    See also Journal Article in International Journal of Industrial Organization (2001)

2000

16. Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (4)
17. Reference Cycles: The NBER Methodology Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
18. The Generalized Dynamic Factor Model: Representation Theory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (27)
    See also Journal Article in Econometric Theory (2001)
19. The generalised dynamic factor model: identification and estimation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (203)
    See also Journal Article in The Review of Economics and Statistics (2000)

1998

20. Aggregation of Simple Linear Dynamics: Exact Asymptotic Results
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (2)

1994

21. Common and uncommon trends and cycles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in European Economic Review (1994)
22. Diffusion of technical change and the decomposition of output into trend and cycle
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (29)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1993) View citations (1)
    See also Journal Article in Review of Economic Studies (1994)
23. VAR analysis, non-fundamental representations, Blashke matrices
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    See also Journal Article in Journal of Econometrics (1994)

1993

24. The dynamic effects of aggregate demand and supply disturbances: comment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (90)
    See also Journal Article in American Economic Review (1993)

1992

25. On persistence of shocks to economic variables: a common misconception
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in Journal of Monetary Economics (1992)

1991

26. Permanent and temporary fluctuations in macroeconomics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
27. Trend-cycle decompositions and measures of persistence: does time aggregation matter?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
    See also Journal Article in Economic Journal (1991)

1990

28. Issues on Aggregation and Microfundations of Macroeconomics
    Working Papers, Roma "la Sapienza" - Scienze Economiche View citations (1)

Journal Articles

2011

1. The general dynamic factor model: One-sided representation results
   Journal of Econometrics, 2011, 163, (1), 23-28 View citations (1)

2010

2. New Eurocoin: Tracking Economic Growth in Real Time
   The Review of Economics and Statistics, 2010, 92, (4), 1024-1034 View citations (11)
   See also Working Paper (2008)

2009

3. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
   Econometric Theory, 2009, 25, (05), 1319-1347 View citations (36)
   See also Working Paper (2008)

2007

4. Il primo esercizio italiano di valutazione della ricerca: una prima valutazione
   Rivista italiana degli economisti, 2007, (2), 267-276 View citations (3)
   Also in Rivista Italiana degli Economisti, 2007, 12, (2), 267-276 (2007) View citations (2)

2005

5. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
   Journal of the American Statistical Association, 2005, 100, 830-840 View citations (159)
   See also Working Paper (2005)

2004

6. ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM
   Econometric Theory, 2004, 20, (02), 417-426
   See also Working Paper (2003)
7. The generalized dynamic factor model consistency and rates
   Journal of Econometrics, 2004, 119, (2), 231-255 View citations (84)
   See also Working Paper (2004)

2003

8. Do financial variables help forecasting inflation and real activity in the euro area?
   Journal of Monetary Economics, 2003, 50, (6), 1243-1255 View citations (65)
   See also Working Paper (2003)

2001

9. Innovation and corporate growth in the evolution of the drug industry
   International Journal of Industrial Organization, 2001, 19, (7), 1161-1187 View citations (51)
   See also Working Paper (2001)
10. THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
    Econometric Theory, 2001, 17, (06), 1113-1141 View citations (95)
    See also Working Paper (2000)

2000

11. The Generalized Dynamic-Factor Model: Identification And Estimation
    The Review of Economics and Statistics, 2000, 82, (4), 540-554 View citations (359)
    See also Working Paper (2000)

1999

12. Aggregation of linear dynamic microeconomic models
    Journal of Mathematical Economics, 1999, 31, (1), 131-158 View citations (6)

1994

13. 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)
    Journal of Economic Behavior & Organization, 1994, 24, (2), 241-245
14. Common and uncommon trends and cycles
    European Economic Review, 1994, 38, (3-4), 624-635 View citations (10)
    See also Working Paper (1994)
15. Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle
    Review of Economic Studies, 1994, 61, (1), 19-30 View citations (32)
    See also Working Paper (1994)
16. VAR analysis, nonfundamental representations, blaschke matrices
    Journal of Econometrics, 1994, 63, (1), 307-325 View citations (68)
    See also Working Paper (1994)

1993

17. Editors' note
    Ricerche Economiche, 1993, 47, (2), 105-106
18. Editors' note
    Ricerche Economiche, 1993, 47, (3), 233-234
19. The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment
    American Economic Review, 1993, 83, (3), 644-52 View citations (98)
    See also Working Paper (1993)

1992

20. On persistence of shocks to economic variables: A common misconception
    Journal of Monetary Economics, 1992, 29, (1), 87-93 View citations (6)
    See also Working Paper (1992)

1991

21. Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?
    Economic Journal, 1991, 101, (405), 314-23 View citations (2)
    See also Working Paper (1991)

1988

22. On the dynamic shape of aggregated error correction models
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 561-585 View citations (11)

Books

1997

1. Aggregation and the Microfoundations of Dynamic Macroeconomics
   OUP Catalogue, Oxford University Press View citations (60)

Chapters

1988

1. Part III - How well does established theory work
   Chapter 6-9 in Technical Change and Economic Theory, 1988, pp 120-218