Marco Lippi : Citation Profile

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

23

H index

30

i10 index

5133

Citations

RESEARCH PRODUCTION:

34

Articles

66

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   35 years (1988 - 2023). See details.
   Cites by year: 146
   Journals where Marco Lippi has often published
   Relations with other researchers
   Recent citing documents: 137.    Total self citations: 56 (1.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli391
   Updated: 2025-04-26    RAS profile: 2023-10-09    
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Relations with other researchers

Works with:

Giovannelli, Alessandro (2)

Gambetti, Luca (2)

Forni, Mario (2)

Proietti, Tommaso (2)

Luciani, Matteo (2)

Barigozzi, Matteo (2)

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

Is cited by:

Barigozzi, Matteo (237)

Hallin, Marc (234)

Marcellino, Massimiliano (168)

Forni, Mario (150)

Gambetti, Luca (150)

Giannone, Domenico (144)

Reichlin, Lucrezia (129)

Kapetanios, George (104)

Pesaran, Mohammad (98)

Luciani, Matteo (79)

Chudik, Alexander (71)

Cites to:

Forni, Mario (225)

Reichlin, Lucrezia (195)

Hallin, Marc (135)

Giannone, Domenico (77)

Watson, Mark (64)

Ng, Serena (57)

Bai, Jushan (48)

Stock, James (39)

Zaffaroni, Paolo (36)

Sala, Luca (29)

Luciani, Matteo (23)

Main data

Where Marco Lippi has published?

Journals with more than one article published# docs
Journal of Econometrics6
Econometric Theory3
The Review of Economics and Statistics2
Econometrics2
Ricerche Economiche2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers15
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles12
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"8
Working Papers ECARES / ULB -- Universite Libre de Bruxelles8
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 (2025 and 2024)

YearTitle of citing document
2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2024Min(d)ing the President: A text analytic approach to measuring tax news. (2021). Smeekes, Stephan ; Bacsturk, Nalan ; Almeida, Rui Jorge ; Lieb, Lenard ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

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2024Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Adaptive Refined Labeling. (2021). Wang, Ling ; Zhu, Dewei ; Dai, Zhonghao ; Zhang, Ruchen ; Li, Jian ; Niu, Hui ; Zeng, Liang. In: Papers. RePEc:arx:papers:2107.11972.

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2024CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2025Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2025Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

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2024Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Tracking the Hidden Forces Behind Laos 2022 Exchange Rate Crisis and Balance of Payments Instability. (2025). Cooray, Mariza ; Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2503.13308.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024Measuring the underlying component of inflation. (2024). Lhuissier, Stéphane ; Fontes Baptista, Matthew ; Mogliani, Matteo. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:253:05.

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2024Sixty years of global inflation: a post-GFC update. (2024). Schoenle, Raphael ; Pedemonte, Mathieu ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1189.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024A Conversation With Marc Hallin. (2024). Genest, Christian. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:137-159.

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2024The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Gambetti, Luca ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0137.

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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Caporale, Guglielmo Maria ; Piqueras, Pedro Jos ; Gil-Alana, Luis Alberiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2025On the use of the cumulant generating function for inference on time series. (2025). Ronchetti, E ; la Vecchia, D ; Moor, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001282.

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2024Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan ; Li, Mengheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Monetary policy and house price heterogeneity: Evidence from the U.K. (2024). Margaris, Aristotelis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400507x.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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2024Exchange rate pass-through in small, open, commodity-exporting economies: Lessons from Canada. (2024). Flaccadoro, Marco. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000096.

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2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

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2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024Expectation-driven boom-bust cycles. (2024). Cormun, Vito ; Brianti, Marco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s030439322400028x.

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2024The development planning of the Italian Mezzogiorno: A statistical-mathematical analysis by a Real Business Cycle model. (2024). Vota, Luca ; Ferrentino, Rosa. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:96:y:2024:i:c:s0038012124002210.

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2024Business Cycle and Health Dynamics during the COVID-19 Pandemic: A Scandinavian Perspective. (2024). Thorsrud, Leif ; Bjørnland, Hilde ; Jensen, Malin C. In: CAMA Working Papers. RePEc:een:camaaa:2024-19.

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2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

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2025The Interplay Between Green Finance, Policy Uncertainty and Carbon Market Volatility: A Time Frequency Approach. (2025). Li, Ruoyu ; Aldawsari, Salem Hamad ; Chang, Bisharat Hussain ; Uddin, Mohammed Ahmar. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1198-:d:1582178.

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2025Agreed and Disagreed Uncertainty. (2025). Korobilis, Dimitris ; Tsoukalas, John D ; Gambetti, Luca ; Zanetti, Francesco. In: Working Papers. RePEc:gla:glaewp:2025_01.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2024An alternative derivation of Sraffa’s fundamental equation with applications. (2024). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:120282.

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2024Sraffa: some alternative proofs. (2024). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:120418.

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2024Haze Pollution, Climate Risk Perception and Demand for Commercial Health Insurance. (2024). Li, Xiaoyi ; Tian, Qibo. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241242544.

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2024Innovation Persistence and Firm Growth: Do They Go Hand in Hand?. (2024). Altuzarra, Amaia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01809-z.

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2024Measuring human mobility in times of trouble: an investigation of the mobility of European populations during COVID-19 using big data. (2024). Guardabascio, Barbara ; Brogi, Federico ; Benassi, Federico. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-023-01678-9.

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2025A geometric approach to factor model identification. (2025). Pape, Markus ; Kaufmann, Sylvia. In: Working Papers. RePEc:szg:worpap:2406r.

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2024Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94.

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2024Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model. (2024). Mingoli, Gabriele. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240072.

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2024Diversification through the Application of the Co-evolutionary Framework. (2024). Bank, World. In: World Bank Publications - Reports. RePEc:wbk:wboper:41312.

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2025Noisy monetary policy announcements. (2025). Dahlhaus, Tatjana ; Gambetti, Luca. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:164-180.

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Works by Marco Lippi:

YearTitleTypeCited
1993The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment. In: American Economic Review.
[Full Text][Citation analysis]		article226
1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 226		paper
2017Noisy News in Business Cycles In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article118
2013Noisy News in Business cycles.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 118		paper
2014Noisy News in Business Cycles.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 118		paper
2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 118		paper
2023Band-Pass Filtering with High-Dimensional Time Series In: Papers.
[Full Text][Citation analysis]		paper0
2023Band-Pass Filtering with High-Dimensional Time Series.(2023) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 0		paper
2022Tracking economic growth in real time during the pandemic: a rationale for a revision of ‚¬-coin In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper0
2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper138
2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper199
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
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2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
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2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
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2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article617
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
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2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
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2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 617		paper
1998Aggregation of Simple Linear Dynamics: Exact Asymptotic Results In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper6
1998Aggregation of simple linear dynamics: exact asymptotic results.(1998) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 6		paper
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper81
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES.
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2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics.
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2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis.(2016) In: EIEF Working Papers Series.
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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 nother version. Agregated cites: 81		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
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2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
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2018Dynamic factor model with infinite‐dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
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2016Eigenvalue Ratio Estimators for the Number of Common Factors In: CEPR Discussion Papers.
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2020Common Component Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2020Common Components Structural VARs.(2020) In: Center for Economic Research (RECent).
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1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1288
2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
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2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 1288		paper
2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2000The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper395
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
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2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper154
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 nother version. Agregated cites: 154		paper
2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper264
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 nother version. Agregated cites: 264		article
2003Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository.
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2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper49
1993Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper63
1994Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle.(1994) In: The Review of Economic Studies.
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1994Diffusion of technical change and the decomposition of output into trend and cycle.(1994) In: ULB Institutional Repository.
[Citation analysis]
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2013Noise Bubbles In: CEPR Discussion Papers.
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2014Noise Bubbles.(2014) In: Working Papers.
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2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
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2017Noise Bubbles.(2017) In: Economic Journal.
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This paper has nother version. Agregated cites: 8		article
2004ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM In: Econometric Theory.
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