Sfoglia per Autore
VAR Analysis, Nonfundamental representations, Blaschke matrices
1994 Lippi, Marco; Reichlin, L.
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle
1994 Lippi, Marco; Reichlin, L.
Common and Uncommon Trends and Cycles
1994 Lippi, Marco; Reichlin, L.
Aggregation of Linear Economic Models
1999 Forni, M.; Lippi, Marco
The generalized dynamic-factor model: identification and estimation.
2000 Forni, M.; Hallin, M.; Lippi, Marco; Reichlin, L.
Coincident and Leading indicators for the EURO area
2001 Forni, M.; Lippi, Marco; Lippi, M.; Reichlin, L.
The generalized dynamic factor model: representation theory
2001 Forni, M; Lippi, Marco
Do Financial Variables Help Forecasting Inflation and Real Activity in the EURO Area?
2003 Forni, Hallin; Lippi, Marco; Reichlin,
Issues concerning the approximation underlying the spectral representation theorem
2004 Lippi, Marco
The generalized dynamic factor model consistency and rates
2004 Forni, Hallin; Lippi, Marco; Reichlin,
The generalized dynamic factor model: One-sided estimation and forecasting
2005 Forni, Hallin; Lippi, Marco; Reichlin,
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
2009 Mario, Forni; Domenico, Giannone; Lippi, Marco; Lucrezia, Reichlin
NEW EUROCOIN: TRACKING ECONOMIC GROWTH IN REAL TIME
2010 Filippo, Altissimo; Riccardo, Cristadoro; Mario, Forni; Lippi, Marco; Giovanni, Veronese
The generalized dynamic factor model: one-sided representation results
2011 Lippi, Marco
The general dynamic factor model: One-sided representation results
2012 M., Forni; Lippi, Marco
Infinite-Dimensional Autoregressive Systems and the Generalized Dynamic Factor Model
2012 Lippi, Marco
SAMIZDATA: a scale independent data management system for time series
2016 Atzeni, Paolo; Bellomarini, Luigi; Laurenza, Eleonora; Lippi, Marco
Dynamic factor models with infinite-dimensional factor space. Asymptotic analysis
2017 Forni, M.; Hallin, M.; Lippi, M.; Zaffaroni, P.
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