Marco Lippi
Affiliations
Full Professor, Universita’ di Roma “La Sapienza”
Fellow, Einaudi Institute for Economics and Finance
Education
University of Rome “La Sapienza”, BA, 1965
CV
Research Interests
Prediction of macroeconomic aggregates. Large-dimensional factor models. Structural VAR analysis. Aggregation in macroeconomics. Stochastic processes and time series.
Selected Publications
“New Eurocoin: Tracking Economic Growth in Real Time” (with F. Altissimo, R. Cristadoro, M. Forni, and G. Veronese), Review of Economics and Statistics, Volume 92, Issue 4, pages 1024-1034, 2010
“Opening the Black Box: Structural Factor Models with Large Cross-Sections” (with M. Forni, D. Giannone and L. Reichlin), Econometric Theory, 2009
“The Generalized Dynamic Factor Model: Representation Theory” (with M. Forni), Econometric Theory, 2001
“The Generalized Dynamic Factor Model: Identification and Estimation” (with M. Forni, M. Hallin and L. Reichlin), Review of Economics and Statistics, 2000
“Aggregation and the Microfoundations of Dynamic Macroeconomics” (with Mario Forni), Oxford University Press, 1997
Contacts
Phone: +39.06.4792.4388
Fax: +39.06.4792.4872
E-mail: marco.lippi[at]eief.it
Web: http://www.lippi.ws/