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Noise bubbles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013

Persistent link: https://www.econbiz.de/10009786286

Eigenvalue ratio estimators for the number of common factors

Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; … - 2016

Persistent link: https://www.econbiz.de/10011544556

Dynamic factor model with infinite dimensional factor space : forecasting

Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016

Persistent link: https://www.econbiz.de/10011482273

Noisy news in business cycles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013

Persistent link: https://www.econbiz.de/10010188705

Dynamic factor model with infinite dimensional factor space: forecasting

Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016

Persistent link: https://www.econbiz.de/10011672373

Noisy news in business cycles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2014 - This version: November, 2014

Persistent link: https://www.econbiz.de/10011809749

Noise bubbles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - In: The economic journal : the journal of the Royal … 127 (2017) 604, pp. 1940-1976

Persistent link: https://www.econbiz.de/10011757853

Noisy news in business cycles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - In: American economic journal : a journal of the American … 9 (2017) 4, pp. 122-152

Persistent link: https://www.econbiz.de/10011747375

Non-stationary dynamic factor models for large datasets

Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - 2016

Persistent link: https://www.econbiz.de/10011500201

A dynamic factor analysis of the response of US interest rates to news

Lippi, Marco (contributor); Thornton, Daniel L. (contributor) - 2004

This paper uses a dynamic factor model recently studied by Forni, Hallin, Lippi and Reichlin (2000) to analyze the response of 21 U.S. interest rates to news. Using daily data, we find that the news that affects interest rates daily can be summarized by two common factors. This finding is robust...

Persistent link: https://www.econbiz.de/10003211580