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Details about Mario Forni

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Homepage:http://morgana.unimore.it/forni_mario/
Workplace:Dipartimento di Economia "Marco Biagi" (Department of Economics), Università degli Studi di Modena e Reggio Emilia (University of Modena and Reggio Emilia), (more information at EDIRC)
Center for Economic Research (RECent), Dipartimento di Economia "Marco Biagi" (Department of Economics), Università degli Studi di Modena e Reggio Emilia (University of Modena and Reggio Emilia), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Mario Forni.

Last updated 2017-03-09. Update your information in the RePEc Author Service.

Short-id: pfo95


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Working Papers

2016

  1. Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (2)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2016) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (3)
  2. Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) Downloads View citations (2)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2015) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (8)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) Downloads View citations (8)
  3. Eigenvalue Ratio Estimators for the Number of Common Factors
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  4. Eigenvalue Ratio Estimators for the Number of Dynamic Factors
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads
  5. VAR Information and the Empirical Validation of DSGE Models
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (1)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (1)

2014

  1. Government Spending Shocks in Open Economy VARs
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (2)

    See also Journal Article in Journal of International Economics (2016)
  2. Noise Bubbles
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (1)
  3. Noisy News in Business Cycles
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (19)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (4)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2014) Downloads View citations (21)

2013

  1. No News in Business Cycles
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) Downloads View citations (2)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2011) Downloads View citations (4)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (9)
    Working Papers, Barcelona Graduate School of Economics (2011) Downloads View citations (2)

    See also Journal Article in Economic Journal (2014)

2012

  1. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads
    See also Journal Article in Journal of Econometrics (2015)

2011

  1. One-Sided Representations of Generalized Dynamic Factor Models
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (2)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011) Downloads View citations (2)
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2011) Downloads View citations (2)
  2. Sufficient information in structural VARs
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (5)
    See also Journal Article in Journal of Monetary Economics (2014)
  3. Testing for Sufficient Information in Structural VARs
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (4)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (9)

2010

  1. Fiscal Foresight and the Effects of Goverment Spending
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010) Downloads View citations (16)
    Working Papers, Barcelona Graduate School of Economics (2010) Downloads View citations (29)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) Downloads View citations (24)
  2. Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (9)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010) Downloads View citations (6)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) Downloads View citations (9)

2008

  1. New Eurocoin: Tracking Economic Growth in Real Time
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (11)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) Downloads View citations (27)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (44)

    See also Journal Article in The Review of Economics and Statistics (2010)
  2. Opening the Black Box: Structural Factor Models with Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (44)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2007) Downloads View citations (5)

    See also Journal Article in Econometric Theory (2009)
  3. The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2008) Downloads View citations (7)

    See also Journal Article in Journal of Monetary Economics (2010)

2005

  1. A core inflation indicator for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (31)
    See also Journal Article in Journal of Money, Credit and Banking (2005)
  2. The generalised dynamic factor model: one sided estimation and forecasting
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (82)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2003) Downloads View citations (51)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (38)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (48)

    See also Journal Article in Journal of the American Statistical Association (2005)

2004

  1. Anti-Trust Policy and National Growth: Some Evidence from Italy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Giornale degli Economisti (2004)
  2. The generalised dynamic factor model: consistency and rates
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (41)
    See also Journal Article in Journal of Econometrics (2004)

2003

  1. Do financial variables help forecasting inflation and real activity in the Euro area ?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (163)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (22)

    See also Journal Article in Journal of Monetary Economics (2003)
  2. Opening the Black Box: Structural Factor Models versus Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (38)

2002

  1. Using Stationarity Tests in Antitrust Market Definition
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in American Law and Economics Review (2004)

2001

  1. A Core Inflation Index for the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) Downloads View citations (37)
  2. A measure of co-movement for economic variables: theory and empirics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (60)

    See also Journal Article in The Review of Economics and Statistics (2001)
  3. A real time coincident indicator of the euro area business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (59)
  4. Coincident and leading indicators for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (107)
    See also Journal Article in Economic Journal (2001)
  5. EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (120)
  6. Federal policies and local economies: Europe and the U.S
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (69)
    See also Journal Article in European Economic Review (2001)
  7. Knowledge Spillovers and the Growth of Local Industries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)

2000

  1. Reference Cycles: The NBER Methodology Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
  2. The Generalized Dynamic Factor Model: Representation Theory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (115)
    See also Journal Article in Econometric Theory (2001)
  3. The generalised dynamic factor model: identification and estimation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (262)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (266)

    See also Journal Article in The Review of Economics and Statistics (2000)

1999

  1. National policies and local economies: Europe and the United States
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) Downloads View citations (29)
  2. Risk and potential insurance in Europe
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (15)
    See also Journal Article in European Economic Review (1999)

1998

  1. Let's get real: a factor analytical approach to disaggregated business cycle dynamics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (108)
    See also Journal Article in Review of Economic Studies (1998)

1996

  1. Dynamic common factors in large cross-sections
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (22)

    See also Journal Article in Empirical Economics (1996)

1995

  1. Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (45)

Journal Articles

2016

  1. Government spending shocks in open economy VARs
    Journal of International Economics, 2016, 99, (C), 68-84 Downloads View citations (2)
    See also Working Paper (2014)

2015

  1. Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
    Journal of Econometrics, 2015, 185, (2), 359-371 Downloads View citations (11)
    See also Working Paper (2012)

2014

  1. No News in Business Cycles
    Economic Journal, 2014, 124, (581), 1168-1191 Downloads View citations (20)
    See also Working Paper (2013)
  2. Sufficient information in structural VARs
    Journal of Monetary Economics, 2014, 66, (C), 124-136 Downloads View citations (21)
    See also Working Paper (2011)

2011

  1. The general dynamic factor model: One-sided representation results
    Journal of Econometrics, 2011, 163, (1), 23-28 Downloads View citations (10)

2010

  1. New Eurocoin: Tracking Economic Growth in Real Time
    The Review of Economics and Statistics, 2010, 92, (4), 1024-1034 Downloads View citations (49)
    See also Working Paper (2008)
  2. The dynamic effects of monetary policy: A structural factor model approach
    Journal of Monetary Economics, 2010, 57, (2), 203-216 Downloads View citations (58)
    See also Working Paper (2008)

2009

  1. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
    Econometric Theory, 2009, 25, (05), 1319-1347 Downloads View citations (134)
    See also Working Paper (2008)

2005

  1. A Core Inflation Indicator for the Euro Area
    Journal of Money, Credit and Banking, 2005, 37, (3), 539-60 View citations (56)
    See also Working Paper (2005)
  2. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
    Journal of the American Statistical Association, 2005, 100, 830-840 Downloads View citations (329)
    See also Working Paper (2005)

2004

  1. Antitrust Policy and National Growth: Some Evidence from Italy
    Giornale degli Economisti, 2004, 63, (1), 69-86 Downloads View citations (12)
    See also Working Paper (2004)
  2. The generalized dynamic factor model consistency and rates
    Journal of Econometrics, 2004, 119, (2), 231-255 Downloads View citations (138)
    See also Working Paper (2004)
  3. Using Stationarity Tests in Antitrust Market Definition
    American Law and Economics Review, 2004, 6, (2), 441-464 View citations (17)
    See also Working Paper (2002)

2003

  1. Do financial variables help forecasting inflation and real activity in the euro area?
    Journal of Monetary Economics, 2003, 50, (6), 1243-1255 Downloads View citations (132)
    See also Working Paper (2003)

2002

  1. Spillovers and the Growth of Local Industries
    Journal of Industrial Economics, 2002, 50, (2), 151-71 Downloads View citations (25)

2001

  1. A Measure Of Comovement For Economic Variables: Theory And Empirics
    The Review of Economics and Statistics, 2001, 83, (2), 232-241 Downloads View citations (102)
    See also Working Paper (2001)
  2. Coincident and Leading Indicators for the Euro Area
    Economic Journal, 2001, 111, (471), C62-85 Downloads View citations (102)
    See also Working Paper (2001)
  3. Federal policies and local economies: Europe and the US
    European Economic Review, 2001, 45, (1), 109-134 Downloads View citations (86)
    See also Working Paper (2001)
  4. THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
    Econometric Theory, 2001, 17, (06), 1113-1141 Downloads View citations (164)
    See also Working Paper (2000)

2000

  1. The Generalized Dynamic-Factor Model: Identification And Estimation
    The Review of Economics and Statistics, 2000, 82, (4), 540-554 Downloads View citations (642)
    See also Working Paper (2000)
  2. The Sources of Local Growth: Evidence from Italy
    Giornale degli Economisti, 2000, 59, (1), 1-49 View citations (13)

1999

  1. Aggregation of linear dynamic microeconomic models
    Journal of Mathematical Economics, 1999, 31, (1), 131-158 Downloads View citations (12)
  2. Risk and potential insurance in Europe
    European Economic Review, 1999, 43, (7), 1237-1256 Downloads View citations (21)
    See also Working Paper (1999)

1998

  1. Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
    Review of Economic Studies, 1998, 65, (3), 453-473 Downloads View citations (169)
    See also Working Paper (1998)

1996

  1. Consumption volatility and income persistence in the permanent income model
    Ricerche Economiche, 1996, 50, (3), 223-234 Downloads View citations (2)
  2. Dynamic Common Factors in Large Cross-Sections
    Empirical Economics, 1996, 21, (1), 27-42 View citations (39)
    See also Working Paper (1996)

Books

1997

  1. Aggregation and the Microfoundations of Dynamic Macroeconomics
    OUP Catalogue, Oxford University Press View citations (84)
 
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