Discussion paper DP15529 Common Component Structural VARs Mario Forni Luca Gambetti Marco Lippi Luca Sala 7 Dec 2020 Monetary Economics and Fluctuations C32 E32
Discussion paper DP10618 Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis Marco Lippi Marc Hallin Mario Forni Paolo Zaffaroni 24 May 2015 International Macroeconomics C0 C01 E0
Discussion paper DP9601 Noisy News in Business cycles Marco Lippi Mario Forni Luca Sala Luca Gambetti 18 Aug 2013 International Macroeconomics C32 E32 E62
Discussion paper DP9532 Noise Bubbles Marco Lippi Mario Forni Luca Sala Luca Gambetti 30 Jun 2013 International Macroeconomics C32 E32 E62
Discussion paper DP5633 New EuroCOIN: Tracking Economic Growth in Real Time Marco Lippi Mario Forni Filippo Altissimo Riccardo Cristadoro Giovanni Veronese 20 Apr 2006 €-coin International Macroeconomics C51 E32 O30
Discussion paper DP4133 Opening the Black Box: Structural Factor Models versus Structural VARs Marco Lippi Lucrezia Reichlin Mario Forni 23 Dec 2003 International Macroeconomics C10 E00
Discussion paper DP3432 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni 20 Jun 2002 International Macroeconomics C13 C33 C43
Discussion paper DP3146 Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni 1 Jan 2002 International Macroeconomics C13 C33 C43
Discussion paper DP3108 EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni Filippo Altissimo Riccardo Cristadoro Giovanni Veronese Antonio Bassanetti 12 Dec 2001 €-coin International Macroeconomics C51 E32 O30
Discussion paper DP2509 The Generalized Dynamic Factor Model: Representation Theory Marco Lippi Mario Forni 25 Jul 2000 International Macroeconomics C13 C33 C43
Discussion paper DP2400 Reference Cycles: The NBER Methodology Revisited Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni 28 Mar 2000 International Macroeconomics C13 C33 C43
Discussion paper DP2338 The Generalized Dynamic Factor Model: Identification and Estimation Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni 17 Dec 1999 International Macroeconomics C13 C33 C43