Marco Lippi
Marco Lippi
Professor Macroeconomics
Verified email at eief.it - Homepage
Title
Cited by
Cited by
Year
The generalized dynamic-factor model: Identification and estimation
M Forni, M Hallin, M Lippi, L Reichlin
Review of Economics and statistics 82 (4), 540-554, 2000
21202000
The generalized dynamic factor model: one-sided estimation and forecasting
M Forni, M Hallin, M Lippi, L Reichlin
Journal of the American Statistical Association 100 (471), 830-840, 2005
10272005
Innovation and corporate growth in the evolution of the drug industry
G Bottazzi, G Dosi, M Lippi, F Pammolli, M Riccaboni
International journal of industrial organization 19 (7), 1161-1187, 2001
4892001
The generalized dynamic factor model: representation theory
M Forni, M Lippi
Econometric theory, 1113-1141, 2001
4722001
Opening the black box: Structural factor models with large cross sections
M Forni, D Giannone, M Lippi, L Reichlin
Econometric Theory, 1319-1347, 2009
4202009
Do financial variables help forecasting inflation and real activity in the euro area?
M Forni, M Hallin, M Lippi, L Reichlin
Journal of Monetary Economics 50 (6), 1243-1255, 2003
3672003
The generalized dynamic factor model consistency and rates
M Forni, M Hallin, M Lippi, L Reichlin
Journal of Econometrics 119 (2), 231-255, 2004
3652004
New Eurocoin: Tracking economic growth in real time
F Altissimo, R Cristadoro, M Forni, M Lippi, G Veronese
The review of economics and statistics 92 (4), 1024-1034, 2010
3372010
EuroCOIN: a real time coincident indicator of the euro area business cycle
F Altissimo, A Bassanetti, R Cristadoro, M Forni, M Hallin, M Lippi, ...
Available at SSRN 296860, 2001
3052001
The dynamic effects of aggregate demand and supply disturbances: Comment
M Lippi, L Reichlin
The American Economic Review 83 (3), 644-652, 1993
3041993
Coincident and leading indicators for the euro area
M Forni, M Hallin, M Lippi, L Reichlin
The Economic Journal 111 (471), C62-C85, 2001
2892001
VAR analysis, nonfundamental representations, Blaschke matrices
M Lippi, L Reichlin
Journal of Econometrics 63 (1), 307-325, 1994
2591994
Aggregation and the microfoundations of dynamic macroeconomics
M Forni, M Lippi
Oxford University Press, 1997
2471997
Opening the black box: Structural factor models versus structural VARs
M Forni, M Lippi, L Reichlin
Available at SSRN 481222, 2003
1212003
Diffusion of technical change and the decomposition of output into trend and cycle
M Lippi, L Reichlin
The Review of Economic Studies 61 (1), 19-30, 1994
1171994
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
M Forni, M Hallin, M Lippi, P Zaffaroni
Journal of econometrics 185 (2), 359-371, 2015
1042015
Noisy news in business cycles
M Forni, L Gambetti, M Lippi, L Sala
American Economic Journal: Macroeconomics 9 (4), 122-52, 2017
772017
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
M Forni, M Hallin, M Lippi, P Zaffaroni
Journal of Econometrics 199 (1), 74-92, 2017
562017
Reference cycles
M Forni, M Hallin, M Lippi, L Reichlin
the NBER Methodology Revisited, Review of Economics and Statistics 82, 540-554, 2000
522000
Factor models in high-dimensional time series—a time-domain approach
M Hallin, M Lippi
Stochastic processes and their applications 123 (7), 2678-2695, 2013
492013
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Articles 1–20