Marco Lippi : Citation Profile

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

25

H index

31

i10 index

5324

Citations

RESEARCH PRODUCTION:

37

Articles

66

Papers

1

Books

5

Chapters

RESEARCH ACTIVITY:

   37 years (1988 - 2025). See details.
   Cites by year: 143
   Journals where Marco Lippi has often published
   Relations with other researchers
   Recent citing documents: 154.    Total self citations: 57 (1.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli391
   Updated: 2026-09-19    RAS profile: 2026-09-14    
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Relations with other researchers

Works with:

Gambetti, Luca (4)

Forni, Mario (4)

Giovannelli, Alessandro (2)

Proietti, Tommaso (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 (244)

Hallin, Marc (239)

Marcellino, Massimiliano (168)

Gambetti, Luca (159)

Forni, Mario (152)

Giannone, Domenico (144)

Reichlin, Lucrezia (129)

Kapetanios, George (104)

Pesaran, Mohammad (98)

Luciani, Matteo (89)

Chudik, Alexander (71)

Cites to:

Forni, Mario (231)

Reichlin, Lucrezia (203)

Hallin, Marc (138)

Giannone, Domenico (82)

Watson, Mark (67)

Ng, Serena (57)

Bai, Jushan (48)

Stock, James (41)

Zaffaroni, Paolo (36)

Sala, Luca (29)

Gambetti, Luca (24)

Main data

Where Marco Lippi has published?

Journals with more than one article published# docs
Journal of Econometrics6
Econometric Theory4
Journal of Monetary Economics2
Econometrics2
Ricerche Economiche2
Journal of Applied Econometrics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / Centre for Economic Policy Research15
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
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2

Recent works citing Marco Lippi (2026 and 2025)

YearTitle of citing document
2026Forecasting Vietnam Inflation Using Machine Learning Approaches: A Comprehensive Analysis. (2026). Ngo, Thanh ; Bui, Hung D ; Tran, Son H ; Dq, TU. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:1:p:136-185.

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2025An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain. (2025). Soccorsi, Stefano ; Gambetti, Luca ; Forni, Mario ; Granese, Antonio ; Sala, Luca. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:17:y:2025:i:3:p:311-41.

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

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2024Min(d)ing the President: A text analytic approach to measuring tax news. (2024). Smeekes, Stephan ; Lieb, Lenard ; Almeida, Rui Jorge ; Bacsturk, Nalan ; 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 Iterative Refinement Labeling. (2024). Dai, Zhonghao ; Zhang, Ruchen ; Wang, Ling ; Zeng, Liang ; Li, Jian ; Niu, Hui ; Zhu, Dewei. In: Papers. RePEc:arx:papers:2107.11972.

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

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

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

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

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2026On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

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

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

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2026The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067.

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2025Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2025). Fisher, Zachary F ; Kim, Younghoon ; Pipiras, Vladas. In: Papers. RePEc:arx:papers:2307.10454.

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

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2026Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Shi, Zhentao ; Liao, Yuan ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2025Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon. (2025). Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2407.09738.

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2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

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2026Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606.

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2024Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287.

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2026Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2025On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model. (2025). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.18159.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2026A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM). (2024). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.20885.

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2025VAR 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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2025Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2504.05743.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

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2026Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2026Modewise Additive Factor Model for Matrix Time Series. (2026). Han, Yuefeng ; Xu, KE ; Li, Jiayu ; Chen, Elynn. In: Papers. RePEc:arx:papers:2512.25025.

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2026Time-Aware Synthetic Control. (2026). Abadie, Alberto ; Narasipura, Samhitha ; Rho, Saeyoung ; Hsu, Daniel ; Illick, Cyrus ; Misra, Vishal. In: Papers. RePEc:arx:papers:2601.03099.

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2026Double Descent and Benign Overfitting in Macroeconomic Forecasting. (2026). Huber, Florian ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2605.15358.

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2026Determining the Structure of Dynamic Factor Models. (2026). Ha, Sangmyung. In: Papers. RePEc:arx:papers:2606.26142.

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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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2025Measuring the U.S. monetary noise shocks. (2025). Wu, Yihua ; Lai, Chingchong. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:1:p:98-124.

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2025Sentiment shocks, productivity, and long‐run growth. (2025). Turgut, Mehmet Burak. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:4:p:1090-1109.

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2025Nowcasting Quarterly GDP Growth During the COVID‐19 Crisis Using a Monthly Activity Indicator. (2025). Hartigan, Luke ; Rosewall, Tom. In: The Economic Record. RePEc:bla:ecorec:v:101:y:2025:i:335:p:456-484.

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2025Forecasting Chinas inflation rate: Evidence from machine learning methods. (2025). Xu, Xingfu ; Liu, Weihan. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e70000.

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

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2025A tail of labor supply and a tale of monetary policy. (2025). ferroni, filippo ; Mumtaz, Haroon ; Cantore, Cristiano ; Theophilopoulou, Angeliki. In: Working Papers. RePEc:bol:bodewp:wp1210.

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2026Nonlinear Business-Cycle Anatomy. (2026). Granese, Antonio ; Gambetti, Luca ; Forni, Mario ; Brianti, Marco. In: Working Papers. RePEc:bol:bodewp:wp1221.

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2025Pandemic Intensity Estimation using Dynamic Factor Modeling. (2025). Aaron, Cooke ; John, Vivian. In: Statistics, Politics and Policy. RePEc:bpj:statpp:v:16:y:2025:i:1:p:37-61:n:1003.

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

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2026Using Transformers and Reinforcement Learning as Narrative Filters in Macroeconomics. (2026). Larsen, Vegard ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12454.

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2025Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning. (2025). Rincn, Juan Jos. In: Documentos CEDE. RePEc:col:000089:021388.

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2026Infinite-dimensional dynamic factor model for the integration of international factors into small open economy DSGE models. (2026). Teixeira, Felipe Wolk ; Forti, Marco. In: Economics Bulletin. RePEc:ebl:ecbull:eb-26-00572.

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2026Infinite-dimensional dynamic factor model for the integration of international factors into small open economy DSGE models. (2026). Spelta, Alessandro ; Forti, Marco. In: Economics Bulletin. RePEc:ebl:ecbull:eb-26-00574.

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2024The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116.

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2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047.

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2025Transition to a greener economy: Climate change risks and resilience in a state-space framework. (2025). Bhadury, Soumya ; Pratap, Bhanu ; Gajbhiye, Dhirendra. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000521.

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2026Tuning into the news: Sentiment-driven high-frequency movements in cryptocurrency markets. (2026). Huynh, Nhan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:50:y:2026:i:c:s2214635026000456.

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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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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2026Two main business cycle shocks are better than one. (2026). Granese, Antonio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:182:y:2026:i:c:s0165188925001976.

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2025Defense spending and asset prices: The role of cointegration and high-dimensional macroeconomic data. (2025). Takumah, Wisdom ; Ujah, Nacasius. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2346-2359.

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2026The global financial cycle and maturity mismatches between investment and financing. (2026). Li, Rongrong ; Zhao, Chen ; Ge, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:158:y:2026:i:c:s026499932600060x.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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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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2024Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation. (2024). Funovits, Bernd. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s030440762400112x.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

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2025Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491.

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2025High dimensional factor analysis with weak factors. (2025). Yuan, Ming ; Choi, Jungjun. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s030440762500140x.

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2026Inference for time-varying factor models under local stationarity. (2026). Hong, Yongmiao ; Zhou, Zhou ; Wu, Weichi. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002076.

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2026Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model. (2026). LINTON, OLIVER ; Chen, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pa:s0304407623000131.

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2025Controlling inflation with central bank news. (2025). Kokonas, Nikolaos ; Rousakis, Michalis ; Smyrniotis, Efthymios. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s0014292125002260.

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2026Explaining deviations from Okun’s law. (2026). Furlanetto, Francesco ; Foroni, Claudia. In: European Economic Review. RePEc:eee:eecrev:v:182:y:2026:i:c:s0014292125002557.

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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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2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

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2025The risk connectedness between international crude oil market and Chinese asset markets: From the perspective of common and idiosyncratic information. (2025). Tao, Zhensheng ; Yao, Xiaoyang ; Yu, Senyuan ; Li, Jianfeng ; Wang, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007495.

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2026Financial stress and idiosyncratic risk spillovers in global carbon-energy-green finance markets. (2026). Li, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:89:y:2026:i:c:s154461232502611x.

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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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2025Data-rich economic forecasting for actuarial applications. (2025). Huang, Fei ; Dong, Yumo ; Zhu, Felix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000733.

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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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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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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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2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

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2025Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092.

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2026The Bayesian context trees state space model for time series modelling and forecasting. (2026). Papageorgiou, Ioannis ; Kontoyiannis, Ioannis. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:2:p:474-491.

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2026Macroeconomic forecasting using factor models with martingale difference errors. (2026). Rolla, L M ; Giovannelli, A. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:2:p:527-547.

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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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2025What goes around comes around: The US climate-economic cycle. (2025). Boss, Konstantin ; Testa, Alessandra. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000175.

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2025Learning from news. (2025). Vázquez, Jesús ; Vzquez, Jess ; Herrera, Luis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000278.

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2025Scaled envelope models for multivariate time series. (2025). Samadi, Yaser S ; Wiranthe, H M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000770.

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2026Estimation of tensor factor model by iterative least squares. (2026). Hou, Yujie ; He, Yong ; Wang, Yalin ; Zhou, Wen-Xin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:212:y:2026:i:c:s0047259x25001526.

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2026Threshold models for high-dimensional time series with network structure. (2026). Li, Yuanbo ; Qin, Lei ; Yau, Chun Yip ; Ng, Chi Tim. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:212:y:2026:i:c:s0047259x25001551.

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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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2025Forecast revisions as instruments for news shocks. (2025). Cascaldi-Garcia, Danilo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s030439322400182x.

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2026The impact of co-movements in international commodity idiosyncratic volatility on China’s financial market risk. (2026). Yao, Xiaoyang ; Li, Shuping. In: Research in International Business and Finance. RePEc:eee:riibaf:v:82:y:2026:i:c:s0275531925005045.

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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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2026Weight-calibrated estimation for factor models of high-dimensional time series. (2026). Zhang, BO ; Yao, Qiwei ; Wang, Zihan ; Qiao, Xinghao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:138585.

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2024An integrated Bayesian-principal component approach to macroeconomic resilience: the case of the Central Europe and Baltic macro-region. (2024). Serpieri, Carolina ; Di Bartolomeo, Giovanni ; di Pietro, Marco ; Beqiraj, Elton. In: Journal of Economic Studies. RePEc:eme:jespps:jes-05-2024-0305.

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2025.

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2025Inference of Impulse Responses via Bayesian Graphical Structural VAR Models. (2025). Ahelegbey, Daniel Felix. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:15-:d:1626420.

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2025VAR Models with an Index Structure: A Survey with New Results. (2025). Cubadda, Gianluca. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:4:p:40-:d:1777016.

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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.
[Full Text][Citation analysis]		article229
1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
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This paper has nother version. Agregated cites: 229		paper
2017Noisy News in Business Cycles In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article127
2013Noisy News in Business cycles.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 127		paper
2014Noisy News in Business Cycles.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 127		paper
2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 127		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]		paper202
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 202		paper
2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 202		paper
2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 202		article
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article640
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 640		paper
2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 640		paper
2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 640		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]		paper90
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 90		paper
2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		article
2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
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: 90		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper53
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2018Dynamic factor model with infinite‐dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		article
2016Eigenvalue Ratio Estimators for the Number of Common Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Common Component Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2020Common Components Structural VARs.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2026Common Components Structural VARs.(2026) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1338
2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1338		article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 1338		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]		paper408
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 408		article
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper155
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: 155		paper
2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper276
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 nother version. Agregated cites: 276		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 nother version. Agregated cites: 276		paper
2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
1993Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper64
1994Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle.(1994) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		article
1994Diffusion of technical change and the decomposition of output into trend and cycle.(1994) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2013Noise Bubbles In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2014Noise Bubbles.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2017Noise Bubbles.(2017) In: Economic Journal.
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This paper has nother version. Agregated cites: 11		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 nother version. Agregated cites: 0		paper
2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article363
2008Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 363		paper
2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 363		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 nother version. Agregated cites: 363		paper
2023VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2012Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES.
[Full Text][Citation analysis]		paper81
2015Dynamic factor models with infinite-dimensional factor spaces: One-sided representations.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		article
2013Factor Models in High-Dimensional Time Series: A Time-Domain Approach In: Working Papers ECARES.
[Full Text][Citation analysis]		paper41
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 nother version. Agregated cites: 41		article
2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
[Full Text][Citation analysis]		paper8
2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2017Optimal Dimension Reduction for High-dimensional and Functional Time Series In: Working Papers ECARES.
[Full Text][Citation analysis]		paper4
2018Optimal dimension reduction for high-dimensional and functional time series.(2018) In: Statistical Inference for Stochastic Processes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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 nother version. Agregated cites: 1		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 nother version. Agregated cites: 1		paper
1991Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? In: Economic Journal.
[Full Text][Citation analysis]		article7
1991Trend-cycle decompositions and measures of persistence: does time aggregation matter?.(1991) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 7		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]		article195
2004The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 195		paper
2011The general dynamic factor model: One-sided representation results In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
1994VAR analysis, nonfundamental representations, blaschke matrices In: Journal of Econometrics.
[Full Text][Citation analysis]		article170
1994VAR analysis, non-fundamental representations, Blashke matrices.(1994) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 170		paper
2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research In: Econometrics and Statistics.
[Full Text][Citation analysis]		article4
1994Common and uncommon trends and cycles In: European Economic Review.
[Full Text][Citation analysis]		article13
1994Common and uncommon trends and cycles.(1994) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2001Innovation and corporate growth in the evolution of the drug industry In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article174
2001Innovation and Corporate Growth in the Evolution of the Drug Industry.(2001) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 174		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 (cloth) 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]		article21
1992On persistence of shocks to economic variables : A common misconception In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article11
1992On persistence of shocks to economic variables: a common misconception.(1992) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 11		paper
1993Editors note In: Ricerche Economiche.
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1993Editors note In: Ricerche Economiche.
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2016Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper27
2004A dynamic factor analysis of the response of U. S. interest rates to news In: Working Papers.
[Full Text][Citation analysis]		paper4
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 nother version. Agregated cites: 4		paper
1990Issues on Aggregation and Microfundations of Macroeconomics. In: Roma la Sapienza - Scienze Economiche.
[Citation analysis]		paper0
2022Linear System Challenges of Dynamic Factor Models In: Econometrics.
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2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors In: Econometrics.
[Full Text][Citation analysis]		article15
1998The Principle of Labor Value In: International Journal of Political Economy.
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2016Eigenvalue Ratio Estimators for the Number of Dynamic Factors In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper1
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]		book114
1991Permanent and Transitory Components in Macroeconomics In: International Economic Association Series.
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2008Some Observations on Sraffa and Mathematical Proofs With an Appendix on Sraffa’s Convergence Algorithm In: Palgrave Macmillan Books.
[Citation analysis]		chapter2
1992Microfoundations of Dynamic Macroequations In: Palgrave Macmillan Books.
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2024Approximating Singular by Means of Non-singular Structural VARs In: Springer Books.
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1988Part III - How well does established theory work In: LEM Chapters Series.
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2000Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals. In: LEM Papers Series.
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2001Coincident and leading indicators for the Euro area In: ULB Institutional Repository.
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1991Permanent and temporary fluctuations in macroeconomics In: ULB Institutional Repository.
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2025Informing DSGE Models Through Dynamic Factor Models In: Journal of Applied Econometrics.
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