Marco Lippi
Affiliations
Full Professor, Universita’ di Roma “La Sapienza”
Fellow, Einaudi Institute for Economics and Finance
Education
Laurea in Mathematics, Universita’ di Roma “La Sapienza”
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 Altissimo, F., Cristadoro, R., Forni, M. and G. Veronese, Review of Economics and Statistics, 2009, forthcoming.
“Opening the Black Box: Structural Factor Models with Large Cross-Sections” (with Forni, M., Giannone, D. 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.(with Mario Forni), Oxford University Press, 1997.
CV
Contacts
Phone: +39.06.4792.4388
Web: http://www.lippi.ws/
E-mail: marco.lippi[at]eief.it