Marco Lippi

Dipartimento di Scienze Economiche (DiSSE)

14 Via Cesalpino

Rome, 00161

Italy

Einaudi Institute for Economics and Finance (EIEF)

Via Due Macelli, 73

Rome, 00187

Italy

  • Dipartimento di Scienze Economiche (DiSSE)

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  • Einaudi Institute for Economics and Finance (EIEF)

SCHOLARLY PAPERS

19

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Scholarly Papers (19)

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1.

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

Downloads 197 (164,934)
Citation 4

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

Number of pages: 28 Posted: 01 Mar 2014 Last Revised: 29 Feb 2016
Matteo Barigozzi, Marco Lippi and Matteo Luciani
University of Bologna, Dipartimento di Scienze Economiche (DiSSE) and Board of Governors of the Federal Reserve System
Downloads 135 (228,254)
Citation 5

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Dynamic Factor Models for I(1) variables, Cointegration, Granger Representation Theorem

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

FEDS Working Paper No. 2016-018
Number of pages: 29 Posted: 22 Mar 2016
Matteo Barigozzi, Marco Lippi and Matteo Luciani
University of Bologna, Dipartimento di Scienze Economiche (DiSSE) and Board of Governors of the Federal Reserve System
Downloads 62 (379,218)

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Cointegration for singular vectors, Dynamic Factor Models for I(1) variables, Granger Representation Theorem for singular vectors

2.

Non-Stationary Dynamic Factor Models for Large Datasets

Downloads 169 (190,965)
Citation 3

Non-Stationary Dynamic Factor Models for Large Datasets

Number of pages: 59 Posted: 04 Mar 2016
Matteo Barigozzi, Marco Lippi and Matteo Luciani
University of Bologna, Dipartimento di Scienze Economiche (DiSSE) and Board of Governors of the Federal Reserve System
Downloads 98 (292,820)
Citation 4

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Dynamic Factor models, unit root processes, common trends, impulse response functions

Non-Stationary Dynamic Factor Models for Large Datasets

FEDS Working Paper No. 2016-024
Number of pages: 67 Posted: 31 Mar 2016 Last Revised: 01 Sep 2017
Matteo Barigozzi, Marco Lippi and Matteo Luciani
University of Bologna, Dipartimento di Scienze Economiche (DiSSE) and Board of Governors of the Federal Reserve System
Downloads 71 (352,409)

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Dynamic Factor models, Cointegration, Common trends, Impulse response functions, Unit root processes

3.

Opening the Black Box: Structural Factor Models with Large Cross-Sections

ECB Working Paper No. 712
Number of pages: 41 Posted: 19 Jan 2007
Mario Forni, Domenico Giannone, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Federal Reserve Banks - Federal Reserve Bank of New York, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 148 (211,397)
Citation 7

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Dynamic factor models, structural VARs, identification, fundamentalness

4.

Noisy News in Business Cycles

Baffi Center Research Paper No. 2014-159
Number of pages: 45 Posted: 20 Nov 2014
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 104 (275,626)
Citation 10

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Nonfundamentalness, SVAR, Imperfect Information, News, Noise, Business cycles

5.

New Eurocoin: Tracking Economic Growth in Real Time

Downloads 103 (277,426)
Citation 235

New Eurocoin: Tracking Economic Growth in Real Time

Bank of Italy Temi di Discussione (Working Paper) No. 631
Number of pages: 44 Posted: 13 Aug 2007
Giovanni Veronese, Mario Forni, Marco Lippi, Filippo Altissimo and Riccardo Cristadoro
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE), Brevan Howard Asset Management LLP and Bank of Italy
Downloads 85 (316,541)
Citation 23

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coincident indicator, band-pass filter, large-dataset factor models, generalized principal components

New Eurocoin: Tracking Economic Growth in Real Time

CEPR Discussion Paper No. 5633
Number of pages: 37 Posted: 18 Jul 2006
Filippo Altissimo, Riccardo Cristadoro, Mario Forni, Marco Lippi and Giovanni Veronese
Brevan Howard Asset Management LLP, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE) and Bank of Italy
Downloads 18 (588,823)
Citation 13
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Coincident index, band-pass filter, large dataset factor models, generalized principal components

6.

A Dynamic Factor Analysis of the Response of U. S. Interest Rates to News

Federal Reserve Bank of Saint Louis Working Paper No. 2004-013A
Number of pages: 20 Posted: 12 Mar 2005
Marco Lippi and Daniel L. Thornton
Dipartimento di Scienze Economiche (DiSSE) and Federal Reserve Bank of St. Louis - Research Division
Downloads 77 (332,839)

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Interest rates, dynamic factor models

7.

Noise Bubbles

Baffi Center Research Paper No. 2014-160
Number of pages: 40 Posted: 20 Nov 2014
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 71 (348,379)
Citation 3

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Rational bubbles, structural VARs, noise shocks

8.

The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting

CEPR Discussion Paper No. 3432
Number of pages: 30 Posted: 13 Aug 2002
Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 42 (444,006)
Citation 38
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Dynamic factor models, principal components, time series, large cross-sections, panel data, forecasting

9.

Opening the Black Box: Structural Factor Models Versus Structural Vars

CEPR Discussion Paper No. 4133
Number of pages: 29 Posted: 18 Dec 2003
Mario Forni, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 33 (483,109)
Citation 2
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Dynamic factor models, structural VARs, identification

10.

Eurocoin: A Real Time Coincident Indicator of the Euro Area Business Cycle

CEPR Discussion Paper No. 3108
Number of pages: 49 Posted: 15 Jan 2002
Filippo Altissimo, Antonio Bassanetti, Riccardo Cristadoro, Mario Forni, Marc Hallin, Marco Lippi, Lucrezia Reichlin and Giovanni Veronese
Brevan Howard Asset Management LLP, Bank of Italy, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE), London Business School and Bank of Italy
Downloads 33 (483,109)
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Business cycle, dynamic factor model

11.

Aggregation of Simple Linear Dynamics: Exact Asymptotic Results

LSE STICERD Research Paper No. EM350
Number of pages: 45 Posted: 21 Jul 2008
Marco Lippi
Dipartimento di Scienze Economiche (DiSSE)
Downloads 32 (487,932)

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12.

Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area

CEPR Discussion Paper No. 3146
Number of pages: 19 Posted: 07 Feb 2002
Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 24 (531,420)
Citation 4
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Dynamic factor models, principal components, business cycle, forecasting, financial variables

13.

Noise Bubbles

CEPR Discussion Paper No. DP9532
Number of pages: 55 Posted: 02 Jul 2013
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 1 (692,042)
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Noise shocks, Rational bubbles, Structural VARs

14.

Noise Bubbles

The Economic Journal, Vol. 127, Issue 604, pp. 1940-1976, 2017
Number of pages: 37 Posted: 06 Sep 2017
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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15.

Eigenvalue Ratio Estimators for the Number of Common Factors

CEPR Discussion Paper No. DP11440
Number of pages: 41 Posted: 22 Aug 2016
Maddalena Cavicchioli, Mario Forni, Marco Lippi and Paolo Zaffaroni
Advanced School of Economics in Venice, Università di Modena; Centre for Economic Policy Research (CEPR), Dipartimento di Scienze Economiche (DiSSE) and Imperial College Business School
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16.

Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting

CEPR Discussion Paper No. DP11161
Number of pages: 43 Posted: 18 Apr 2016
Mario Forni, Alessandro Giovannelli, Marco Lippi and Stefano Soccorsi
Università di Modena; Centre for Economic Policy Research (CEPR), University of Rome Tor Vergata, Dipartimento di Scienze Economiche (DiSSE) and Department of Economics, Lancaster University Management School
Downloads 0 (710,004)
Citation 2
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17.

Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis

CEPR Discussion Paper No. DP10618
Number of pages: 53 Posted: 27 May 2015
Mario Forni, Marc Hallin, Marco Lippi and Paolo Zaffaroni
Università di Modena; Centre for Economic Policy Research (CEPR), ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE) and Imperial College Business School
Downloads 0 (710,004)
Citation 3
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Consistency and rates., Generalized dynamic factor models., High -dimensional time series., One-sided representations of dynamic factor models., Vector processes with singular spectral density

18.

Noisy News in Business Cycles

CEPR Discussion Paper No. DP9601
Number of pages: 43 Posted: 20 Aug 2013
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 0 (710,004)
Citation 1
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Business cycle, Imperfect information, News, Noise, Nonfundamentalness, SVAR

19.

Innovation and Corporate Growth in the Evolution of the Drug Industry

International Journal of Industrial Organization, Vol. 19, No. 7, 2001
Posted: 19 Nov 2007 Last Revised: 03 Sep 2013
Giulio Bottazzi, Fabio Pammolli, Giovanni Dosi, Marco Lippi and Massimo Riccaboni
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM), Polytechnic University of Milan - Department of Management, Economics and Industrial Engineering, Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM), Dipartimento di Scienze Economiche (DiSSE) and KU Leuven - Department of Managerial Economics, Strategy, and Innovation

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Innovation, Corporate growth, Drug industry, Evolution

Other Papers (1)

Total Downloads: 0
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1.

Il Primo Esercizio Italiano Di Valutazione Della Ricerca: Una Prima Valutazione

Rivista Italiana degli Economisti, Vol. 2, August 2007
Posted: 29 Jan 2010
Marco Lippi
Dipartimento di Scienze Economiche (DiSSE)

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