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Diffusion of technical change and the decomposition of output into trend and cycle

Lippi, Marco - In: The review of economic studies 61 (1994) 1, pp. 19-30

Persistent link: https://www.econbiz.de/10001155415

On persistence of shocks to economic variables : a common misconception

Lippi, Marco - In: Journal of monetary economics 29 (1992) 1, pp. 87-93

Persistent link: https://www.econbiz.de/10001120257

Aggregation of simple linear dynamics : exact asymptotic results

Lippi, Marco; Zaffaroni, Paolo - 1998

Persistent link: https://www.econbiz.de/10000986058

A dynamic factor analysis of the response of U.S. interest rates to news

Lippi, Marco (contributor); Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002496904

Noise bubbles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013

Persistent link: https://www.econbiz.de/10009786286

Noisy news in business cycles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013

Persistent link: https://www.econbiz.de/10010188705

A dynamic factor analysis of the response of US interest rates to news

Lippi, Marco (contributor); Thornton, Daniel L. (contributor) - 2004

This paper uses a dynamic factor model recently studied by Forni, Hallin, Lippi and Reichlin (2000) to analyze the response of 21 U.S. interest rates to news. Using daily data, we find that the news that affects interest rates daily can be summarized by two common factors. This finding is robust...

Persistent link: https://www.econbiz.de/10003211580

Eigenvalue ratio estimators for the number of common factors

Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; … - 2016

Persistent link: https://www.econbiz.de/10011544556

Dynamic factor model with infinite dimensional factor space : forecasting

Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016

Persistent link: https://www.econbiz.de/10011482273

Non-stationary dynamic factor models for large datasets

Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - 2016

Persistent link: https://www.econbiz.de/10011500201