Marco Lippi : Citation Profile


Are you Marco Lippi?

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

19

H index

23

i10 index

3377

Citations

RESEARCH PRODUCTION:

25

Articles

56

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 116
   Journals where Marco Lippi has often published
   Relations with other researchers
   Recent citing documents: 169.    Total self citations: 42 (1.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli391
   Updated: 2018-08-18    RAS profile: 2018-03-09    
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Relations with other researchers


Works with:

Forni, Mario (13)

Hallin, Marc (7)

Gambetti, Luca (5)

Sala, Luca (5)

Giovannelli, Alessandro (3)

Barigozzi, Matteo (3)

Luciani, Matteo (3)

Soccorsi, Stefano (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 (149)

Giannone, Domenico (129)

Forni, Mario (123)

Reichlin, Lucrezia (122)

Gambetti, Luca (104)

Pesaran, M (96)

Barigozzi, Matteo (88)

Hallin, Marc (78)

Chudik, Alexander (65)

Kabundi, Alain (58)

Luciani, Matteo (54)

Cites to:

Forni, Mario (133)

Reichlin, Lucrezia (122)

Hallin, Marc (75)

Giannone, Domenico (39)

Watson, Mark (38)

Ng, Serena (34)

Bai, Jushan (29)

Stock, James (28)

Cristadoro, Riccardo (13)

veronese, giovanni (13)

Boivin, Jean (13)

Main data


Where Marco Lippi has published?


Journals with more than one article published# docs
Journal of Econometrics4
Econometric Theory3
The Review of Economics and Statistics2
Journal of Monetary Economics2
Ricerche Economiche2

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 Bruxelles7
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"6
LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)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
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.

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

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

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

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

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

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

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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

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

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

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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.

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

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

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

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

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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.

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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.

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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.

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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.

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

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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.

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2017Optimal Dimension Reduction for High-dimensional and Functional Time Series. (2017). Hallin, Marc ; Lippi, Marco ; Hormann, Siegfried. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260201.

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

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On 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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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

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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.

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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.

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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.

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

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2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis. (2017). Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo ; Lippi, Marco. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:74-92.

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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.

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

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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.

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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.

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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.

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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.

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

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

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

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2017Supervised dimension reduction for multivariate time series. (2017). Matilainen, M ; Croux, C ; Nordhausen, K ; Oja, H. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:57-69.

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2017Empirical evidence of news about future prospects in the risk-pricing of oil assets. (2017). Kakeu, Johnson ; Bouaddi, Mohammed . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:458-468.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2017The role of confidence shocks in business cycles and their global dimension. (2017). Dees, Stephane. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:48-65.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017Economic forecasting in theory and practice: An interview with David F. Hendry. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2017Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

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2017Short-term inflation forecasting: The M.E.T.A. approach. (2017). Venditti, Fabrizio ; Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1065-1081.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

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2018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Kim, Hyun Hak ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:339-354.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2017The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan. (2017). Hanisch, Max. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:110-134.

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2017Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach. (2017). Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:127-147.

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2017Government purchases reloaded: Informational insufficiency and heterogeneity in fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:13-27.

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2017Level and volatility factors in macroeconomic data. (2017). Ng, Serena ; Gorodnichenko, Yuriy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:91:y:2017:i:c:p:52-68.

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2017Measuring uncertainty in the stock market. (2017). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Guillen, Montserrat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:18-33.

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2017Forecasting tourism demand with composite search index. (2017). Li, Xin ; Huang, Xiankai ; Law, Rob ; Pan, Bing . In: Tourism Management. RePEc:eee:touman:v:59:y:2017:i:c:p:57-66.

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2017Testing for high-dimensional white noise using maximum cross correlations. (2017). Chang, Jinyuan ; Zhou, Wen ; Yao, Qiwei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68531.

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2017The effect of news shocks and monetary policy. (2017). Zanetti, Francesco ; Korobilis, Dimitris ; Tsoukalas, John D ; Gambetti, Luca. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86145.

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2017OPTION FOR PREDICTING THE CZECH REPUBLICS FOREIGN TRADE TIME SERIES AS COMPONENTS IN GROSS DOMESTIC PRODUCT. (2017). Marek, Lubo ; Hindls, Richard ; Hronova, Stanislava . In: Statistics in Transition New Series. RePEc:exl:29stat:v:18:y:2017:i:3:p:481-500.

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2017Rational Heuristics ? Expectations and behaviours in evolving economies with heterogeneous interacting agents.. (2017). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1732.

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2017A Unified Framework for Dimension Reduction in Forecasting. (2017). Barbarino, Alessandro ; Bura, Efstathia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-04.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2017Commodity Prices and Labour Market Dynamics in Small Open Economies. (2017). Thoenissen, Christoph ; Kamber, Gunes ; Bodenstein, Martin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-39.

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2017Oil Price Pass-Through into Core Inflation. (2017). Luciani, Matteo ; Conflitti, Cristina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-85.

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2017Selecting Primal Innovations in DSGE models. (2017). Leon-Ledesma, Miguel ; Grassi, Stefano ; ferroni, filippo ; Benzoni, Luca. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-20.

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2017An endogenously clustered factor approach to international business cycles. (2017). Owyang, Michael ; Savascin, ozge ; Francis, Neville. In: Working Papers. RePEc:fip:fedlwp:2012-014.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2017Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting. (2017). Schamberger, Benedikt ; Czado, Claudia ; Gruber, Lutz F. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:21-:d:99406.

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2017Stochastic Dynamic AC Optimal Power Flow Based on a Multivariate Short-Term Wind Power Scenario Forecasting Model. (2017). Bai, Wenlei ; Lee, Kwang Y. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:12:p:2138-:d:123037.

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2017Size Effects of Fiscal Policy and Business Confidence in the Euro Area. (2017). Savva, Christos ; Koursaros, Demetris ; Michail, Nektarios A. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:26-:d:118051.

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2017Forecasting Inflation in a Macroeconomic Framework: An Application to Tunisia. (2017). Zardi, Souhaib Chamseddine . In: IHEID Working Papers. RePEc:gii:giihei:heidwp07-2017.

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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.
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article148
1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 148
paper
2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
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paper61
2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
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paper128
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 128
paper
2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 128
paper
2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 128
article
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
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article431
2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
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This paper has another version. Agregated cites: 431
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: 431
paper
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 431
paper
1998Aggregation of Simple Linear Dynamics: Exact Asymptotic Results In: STICERD - Econometrics Paper Series.
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paper0
1998Aggregation of simple linear dynamics: exact asymptotic results.(1998) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 0
paper
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers.
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paper15
2015Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 15
paper
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 15
paper
2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis.(2016) In: EIEF Working Papers Series.
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This paper has another version. Agregated cites: 15
paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
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paper6
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 6
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: 6
paper
1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
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paper910
2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 910
article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 910
paper
2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
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paper29
2000The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers.
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paper270
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
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This paper has another version. Agregated cites: 270
article
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
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paper132
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: 132
paper
2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
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paper202
2003Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 202
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: 202
paper
2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper42
1993Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper47
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: 47
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: 47
paper
2013Noise Bubbles In: CEPR Discussion Papers.
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paper2
2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Noisy News in Business cycles In: CEPR Discussion Papers.
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paper41
2014Noisy News in Business Cycles.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 41
paper
2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
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]
article239
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: 239
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: 239
paper
2012Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES.
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paper19
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: 19
article
2013Factor Models in High-Dimensional Time Series: A Time-Domain Approach In: Working Papers ECARES.
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paper7
2013Factor models in high-dimensional time series—A time-domain approach.(2013) In: Stochastic Processes and their Applications.
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This paper has another version. Agregated cites: 7
article
2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
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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
2011One-Sided Representations of Generalized Dynamic Factor Models In: Working Papers ECARES.
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paper0
2011One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: EIEF Working Papers Series.
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This paper has another version. Agregated cites: 0
paper
2011One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series.
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This paper has another version. Agregated cites: 0
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.
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article15
2004The generalized dynamic factor model consistency and rates In: Journal of Econometrics.
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article137
2004The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 137
paper
2011The general dynamic factor model: One-sided representation results In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
1994VAR analysis, nonfundamental representations, blaschke matrices In: Journal of Econometrics.
[Full Text][Citation analysis]
article113
1994VAR analysis, non-fundamental representations, Blashke matrices.(1994) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 113
paper
1994Common and uncommon trends and cycles In: European Economic Review.
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article10
1994Common and uncommon trends and cycles.(1994) In: ULB Institutional Repository.
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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.
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article118
2001Innovation and Corporate Growth in the Evolution of the Drug Industry.(2001) In: LEM Papers Series.
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This paper has another version. Agregated cites: 118
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.
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article0
1999Aggregation of linear dynamic microeconomic models In: Journal of Mathematical Economics.
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article12
1992On persistence of shocks to economic variables : A common misconception In: Journal of Monetary Economics.
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article9
1992On persistence of shocks to economic variables: a common misconception.(1992) In: ULB Institutional Repository.
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paper
1993Editors note In: Ricerche Economiche.
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article0
1993Editors note In: Ricerche Economiche.
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article0
2017Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
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paper0
2004A dynamic factor analysis of the response of U. S. interest rates to news In: Working Papers.
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paper1
2004A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News.(2004) In: LEM Papers Series.
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This paper has another version. Agregated cites: 1
paper
1990Issues on Aggregation and Microfundations of Macroeconomics. In: Roma la Sapienza - Scienze Economiche.
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paper0
1998The Principle of Labor Value In: International Journal of Political Economy.
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article0
2007Il primo esercizio italiano di valutazione della ricerca: una prima valutazione In: Rivista italiana degli economisti.
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article4
1997Aggregation and the Microfoundations of Dynamic Macroeconomics In: OUP Catalogue.
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book93
1988Part III - How well does established theory work In: LEM Chapters Series.
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chapter0
2000Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals. In: LEM Papers Series.
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paper5
2001Coincident and leading indicators for the Euro area In: ULB Institutional Repository.
[Citation analysis]
paper113
1991Permanent and temporary fluctuations in macroeconomics In: ULB Institutional Repository.
[Citation analysis]
paper0

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