Details about Mario Forni

Workplace:

Centre for Economic Policy Research (CEPR), (more information at EDIRC) 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)

Access statistics for papers by Mario Forni.

Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: pfo95

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Working Papers

2023

1. An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
2. Asymmetric Monetary Policy Tradeoffs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers, Barcelona School of Economics (2023) View citations (7)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2023) View citations (11)
3. Asymmetric Transmission of Oil Supply News
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
4. External Instrument SVAR Analysis for Noninvertible Shocks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers, Center for Research in Economics and Statistics (2023) View citations (3)
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2022) View citations (3)
5. The impact of financial shocks on the forecast distribution of output and inflation
   Working Paper, Norges Bank View citations (1)

2022

6. Frequency-band estimation of the number of factors detecting the main business cycle shocks
   Working Papers, Business School - Economics, University of Glasgow
7. Nonlinear transmission of financial shocks: Some new evidence
   Working Paper, Norges Bank View citations (2)
   See also Journal Article Nonlinear Transmission of Financial Shocks: Some New Evidence, Journal of Money, Credit and Banking, Blackwell Publishing (2024) View citations (6) (2024)
8. The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
9. The Nonlinear Transmission of Financial Shocks: Some Evidence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
10. Validating DSGE Models through Dynamic Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

11. Downside and Upside Uncertainty Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
12. Macroeconomic Uncertainty and Vector Autoregressions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020)

2020

13. Asymmetric Effects of Monetary Policy Easing and Tightening
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (12)
    Also in Working Papers, Barcelona School of Economics (2020) View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (12)
14. Common Component Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020) View citations (4)

2018

15. Fundamentalness, Granger Causality and Aggregation
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (1)
16. The Forcasting Performance of Dynamic Factor Models with Vintage Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2018) View citations (21)
    Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi" (2018) View citations (21)

2017

17. News, Uncertainty and Economic Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
18. News, Uncertainty and Economic Fluctuations (No News is Good News)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (12)

2016

19. Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (9)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2016) View citations (19)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (12)
    See also Journal Article Dynamic factor model with infinite‐dimensional factor space: Forecasting, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (47) (2018)
20. Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (16)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) View citations (65)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2015) View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (65)
    See also Journal Article Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis, Journal of Econometrics, Elsevier (2017) View citations (75) (2017)
21. Eigenvalue Ratio Estimators for the Number of Common Factors
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
22. 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" View citations (1)
23. 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" View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (11)
    2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (11)

2015

24. Fiscal Foresight and the Effects of Government Spending
    Working Papers, Barcelona School of Economics View citations (76)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010) View citations (56)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) View citations (63)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (28)
25. Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    Working Papers, Barcelona School of Economics View citations (20)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (21)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) View citations (23)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010) View citations (19)
26. No News in Business Cycles
    Working Papers, Barcelona School of Economics View citations (12)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011) View citations (12)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) View citations (12)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2013) View citations (13)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2011) View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (13)
    See also Journal Article No News in Business Cycles, Economic Journal, Royal Economic Society (2014) View citations (75) (2014)
27. Testing for Sufficient Information in Structural VARs
    Working Papers, Barcelona School of Economics View citations (15)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011) View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (20)

2014

28. Government Spending Shocks in Open Economy VARs
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (7)
    See also Journal Article Government spending shocks in open economy VARs, Journal of International Economics, Elsevier (2016) View citations (81) (2016)
29. Noise Bubbles
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi"
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (3)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2014) View citations (5)
    See also Journal Article Noise Bubbles, Economic Journal, Royal Economic Society (2017) (2017)
30. Noisy News in Business Cycles
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (72)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2014) View citations (70)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (18)
    See also Journal Article Noisy News in Business Cycles, American Economic Journal: Macroeconomics, American Economic Association (2017) View citations (41) (2017)

2012

31. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (2)
    See also Journal Article Dynamic factor models with infinite-dimensional factor spaces: One-sided representations, Journal of Econometrics, Elsevier (2015) View citations (89) (2015)

2011

32. One-Sided Representations of Generalized Dynamic Factor Models
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (3)
    Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2011) View citations (3)
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome (2011) View citations (3)
33. Sufficient information in structural VARs
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (23)
    See also Journal Article Sufficient information in structural VARs, Journal of Monetary Economics, Elsevier (2014) View citations (166) (2014)

2008

34. New Eurocoin: Tracking Economic Growth in Real Time
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (18)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) View citations (46)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (49)
    See also Journal Article New Eurocoin: Tracking Economic Growth in Real Time, The Review of Economics and Statistics, MIT Press (2010) View citations (126) (2010)
35. Opening the Black Box: Structural Factor Models with Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (62)
    Also in Working Paper Series, European Central Bank (2007) View citations (70)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2007) View citations (21)
    See also Journal Article OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS, Econometric Theory, Cambridge University Press (2009) View citations (334) (2009)
36. The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2008) View citations (10)
    See also Journal Article The dynamic effects of monetary policy: A structural factor model approach, Journal of Monetary Economics, Elsevier (2010) View citations (155) (2010)

2005

37. A core inflation indicator for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (81)
    See also Journal Article A Core Inflation Indicator for the Euro Area, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (89) (2005)
38. The generalised dynamic factor model: one sided estimation and forecasting
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (519)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2003) View citations (56)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (64)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (47)
    See also Journal Article The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting, Journal of the American Statistical Association, American Statistical Association (2005) View citations (582) (2005)

2004

39. Anti-Trust Policy and National Growth: Some Evidence from Italy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
    See also Journal Article Antitrust Policy and National Growth: Some Evidence from Italy, Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University (2004) View citations (13) (2004)
40. The generalised dynamic factor model: consistency and rates
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (105)
    See also Journal Article The generalized dynamic factor model consistency and rates, Journal of Econometrics, Elsevier (2004) View citations (199) (2004)

2003

41. Do financial variables help forecasting inflation and real activity in the Euro area ?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (254)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (26)
    See also Journal Article Do financial variables help forecasting inflation and real activity in the euro area?, Journal of Monetary Economics, Elsevier (2003) View citations (251) (2003)
42. Opening the Black Box: Structural Factor Models versus Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (52)

2002

43. Using Stationarity Tests in Antitrust Market Definition
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article Using Stationarity Tests in Antitrust Market Definition, American Law and Economics Review, American Law and Economics Association (2004) View citations (31) (2004)

2001

44. A Core Inflation Index for the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (22)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) View citations (39)
45. A measure of co-movement for economic variables: theory and empirics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (43)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (64)
    See also Journal Article A Measure Of Comovement For Economic Variables: Theory And Empirics, The Review of Economics and Statistics, MIT Press (2001) View citations (217) (2001)
46. 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 View citations (143)
47. Coincident and leading indicators for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (150)
    See also Journal Article Coincident and Leading Indicators for the Euro Area, Economic Journal, Royal Economic Society (2001) View citations (139) (2001)
48. EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (150)
49. Federal policies and local economies: Europe and the U.S
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (98)
    See also Journal Article Federal policies and local economies: Europe and the US, European Economic Review, Elsevier (2001) View citations (110) (2001)
50. Knowledge Spillovers and the Growth of Local Industries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)

2000

51. Reference Cycles: The NBER Methodology Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (48)
52. The Generalized Dynamic Factor Model: Representation Theory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (245)
    See also Journal Article THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY, Econometric Theory, Cambridge University Press (2001) View citations (255) (2001)
53. The generalised dynamic factor model: identification and estimation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (649)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (331)
    See also Journal Article The Generalized Dynamic-Factor Model: Identification And Estimation, The Review of Economics and Statistics, MIT Press (2000) View citations (1100) (2000)

1999

54. National policies and local economies: Europe and the United States
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) View citations (31)
55. Risk and potential insurance in Europe
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (25)
    See also Journal Article Risk and potential insurance in Europe, European Economic Review, Elsevier (1999) View citations (24) (1999)

1998

56. Let's get real: a factor analytical approach to disaggregated business cycle dynamics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (307)
    See also Journal Article Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics, The Review of Economic Studies, Review of Economic Studies Ltd (1998) View citations (287) (1998)

1996

57. Dynamic common factors in large cross-sections
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (52)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (22)
    See also Journal Article Dynamic Common Factors in Large Cross-Sections, Empirical Economics, Springer (1996) View citations (54) (1996)

1995

58. Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (48)

Journal Articles

2024

1. Asymmetric effects of news through uncertainty
   Macroeconomic Dynamics, 2024, 28, (1), 74-98
2. Nonlinear Transmission of Financial Shocks: Some New Evidence
   Journal of Money, Credit and Banking, 2024, 56, (1), 5-33 View citations (6)
   See also Working Paper Nonlinear transmission of financial shocks: Some new evidence, Working Paper (2022) View citations (2) (2022)
3. The effects of monetary policy on macroeconomic risk
   European Economic Review, 2024, 167, (C) View citations (1)

2021

4. Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy
   JRFM, 2021, 14, (8), 1-21 View citations (4)

2019

5. Structural VARs and noninvertible macroeconomic models
   Journal of Applied Econometrics, 2019, 34, (2), 221-246 View citations (26)

2018

6. Dynamic factor model with infinite‐dimensional factor space: Forecasting
   Journal of Applied Econometrics, 2018, 33, (5), 625-642 View citations (47)
   See also Working Paper Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting, Working Papers ECARES (2016) View citations (9) (2016)

2017

7. Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
   Journal of Econometrics, 2017, 199, (1), 74-92 View citations (75)
   See also Working Paper Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis, EIEF Working Papers Series (2016) View citations (16) (2016)
8. Noise Bubbles
   Economic Journal, 2017, 127, (604), 1940-1976
   See also Working Paper Noise Bubbles, Center for Economic Research (RECent) (2014) (2014)
9. Noisy News in Business Cycles
   American Economic Journal: Macroeconomics, 2017, 9, (4), 122-52 View citations (41)
   See also Working Paper Noisy News in Business Cycles, Center for Economic Research (RECent) (2014) View citations (72) (2014)

2016

10. Government spending shocks in open economy VARs
    Journal of International Economics, 2016, 99, (C), 68-84 View citations (81)
    See also Working Paper Government Spending Shocks in Open Economy VARs, Center for Economic Research (RECent) (2014) View citations (8) (2014)

2015

11. Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
    Journal of Econometrics, 2015, 185, (2), 359-371 View citations (89)
    See also Working Paper Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations, Working Papers ECARES (2012) View citations (2) (2012)

2014

12. No News in Business Cycles
    Economic Journal, 2014, 124, (581), 1168-1191 View citations (75)
    See also Working Paper No News in Business Cycles, Working Papers (2015) View citations (12) (2015)
13. Sufficient information in structural VARs
    Journal of Monetary Economics, 2014, 66, (C), 124-136 View citations (166)
    See also Working Paper Sufficient information in structural VARs, Center for Economic Research (RECent) (2011) View citations (23) (2011)

2011

14. The general dynamic factor model: One-sided representation results
    Journal of Econometrics, 2011, 163, (1), 23-28 View citations (37)

2010

15. New Eurocoin: Tracking Economic Growth in Real Time
    The Review of Economics and Statistics, 2010, 92, (4), 1024-1034 View citations (126)
    See also Working Paper New Eurocoin: Tracking Economic Growth in Real Time, Center for Economic Research (RECent) (2008) View citations (18) (2008)
16. The dynamic effects of monetary policy: A structural factor model approach
    Journal of Monetary Economics, 2010, 57, (2), 203-216 View citations (155)
    See also Working Paper The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach, CEPR Discussion Papers (2008) View citations (5) (2008)

2009

17. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
    Econometric Theory, 2009, 25, (5), 1319-1347 View citations (334)
    See also Working Paper Opening the Black Box: Structural Factor Models with Large Cross-Sections, Working Papers ECARES (2008) View citations (62) (2008)

2005

18. A Core Inflation Indicator for the Euro Area
    Journal of Money, Credit and Banking, 2005, 37, (3), 539-60 View citations (89)
    See also Working Paper A core inflation indicator for the Euro area, ULB Institutional Repository (2005) View citations (81) (2005)
19. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
    Journal of the American Statistical Association, 2005, 100, 830-840 View citations (582)
    See also Working Paper The generalised dynamic factor model: one sided estimation and forecasting, ULB Institutional Repository (2005) View citations (519) (2005)

2004

20. Antitrust Policy and National Growth: Some Evidence from Italy
    Giornale degli Economisti, 2004, 63, (1), 69-86 View citations (13)
    See also Working Paper Anti-Trust Policy and National Growth: Some Evidence from Italy, CEPR Discussion Papers (2004) View citations (12) (2004)
21. The generalized dynamic factor model consistency and rates
    Journal of Econometrics, 2004, 119, (2), 231-255 View citations (199)
    See also Working Paper The generalised dynamic factor model: consistency and rates, ULB Institutional Repository (2004) View citations (105) (2004)
22. Using Stationarity Tests in Antitrust Market Definition
    American Law and Economics Review, 2004, 6, (2), 441-464 View citations (31)
    See also Working Paper Using Stationarity Tests in Antitrust Market Definition, CEPR Discussion Papers (2002) View citations (3) (2002)

2003

23. Do financial variables help forecasting inflation and real activity in the euro area?
    Journal of Monetary Economics, 2003, 50, (6), 1243-1255 View citations (251)
    See also Working Paper Do financial variables help forecasting inflation and real activity in the Euro area ?, ULB Institutional Repository (2003) View citations (254) (2003)

2002

24. Spillovers and the growth of local industries
    Journal of Industrial Economics, 2002, 50, (2), 151-171 View citations (36)

2001

25. A Measure Of Comovement For Economic Variables: Theory And Empirics
    The Review of Economics and Statistics, 2001, 83, (2), 232-241 View citations (217)
    See also Working Paper A measure of co-movement for economic variables: theory and empirics, ULB Institutional Repository (2001) View citations (43) (2001)
26. Coincident and Leading Indicators for the Euro Area
    Economic Journal, 2001, 111, (471), C62-85 View citations (139)
    See also Working Paper Coincident and leading indicators for the Euro area, ULB Institutional Repository (2001) View citations (150) (2001)
27. Federal policies and local economies: Europe and the US
    European Economic Review, 2001, 45, (1), 109-134 View citations (110)
    See also Working Paper Federal policies and local economies: Europe and the U.S, ULB Institutional Repository (2001) View citations (98) (2001)
28. THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
    Econometric Theory, 2001, 17, (6), 1113-1141 View citations (255)
    See also Working Paper The Generalized Dynamic Factor Model: Representation Theory, CEPR Discussion Papers (2000) View citations (245) (2000)

2000

29. The Generalized Dynamic-Factor Model: Identification And Estimation
    The Review of Economics and Statistics, 2000, 82, (4), 540-554 View citations (1100)
    See also Working Paper The generalised dynamic factor model: identification and estimation, ULB Institutional Repository (2000) View citations (649) (2000)
30. The Sources of Local Growth: Evidence from Italy
    Giornale degli Economisti, 2000, 59, (1), 1-49 View citations (17)

1999

31. Aggregation of linear dynamic microeconomic models
    Journal of Mathematical Economics, 1999, 31, (1), 131-158 View citations (23)
32. Risk and potential insurance in Europe
    European Economic Review, 1999, 43, (7), 1237-1256 View citations (24)
    See also Working Paper Risk and potential insurance in Europe, ULB Institutional Repository (1999) View citations (25) (1999)

1998

33. Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
    The Review of Economic Studies, 1998, 65, (3), 453-473 View citations (287)
    See also Working Paper Let's get real: a factor analytical approach to disaggregated business cycle dynamics, ULB Institutional Repository (1998) View citations (307) (1998)

1996

34. Consumption volatility and income persistence in the permanent income model
    Ricerche Economiche, 1996, 50, (3), 223-234 View citations (2)
35. Dynamic Common Factors in Large Cross-Sections
    Empirical Economics, 1996, 21, (1), 27-42 View citations (54)
    See also Working Paper Dynamic common factors in large cross-sections, ULB Institutional Repository (1996) View citations (52) (1996)

Books

1997

1. Aggregation and the Microfoundations of Dynamic Macroeconomics
   OUP Catalogue, Oxford University Press View citations (119)