Marco Lippi

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

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1988

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	1.35	2.52	0.00	3.87	74%
Last 10 Years	0.00	3.36	3.03	0.00	6.39	78%
All Time	8.07	14.26	11.00	0.50	33.84	96%

Publication Statistics

Raw Publications 24

Coauthorship-Adjusted Count 21.17

Publications (24)

Year	Article	Journal	Tier	Authors
2025	Informing DSGE Models Through Dynamic Factor Models	Journal of Applied Econometrics	B	4
2023	VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS	Econometric Theory	B	1
2021	Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors	Journal of Econometrics	A	3
2018	Dynamic factor model with infinite‐dimensional factor space: Forecasting	Journal of Applied Econometrics	B	4
2017	Noisy News in Business Cycles	American Economic Journal: Macroeconomics	A	4
2017	Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis	Journal of Econometrics	A	4
2015	Dynamic factor models with infinite-dimensional factor spaces: One-sided representations	Journal of Econometrics	A	4
2011	The general dynamic factor model: One-sided representation results	Journal of Econometrics	A	2
2010	New Eurocoin: Tracking Economic Growth in Real Time	Review of Economics and Statistics	A	5
2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS	Econometric Theory	B	4
2004	The generalized dynamic factor model consistency and rates	Journal of Econometrics	A	4
2004	ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM	Econometric Theory	B	1
2003	Do financial variables help forecasting inflation and real activity in the euro area?	Journal of Monetary Economics	A	4
2001	Innovation and corporate growth in the evolution of the drug industry	International Journal of Industrial Organization	B	5
2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY	Econometric Theory	B	2
2000	The Generalized Dynamic-Factor Model: Identification And Estimation	Review of Economics and Statistics	A	4
1999	Aggregation of linear dynamic microeconomic models	Journal of Mathematical Economics	C	2
1994	VAR analysis, nonfundamental representations, blaschke matrices	Journal of Econometrics	A	2
1994	Common and uncommon trends and cycles	European Economic Review	B	2
1994	Aggregation: 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)	Journal of Economic Behavior and Organization	B	2
1994	Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle	Review of Economic Studies	S	2
1993	The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment.	American Economic Review	S	2
1992	On persistence of shocks to economic variables : A common misconception	Journal of Monetary Economics	A	2
1988	On the dynamic shape of aggregated error correction models	Journal of Economic Dynamics and Control	B	1