Marco Lippi

Latest Institution: Einaudi Institute for Economics and Finance

All Institutions: Einaudi Institute for Economics and Finance; Università di Roma La Sapienza; Universita di Roma La Sapienza; Università di Roma


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle

Year: 1993
Journal: Review of Economic Studies
Authors: Marco Lippi; Lucrezia Reichlin

The Generalized Dynamic Factor Model: Identification and Estimation

Year: 1999
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

The Generalized Dynamic Factor Model: Representation Theory

Year: 2000
Journal: Econometric Theory
Authors: Mario Forni; Marco Lippi

Reference Cycles: The NBER Methodology Revisited

Year: 2000
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

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

Year: 2001
Journal: No Journal Matched
Authors: Filippo Altissimo; Antonio Bassanetti; Riccardo Cristadoro; Mario Forni; Marco Lippi; Lucrezia Reichlin; Giovanni Veronese

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

Year: 2002
Journal: Journal of Monetary Economics
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

The Generalized Dynamic Factor Model: Onesided Estimation and Forecasting

Year: 2002
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

Opening the Black Box: Structural Factor Models versus Structural VARs

Year: 2003
Journal: No Journal Matched
Authors: Mario Forni; Marco Lippi; Lucrezia Reichlin

New Eurocoin: Tracking Economic Growth in Real Time

Year: 2006
Journal: Review of Economics and Statistics
Authors: Filippo Altissimo; Riccardo Cristadoro; Mario Forni; Marco Lippi; Giovanni Veronese

Noise Bubbles

Year: 2013
Journal: Economic Journal
Authors: Mario Forni; Luca Gambetti; Marco Lippi; Luca Sala

Noisy News in Business Cycles

Year: 2013
Journal: Economic Journal
Authors: Mario Forni; Luca Gambetti; Marco Lippi; Luca Sala

Dynamic Factor Models with Infinite Dimensional Factor Space: Asymptotic Analysis

Year: 2015
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Paolo Zaffaroni

Common Component Structural VARs

Year: 2020
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Marco Lippi; Luca Sala

Validating DSGE Models through Dynamic Factor Models

Year: 2022
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Marco Lippi; Luca Sala


Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):

Back to index