| The generalized dynamic-factor model: Identification and estimation M Forni, M Hallin, M Lippi, L Reichlin Review of Economics and statistics 82 (4), 540-554, 2000 | 2474 | 2000 |
| The generalized dynamic factor model: one-sided estimation and forecasting M Forni, M Hallin, M Lippi, L Reichlin Journal of the American statistical association 100 (471), 830-840, 2005 | 1217 | 2005 |
| The generalized dynamic factor model: representation theory M Forni, M Lippi Econometric theory 17 (6), 1113-1141, 2001 | 563 | 2001 |
| Innovation and corporate growth in the evolution of the drug industry G Bottazzi, G Dosi, M Lippi, F Pammolli, M Riccaboni International journal of industrial organization 19 (7), 1161-1187, 2001 | 556 | 2001 |
| Opening the black box: Structural factor models with large cross sections M Forni, D Giannone, M Lippi, L Reichlin Econometric Theory 25 (5), 1319-1347, 2009 | 499 | 2009 |
| Do financial variables help forecasting inflation and real activity in the euro area? M Forni, M Hallin, M Lippi, L Reichlin Journal of Monetary Economics 50 (6), 1243-1255, 2003 | 431 | 2003 |
| The generalized dynamic factor model consistency and rates M Forni, M Hallin, M Lippi, L Reichlin Journal of Econometrics 119 (2), 231-255, 2004 | 425 | 2004 |
| New Eurocoin: Tracking economic growth in real time F Altissimo, R Cristadoro, M Forni, M Lippi, G Veronese The review of economics and statistics 92 (4), 1024-1034, 2010 | 379 | 2010 |
| The dynamic effects of aggregate demand and supply disturbances: Comment M Lippi, L Reichlin The American Economic Review 83 (3), 644-652, 1993 | 333 | 1993 |
| Coincident and leading indicators for the euro area M Forni, M Hallin, M Lippi, L Reichlin The economic journal 111 (471), 62-85, 2001 | 312 | 2001 |
| VAR analysis, nonfundamental representations, Blaschke matrices M Lippi, L Reichlin Journal of Econometrics 63 (1), 307-325, 1994 | 288 | 1994 |
| Aggregation and the microfoundations of dynamic macroeconomics M Forni, M Lippi Oxford University Press, 1997 | 272 | 1997 |
| EuroCOIN: a real time coincident indicator of the euro area business cycle F Altissimo, A Bassanetti, R Cristadoro, M Forni, M Hallin, M Lippi, ... Available at SSRN 296860, 2001 | 219 | 2001 |
| Dynamic factor models with infinite-dimensional factor spaces: One-sided representations M Forni, M Hallin, M Lippi, P Zaffaroni Journal of econometrics 185 (2), 359-371, 2015 | 164 | 2015 |
| Opening the black box: Structural factor models versus structural VARs M Forni, M Lippi, L Reichlin Available at SSRN 481222, 2003 | 143 | 2003 |
| Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis M Forni, M Hallin, M Lippi, P Zaffaroni Journal of Econometrics 199 (1), 74-92, 2017 | 128 | 2017 |
| Noisy news in business cycles M Forni, L Gambetti, M Lippi, L Sala American Economic Journal: Macroeconomics 9 (4), 122-152, 2017 | 121 | 2017 |
| Diffusion of technical change and the decomposition of output into trend and cycle M Lippi, L Reichlin The Review of Economic Studies 61 (1), 19-30, 1994 | 121 | 1994 |
| Factor models in high-dimensional time series—a time-domain approach M Hallin, M Lippi Stochastic processes and their applications 123 (7), 2678-2695, 2013 | 89 | 2013 |
| Non-stationary dynamic factor models for large datasets M Barigozzi, M Lippi, M Luciani Available at SSRN 2741739, 2016 | 65 | 2016 |
Lucrezia ReichlinProfessor of economics, London Business SchoolZweryfikowany adres z london.edu