Marco Lippi : Citation Profile


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

23

H index

30

i10 index

5109

Citations

RESEARCH PRODUCTION:

34

Articles

66

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   35 years (1988 - 2023). See details.
   Cites by year: 145
   Journals where Marco Lippi has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 56 (1.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli391
   Updated: 2025-03-22    RAS profile: 2023-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Giovannelli, Alessandro (2)

Forni, Mario (2)

Barigozzi, Matteo (2)

Gambetti, Luca (2)

Proietti, Tommaso (2)

Luciani, 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:

Hallin, Marc (234)

Barigozzi, Matteo (226)

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


Production by document typepaperbookchapterarticle1988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202305001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 23Most cited documents1234567891011121314151617181920212223242505001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Marco Lippi has published?


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

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)


Year  ↓Title 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Marco Lippi:


Year  ↓Title  ↓Type  ↓Cited  ↓
1993The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment. In: American Economic Review.
[Full Text][Citation analysis]
article224
1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 224
paper
2017Noisy News in Business Cycles In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article114
2013Noisy News in Business cycles.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114
paper
2014Noisy News in Business Cycles.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114
paper
2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114
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.
[Full Text][Citation analysis]
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]
paper198
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 198
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: 198
paper
2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 198
article
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article616
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 616
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: 616
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: 616
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81
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: 81
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: 81
paper
2015Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52
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: 52
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: 52
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]
paper3
2020Common Components Structural VARs.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1281
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: 1281
article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 1281
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]
paper392
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 392
article
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 264
paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63
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: 63
paper
2013Noise Bubbles In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2014Noise Bubbles.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2017Noise Bubbles.(2017) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
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]
article349
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: 349
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: 349
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: 349
paper
2012Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES.
[Full Text][Citation analysis]
paper75
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: 75
article
2013Factor Models in High-Dimensional Time Series: A Time-Domain Approach In: Working Papers ECARES.
[Full Text][Citation analysis]
paper37
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: 37
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]
paper2
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: 2
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.
[Full Text][Citation analysis]
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]
article6
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: 6
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]
article191
2004The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 191
paper
2011The general dynamic factor model: One-sided representation results In: Journal of Econometrics.
[Full Text][Citation analysis]
article26
2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors In: Journal of Econometrics.
[Full Text][Citation analysis]
article20
1994VAR analysis, nonfundamental representations, blaschke matrices In: Journal of Econometrics.
[Full Text][Citation analysis]
article165
1994VAR analysis, non-fundamental representations, Blashke matrices.(1994) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 165
paper
2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research In: Econometrics and Statistics.
[Full Text][Citation analysis]
article2
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]
article168
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: 168
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.
[Full Text][Citation analysis]
article0
1993Editors note In: Ricerche Economiche.
[Full Text][Citation analysis]
article0
2016Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper18
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.
[Full Text][Citation analysis]
article1
2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors In: Econometrics.
[Full Text][Citation analysis]
article12
1998The Principle of Labor Value In: International Journal of Political Economy.
[Full Text][Citation analysis]
article0
2016Eigenvalue Ratio Estimators for the Number of Dynamic Factors In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
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.
[Citation analysis]
chapter2
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.
[Citation analysis]
chapter0
1988Part III - How well does established theory work In: LEM Chapters Series.
[Full Text][Citation analysis]
chapter1
2000Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals. In: LEM Papers Series.
[Full Text][Citation analysis]
paper6
2001Coincident and leading indicators for the Euro area In: ULB Institutional Repository.
[Citation analysis]
paper142
1991Permanent and temporary fluctuations in macroeconomics In: ULB Institutional Repository.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team