Mario Forni

Dynamic Common Factors in Large Cross-Sections

Year: 1995
Journal: No Journal Matched
Authors: Mario Forni; Lucrezia Reichlin

A Measure of Comovement for Economic Variables: Theory and Empirics

Year: 1999
Journal: No Journal Matched
Authors: Christophe Croux; Mario Forni; Lucrezia Reichlin

The Generalized Dynamic Factor Model: Identification and Estimation

Year: 1999
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

The Generalized Dynamic Factor Model: Representation Theory

Year: 2000
Journal: Econometric Theory
Authors: Mario Forni; Marco Lippi

Reference Cycles: The NBER Methodology Revisited

Year: 2000
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

Eurocoin: A Real Time Coincident Indicator of the Euro Area Business Cycle

Year: 2001
Journal: No Journal Matched
Authors: Filippo Altissimo; Antonio Bassanetti; Riccardo Cristadoro; Mario Forni; Marco Lippi; Lucrezia Reichlin; Giovanni Veronese

Knowledge Spillovers and the Growth of Local Industries

Year: 2001
Journal: No Journal Matched
Authors: Mario Forni; Sergio Paba

A Core Inflation Index for the Euro Area

Year: 2001
Journal: No Journal Matched
Authors: Riccardo Cristadoro; Mario Forni; Lucrezia Reichlin; Giovanni Veronese

Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?

Year: 2002
Journal: Journal of Monetary Economics
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

Using Stationarity Tests in Antitrust Market Definition

Year: 2002
Journal: American Law and Economics Review
Authors: Mario Forni

The Generalized Dynamic Factor Model: Onesided Estimation and Forecasting

Year: 2002
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

Opening the Black Box: Structural Factor Models versus Structural VARs

Year: 2003
Journal: No Journal Matched
Authors: Mario Forni; Marco Lippi; Lucrezia Reichlin

Antitrust Policy and National Growth: Some Evidence from Italy

Year: 2004
Journal: EconomiA
Authors: Elisabetta Allegra; Mario Forni; Michele Grillo; Lara Magnani

New Eurocoin: Tracking Economic Growth in Real Time

Year: 2006
Journal: Review of Economics and Statistics
Authors: Filippo Altissimo; Riccardo Cristadoro; Mario Forni; Marco Lippi; Giovanni Veronese

The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach

Year: 2008
Journal: Journal of Monetary Economics
Authors: Mario Forni; Luca Gambetti

Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model

Year: 2010
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti

Fiscal Foresight and the Effects of Government Spending

Year: 2010
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti

Testing for Sufficient Information in Structural VARs

Year: 2011
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti

No News in Business Cycles

Year: 2011
Journal: Economic Journal
Authors: Mario Forni; Luca Gambetti; Luca Sala

Noise Bubbles

Year: 2013
Journal: Economic Journal
Authors: Mario Forni; Luca Gambetti; Marco Lippi; Luca Sala

Noisy News in Business Cycles

Year: 2013
Journal: Economic Journal
Authors: Mario Forni; Luca Gambetti; Marco Lippi; Luca Sala

Government Spending Shocks in Open Economy VARs

Year: 2014
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti

Dynamic Factor Models with Infinite Dimensional Factor Space: Asymptotic Analysis

Year: 2015
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Paolo Zaffaroni

The Forecasting Performance of Dynamic Factor Models with Vintage Data

Year: 2018
Journal: No Journal Matched
Authors: Luca Di Bonaventura; Mario Forni; Francesco Pattarin

Common Component Structural VARs

Year: 2020
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Marco Lippi; Luca Sala

Asymmetric Effects of Monetary Policy Easing and Tightening

Year: 2020
Journal: No Journal Matched
Authors: Mario Forni; Davide Debortoli; Luca Gambetti; Luca Sala

Macroeconomic Uncertainty and Vector Autoregressions

Year: 2021
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Luca Sala

Downside and Upside Uncertainty Shocks

Year: 2021
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Luca Sala

The Main Business Cycle Shocks: Frequency-Band Estimation of the Number of Dynamic Factors

Year: 2022
Journal: No Journal Matched
Authors: Marco Avarucci; Maddalena Cavicchioli; Mario Forni; Paolo Zaffaroni

Validating DSGE Models through Dynamic Factor Models

Year: 2022
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Marco Lippi; Luca Sala

The Nonlinear Transmission of Financial Shocks: Some Evidence

Year: 2022
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Nicol Maffeifaccioli; Luca Sala

An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain

Year: 2023
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Antonio Granese; Luca Sala; Stefano Soccorsi

Asymmetric Monetary Policy Tradeoffs

Year: 2023
Journal: No Journal Matched
Authors: Davide Debortoli; Mario Forni; Luca Gambetti; Luca Sala

External Instrument SVAR Analysis for Noninvertible Shocks

Year: 2023
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Giovanni Ricco

The Impact of Financial Shocks on the Forecast Distribution of Output and Inflation

Year: 2023
Journal: No Journal Matched
Authors: Mario Forni; Luca Gambetti; Nicolo Maffeifaccioli; Luca Sala