Marco Lippi : Citation Profile


Are you Marco Lippi?

Istituto Einaudi per l'Economia e la Finanza (EIEF)

20

H index

25

i10 index

3670

Citations

RESEARCH PRODUCTION:

30

Articles

60

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   30 years (1988 - 2018). See details.
   Cites by year: 122
   Journals where Marco Lippi has often published
   Relations with other researchers
   Recent citing documents: 306.    Total self citations: 47 (1.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli391
   Updated: 2019-10-15    RAS profile: 2018-12-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Forni, Mario (19)

Hallin, Marc (10)

Gambetti, Luca (5)

Sala, Luca (5)

Giovannelli, Alessandro (4)

Soccorsi, Stefano (4)

Luciani, Matteo (3)

Barigozzi, Matteo (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Lippi.

Is cited by:

Marcellino, Massimiliano (156)

Forni, Mario (128)

Giannone, Domenico (125)

Barigozzi, Matteo (121)

Reichlin, Lucrezia (117)

Gambetti, Luca (104)

Pesaran, M (99)

Hallin, Marc (92)

Chudik, Alexander (67)

Kabundi, Alain (58)

Luciani, Matteo (54)

Cites to:

Forni, Mario (152)

Reichlin, Lucrezia (126)

Hallin, Marc (90)

Watson, Mark (43)

Ng, Serena (39)

Giannone, Domenico (38)

Bai, Jushan (32)

Stock, James (31)

veronese, giovanni (16)

Cristadoro, Riccardo (16)

Boivin, Jean (15)

Main data


Where Marco Lippi has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory3
Ricerche Economiche2
Journal of Monetary Economics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles12
Working Papers ECARES / ULB -- Universite Libre de Bruxelles8
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"7
LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy5
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)2
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Marco Lippi (2018 and 2017)


YearTitle of citing document
2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

Full description at Econpapers || Download paper

2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

Full description at Econpapers || Download paper

2017A Monetary Stress Indicator for the Economic Community of West African States. (2017). Tillmann, Peter ; PeterTillmann, ; Diop, Samba. In: Journal of African Development. RePEc:afe:journl:v:19:y:2017:i:2:p:1-18.

Full description at Econpapers || Download paper

2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Economic Research Papers. RePEc:ags:uwarer:269308.

Full description at Econpapers || Download paper

2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

Full description at Econpapers || Download paper

2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

Full description at Econpapers || Download paper

2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

Full description at Econpapers || Download paper

2017Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868.

Full description at Econpapers || Download paper

2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

Full description at Econpapers || Download paper

2017Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137.

Full description at Econpapers || Download paper

2019Factor-Driven Two-Regime Regression. (2018). Lee, Sokbae (Simon) ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109.

Full description at Econpapers || Download paper

2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

Full description at Econpapers || Download paper

2019Estimation of Cross-Sectional Dependence in Large Panels. (2019). Zhang, BO ; Yang, Yanrong ; Pan, Guangming ; Gao, Jiti. In: Papers. RePEc:arx:papers:1904.06843.

Full description at Econpapers || Download paper

2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

Full description at Econpapers || Download paper

2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

Full description at Econpapers || Download paper

2018Noisy Monetary Policy. (2018). Dahlhaus, Tatjana ; Gambetti, Luca. In: Staff Working Papers. RePEc:bca:bocawp:18-23.

Full description at Econpapers || Download paper

2017Systemic Financial Sector and Sovereign Risks. (2017). Nadal De Simone, Francisco ; Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

Full description at Econpapers || Download paper

2018How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp118.

Full description at Econpapers || Download paper

2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

Full description at Econpapers || Download paper

2018Weakness in Italy’s core inflation and the Phillips curve: the role of labour and financial indicators. (2018). Conti, Antonio ; Gigante, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_466_18.

Full description at Econpapers || Download paper

2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

Full description at Econpapers || Download paper

2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

Full description at Econpapers || Download paper

2019Credit risk-taking and maturity mismatch: the role of the yield curve. (2019). Sene, Gabriele ; Nobili, Andrea ; Ferrero, Giuseppe. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1220_19.

Full description at Econpapers || Download paper

2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

Full description at Econpapers || Download paper

2018THE TFP CHANNEL OF CREDIT SUPPLY SHOCKS. (2018). ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1802.

Full description at Econpapers || Download paper

2019The Effect of News Shocks and Monetary Policy. (2019). Korobilis, Dimitris ; Görtz, Christoph ; Zanetti, Francesco ; Tsoukalas, John ; Gortz, Christoph ; Gambetti, Luca. In: Discussion Papers. RePEc:bir:birmec:19-03.

Full description at Econpapers || Download paper

2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

Full description at Econpapers || Download paper

2019Firm Growth and Legal Environment. (2019). Barontini, Roberto ; Bozzi, Stefano ; Miroshnychenko, Ivan. In: Economic Notes. RePEc:bla:ecnote:v:48:y:2019:i:1:n:12116.

Full description at Econpapers || Download paper

2017On estimation of the noise variance in high dimensional probabilistic principal component analysis. (2017). Passemier, Damien ; Yao, Jianfeng ; Li, Zhaoyuan. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:51-67.

Full description at Econpapers || Download paper

2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

Full description at Econpapers || Download paper

2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Milidonis, Andreas ; Blake, David ; Lin, Yijia ; Biffis, Enrico ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:515-532.

Full description at Econpapers || Download paper

2017Factor Modelling for High-Dimensional Time Series: Inference and Model Selection. (2017). Rao, Tata Subba ; Yau, Chun Yip ; Lu, YE ; Chan, Ngai Hang ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:285-307.

Full description at Econpapers || Download paper

2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

Full description at Econpapers || Download paper

2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

Full description at Econpapers || Download paper

2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Hacioglu Hoke, Sinem ; Bluwstein, Kristina ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0788.

Full description at Econpapers || Download paper

2018Developing an underlying inflation gauge for China. (2018). Amstad, Marlene ; Ma, Guonan ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011.

Full description at Econpapers || Download paper

2018Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

Full description at Econpapers || Download paper

2017News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

Full description at Econpapers || Download paper

2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

Full description at Econpapers || Download paper

2019The effect of news shocks and monetary policy. (2019). Zanetti, Francesco ; Korobilis, Dimitris ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7578.

Full description at Econpapers || Download paper

2017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca. In: Discussion Papers. RePEc:cfm:wpaper:1730.

Full description at Econpapers || Download paper

2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

Full description at Econpapers || Download paper

2019Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226.

Full description at Econpapers || Download paper

2017A note on news about the future: the impact on DSGE models and their VAR representation. (2017). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Phuong, VO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11818.

Full description at Econpapers || Download paper

2017News, Uncertainty and Economic Fluctuations. (2017). Forni, Mario ; Sala, Luca ; Gambetti, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12139.

Full description at Econpapers || Download paper

2017The Economic Consequences of the Brexit Vote. (2017). Sedlacek, Petr ; Müller, Gernot ; Born, Benjamin ; Schularick, Moritz ; Muller, Gernot. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12454.

Full description at Econpapers || Download paper

2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

Full description at Econpapers || Download paper

2018Estimating Latent Asset-Pricing Factors. (2018). Lettau, Martin ; Pelger, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12926.

Full description at Econpapers || Download paper

2018The Forcasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13034.

Full description at Econpapers || Download paper

2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

Full description at Econpapers || Download paper

2019Have we been measuring monetary policy correctly? Analysing the Federal Reserve’s policies over the last century. (2019). Pavon-Prado, David. In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:28342.

Full description at Econpapers || Download paper

2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

Full description at Econpapers || Download paper

2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

Full description at Econpapers || Download paper

2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

Full description at Econpapers || Download paper

2018Estimation of the common component in Dynamic Factor Models. (2018). Sanchez, Daniel Pea ; Navarro, Angela Caro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

Full description at Econpapers || Download paper

2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

Full description at Econpapers || Download paper

2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

Full description at Econpapers || Download paper

2018Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting. (2018). Caruso, Alberto. In: Working Papers ECARES. RePEc:eca:wpaper:2013/268597.

Full description at Econpapers || Download paper

2018Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905.

Full description at Econpapers || Download paper

2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hallin, Marc ; Trucios-Maza, Carlos Cesar ; Hotta, Luis K ; Zevallos, Mauricio. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

Full description at Econpapers || Download paper

2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry . In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

Full description at Econpapers || Do

2017On the sources of business cycles: implications for DSGE models. (2017). Solmaz, Serhat ; Bruha, Jan ; Andrle, Michal ; Brha, Jan. In: Working Paper Series. RePEc:ecb:ecbwps:20172058.

Full description at Econpapers || Download paper

2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

Full description at Econpapers || Download paper

2018ALICE: A new inflation monitoring tool. (2018). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20182175.

Full description at Econpapers || Download paper

2019The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192264.

Full description at Econpapers || Download paper

2019Forecasting occupancy rate with Bayesian compression methods. (2019). Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:439-449.

Full description at Econpapers || Download paper

2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

Full description at Econpapers || Download paper

2017Transformed contribution ratio test for the number of factors in static approximate factor models. (2017). Xia, Qiang ; Wu, Jianhong ; Liang, Rubing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:235-241.

Full description at Econpapers || Download paper

2019Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap. (2019). Dickhaus, Thorsten ; Sirotko-Sibirskaya, Natalia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:129:y:2019:i:c:p:30-46.

Full description at Econpapers || Download paper

2017DSGE pileups. (2017). Morris, Stephen D. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:56-86.

Full description at Econpapers || Download paper

2017When more flexibility yields more fragility: The microfoundations of Keynesian aggregate unemployment. (2017). Virgillito, Maria Enrica ; Roventini, Andrea ; Pereira, Marcelo ; Dosi, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:162-186.

Full description at Econpapers || Download paper

2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

Full description at Econpapers || Download paper

2017Monetary policy and indeterminacy after the 2001 slump. (2017). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:83-95.

Full description at Econpapers || Download paper

2018What can we learn about news shocks from the late 1990s and early 2000s boom-bust period?. (2018). Ben Zeev, Nadav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:94-105.

Full description at Econpapers || Download paper

2018Fiscal policy interventions at the zero lower bound. (2018). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Boubaker, Sabri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:297-314.

Full description at Econpapers || Download paper

2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

Full description at Econpapers || Download paper

2017Forecasting Chinas GDP growth using dynamic factors and mixed-frequency data. (2017). Jiang, YU ; Zhang, Yihao ; Guo, Yongji . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:132-138.

Full description at Econpapers || Download paper

2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

Full description at Econpapers || Download paper

2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Sturm, Jan-Egbert ; Abberger, Klaus ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

Full description at Econpapers || Download paper

2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

Full description at Econpapers || Download paper

2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

Full description at Econpapers || Download paper

2017The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Kempa, Bernd ; Hanisch, Max. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88.

Full description at Econpapers || Download paper

2017Cointegration in singular ARMA models. (2017). Wagner, Martin ; Deistler, Manfred. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:39-42.

Full description at Econpapers || Download paper

2019Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.

Full description at Econpapers || Download paper

2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

Full description at Econpapers || Download paper

2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

Full description at Econpapers || Download paper

2017Spatial dynamic panel data models with interactive fixed effects. (2017). Lee, Lung-Fei ; Shi, Wei. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:323-347.

Full description at Econpapers || Download paper

2017Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:59-78.

Full description at Econpapers || Download paper

2017Sufficient forecasting using factor models. (2017). Fan, Jianqing ; Yao, Jiawei ; Xue, Lingzhou. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:292-306.

Full description at Econpapers || Download paper

2017Generalized dynamic factor models and volatilities: estimation and forecasting. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:307-321.

Full description at Econpapers || Download paper

2017Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Ait-Sahalia, Yacine ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399.

Full description at Econpapers || Download paper

2018Estimation and forecasting in vector autoregressive moving average models for rich datasets. (2018). Dias, Gustavo Fruet ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:75-91.

Full description at Econpapers || Download paper

2018Estimation and inference of dynamic structural factor models with over-identifying restrictions. (2018). Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:125-147.

Full description at Econpapers || Download paper

2018Misspecification of noncausal order in autoregressive processes. (2018). Jasiak, Joann ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:226-248.

Full description at Econpapers || Download paper

2018A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

Full description at Econpapers || Download paper

2018Estimating stable latent factor models by indirect inference. (2018). Halbleib, Roxana ; Calzolari, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:280-301.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Marco Lippi:


YearTitleTypeCited
1993The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment. In: American Economic Review.
[Full Text][Citation analysis]
article154
1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 154
paper
2017Noisy News in Business Cycles In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article53
2013Noisy News in Business cycles.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2014Noisy News in Business Cycles.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper66
2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper139
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139
paper
2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139
paper
2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139
article
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article463
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 463
paper
2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 463
paper
2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 463
paper
1998Aggregation of Simple Linear Dynamics: Exact Asymptotic Results In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
paper0
1998Aggregation of simple linear dynamics: exact asymptotic results.(1998) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper26
2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
2015Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper19
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2018Dynamic factor model with infinite‐dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2016Eigenvalue Ratio Estimators for the Number of Common Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper980
2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 980
article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 980
paper
2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper29
2000The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper291
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 291
article
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper140
2003EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has another version. Agregated cites: 140
paper
2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper212
2003Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212
article
2003Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212
paper
2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper44
1993Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper49
1994Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle.(1994) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
article
1994Diffusion of technical change and the decomposition of output into trend and cycle.(1994) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 49
paper
2013Noise Bubbles In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Noise Bubbles.(2017) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2004ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM In: Econometric Theory.
[Full Text][Citation analysis]
article0
2003Issues Concerning the Approximation Underlying the Spectral Representation Theorem.(2003) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
[Full Text][Citation analysis]
article262
2008Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 262
paper
2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 262
paper
2007Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 262
paper
2012Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES.
[Full Text][Citation analysis]
paper30
2015Dynamic factor models with infinite-dimensional factor spaces: One-sided representations.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2013Factor Models in High-Dimensional Time Series: A Time-Domain Approach In: Working Papers ECARES.
[Full Text][Citation analysis]
paper8
2013Factor models in high-dimensional time series—A time-domain approach.(2013) In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
[Full Text][Citation analysis]
paper4
2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2017Optimal Dimension Reduction for High-dimensional and Functional Time Series In: Working Papers ECARES.
[Full Text][Citation analysis]
paper1
2018Optimal dimension reduction for high-dimensional and functional time series.(2018) In: Statistical Inference for Stochastic Processes.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2011One-Sided Representations of Generalized Dynamic Factor Models In: Working Papers ECARES.
[Full Text][Citation analysis]
paper1
2011One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1991Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? In: Economic Journal.
[Full Text][Citation analysis]
article5
1991Trend-cycle decompositions and measures of persistence: does time aggregation matter?.(1991) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
1988On the dynamic shape of aggregated error correction models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article15
2004The generalized dynamic factor model consistency and rates In: Journal of Econometrics.
[Full Text][Citation analysis]
article143
2004The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 143
paper
2011The general dynamic factor model: One-sided representation results In: Journal of Econometrics.
[Full Text][Citation analysis]
article14
1994VAR analysis, nonfundamental representations, blaschke matrices In: Journal of Econometrics.
[Full Text][Citation analysis]
article123
1994VAR analysis, non-fundamental representations, Blashke matrices.(1994) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 123
paper
1994Common and uncommon trends and cycles In: European Economic Review.
[Full Text][Citation analysis]
article10
1994Common and uncommon trends and cycles.(1994) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2001Innovation and corporate growth in the evolution of the drug industry In: International Journal of Industrial Organization.
[Full Text][Citation analysis]
article131
2001Innovation and Corporate Growth in the Evolution of the Drug Industry.(2001) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131
paper
1994Aggregation: 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 In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article0
1999Aggregation of linear dynamic microeconomic models In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article15
1992On persistence of shocks to economic variables : A common misconception In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article9
1992On persistence of shocks to economic variables: a common misconception.(1992) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
1993Editors note In: Ricerche Economiche.
[Full Text][Citation analysis]
article0
1993Editors note In: Ricerche Economiche.
[Full Text][Citation analysis]
article0
2017Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper0
2004A dynamic factor analysis of the response of U. S. interest rates to news In: Working Papers.
[Full Text][Citation analysis]
paper1
2004A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News.(2004) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1990Issues on Aggregation and Microfundations of Macroeconomics. In: Roma la Sapienza - Scienze Economiche.
[Citation analysis]
paper0
1998The Principle of Labor Value In: International Journal of Political Economy.
[Full Text][Citation analysis]
article0
2016Eigenvalue Ratio Estimators for the Number of Dynamic Factors In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
paper0
2007Il primo esercizio italiano di valutazione della ricerca: una prima valutazione In: Rivista italiana degli economisti.
[Full Text][Citation analysis]
article5
1997Aggregation and the Microfoundations of Dynamic Macroeconomics In: OUP Catalogue.
[Citation analysis]
book99
1988Part III - How well does established theory work In: LEM Chapters Series.
[Full Text][Citation analysis]
chapter0
2000Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals. In: LEM Papers Series.
[Full Text][Citation analysis]
paper5
2001Coincident and leading indicators for the Euro area In: ULB Institutional Repository.
[Citation analysis]
paper122
1991Permanent and temporary fluctuations in macroeconomics In: ULB Institutional Repository.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team