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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 2024-02-06. 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 Downloads
  2. Asymmetric Monetary Policy Tradeoffs
    Working Papers, Barcelona School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2023) Downloads View citations (4)
  3. External Instrument SVAR Analysis for Noninvertible Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Center for Research in Economics and Statistics (2023) Downloads
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2022) Downloads View citations (2)
  4. The Impact of Financial Shocks on the Forecast Distribution of Output and Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Paper, Norges Bank (2023) Downloads

2022

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

2021

  1. Downside and Upside Uncertainty Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
  2. Macroeconomic Uncertainty and Vector Autoregressions
    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" (2020) Downloads

2020

  1. Asymmetric Effects of Monetary Policy Easing and Tightening
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020) Downloads View citations (5)
    Working Papers, Barcelona School of Economics (2020) Downloads View citations (5)
  2. Common Component Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020) Downloads View citations (3)

2018

  1. Fundamentalness, Granger Causality and Aggregation
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads
  2. The Forcasting Performance of Dynamic Factor Models with Vintage Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2018) Downloads View citations (20)
    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) Downloads View citations (20)

2017

  1. News, Uncertainty and Economic Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
  2. 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" Downloads View citations (12)

2016

  1. Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (9)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2016) Downloads View citations (19)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads 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) Downloads View citations (41) (2018)
  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 (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (58)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) Downloads View citations (58)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2015) Downloads View citations (29)

    See also Journal Article Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis, Journal of Econometrics, Elsevier (2017) Downloads View citations (65) (2017)
  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 View citations (1)
  5. VAR Information and the Empirical Validation of DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2016) Downloads View citations (12)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (11)

2014

  1. Government Spending Shocks in Open Economy VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2014) Downloads View citations (8)

    See also Journal Article Government spending shocks in open economy VARs, Journal of International Economics, Elsevier (2016) Downloads View citations (74) (2016)
  2. Noise Bubbles
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2014) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (3)

    See also Journal Article Noise Bubbles, Economic Journal, Royal Economic Society (2017) Downloads (2017)
  3. Noisy News in Business Cycles
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (73)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2014) Downloads View citations (71)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (18)

    See also Journal Article Noisy News in Business Cycles, American Economic Journal: Macroeconomics, American Economic Association (2017) Downloads View citations (37) (2017)

2013

  1. No News in Business Cycles
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (13)
    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 (12)
    Working Papers, Barcelona School of Economics (2011) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (13)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2011) Downloads View citations (16)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) Downloads View citations (12)

    See also Journal Article No News in Business Cycles, Economic Journal, Royal Economic Society (2014) Downloads View citations (76) (2014)

2012

  1. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (2)
    See also Journal Article Dynamic factor models with infinite-dimensional factor spaces: One-sided representations, Journal of Econometrics, Elsevier (2015) Downloads View citations (84) (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 (3)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011) Downloads View citations (3)
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2011) Downloads View citations (3)
  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 (23)
    See also Journal Article Sufficient information in structural VARs, Journal of Monetary Economics, Elsevier (2014) Downloads View citations (151) (2014)
  3. Testing for Sufficient Information in Structural VARs
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (15)
    Also in Working Papers, Barcelona School of Economics (2011) Downloads View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (20)

2010

  1. Fiscal Foresight and the Effects of Goverment Spending
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (27)
    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 (51)
    Working Papers, Barcelona School of Economics (2010) Downloads View citations (72)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) Downloads View citations (59)
  2. Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in Working Papers, Barcelona School of Economics (2010) Downloads View citations (20)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010) Downloads View citations (19)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) Downloads View citations (23)

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 (18)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (49)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) Downloads View citations (45)

    See also Journal Article New Eurocoin: Tracking Economic Growth in Real Time, The Review of Economics and Statistics, MIT Press (2010) Downloads View citations (124) (2010)
  2. Opening the Black Box: Structural Factor Models with Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (62)
    Also in Working Paper Series, European Central Bank (2007) Downloads View citations (70)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2007) Downloads View citations (21)

    See also Journal Article OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS, Econometric Theory, Cambridge University Press (2009) Downloads View citations (324) (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 (5)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2008) Downloads View citations (10)

    See also Journal Article The dynamic effects of monetary policy: A structural factor model approach, Journal of Monetary Economics, Elsevier (2010) Downloads View citations (147) (2010)

2005

  1. A core inflation indicator for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (77)
    See also Journal Article A Core Inflation Indicator for the Euro Area, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (86) (2005)
  2. The generalised dynamic factor model: one sided estimation and forecasting
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (501)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (47)
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2003) Downloads View citations (56)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (64)

    See also Journal Article The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting, Journal of the American Statistical Association, American Statistical Association (2005) Downloads View citations (559) (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 (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) Downloads View citations (13) (2004)
  2. The generalised dynamic factor model: consistency and rates
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (94)
    See also Journal Article The generalized dynamic factor model consistency and rates, Journal of Econometrics, Elsevier (2004) Downloads View citations (191) (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 (249)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads 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) Downloads View citations (241) (2003)
  2. Opening the Black Box: Structural Factor Models versus Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (52)

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 Using Stationarity Tests in Antitrust Market Definition, American Law and Economics Review, American Law and Economics Association (2004) View citations (31) (2004)

2001

  1. A Core Inflation Index for the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) Downloads View citations (39)
  2. 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) Downloads 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) Downloads View citations (209) (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 (144)
  4. Coincident and leading indicators for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (149)
    See also Journal Article Coincident and Leading Indicators for the Euro Area, Economic Journal, Royal Economic Society (2001) View citations (138) (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 (150)
  6. Federal policies and local economies: Europe and the U.S
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (99)
    See also Journal Article Federal policies and local economies: Europe and the US, European Economic Review, Elsevier (2001) Downloads View citations (111) (2001)
  7. Knowledge Spillovers and the Growth of Local Industries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (20)

2000

  1. Reference Cycles: The NBER Methodology Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (46)
  2. The Generalized Dynamic Factor Model: Representation Theory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (239)
    See also Journal Article THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY, Econometric Theory, Cambridge University Press (2001) Downloads View citations (243) (2001)
  3. The generalised dynamic factor model: identification and estimation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (616)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (334)

    See also Journal Article The Generalized Dynamic-Factor Model: Identification And Estimation, The Review of Economics and Statistics, MIT Press (2000) Downloads View citations (1067) (2000)

1999

  1. 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) Downloads View citations (31)
  2. 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) Downloads View citations (24) (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 (304)
    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) Downloads View citations (285) (1998)

1996

  1. 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) Downloads View citations (22)

    See also Journal Article Dynamic Common Factors in Large Cross-Sections, Empirical Economics, Springer (1996) View citations (55) (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 (48)

Journal Articles

2024

  1. Nonlinear Transmission of Financial Shocks: Some New Evidence
    Journal of Money, Credit and Banking, 2024, 56, (1), 5-33 Downloads
    See also Working Paper Nonlinear transmission of financial shocks: Some new evidence, Working Paper (2022) Downloads View citations (2) (2022)

2021

  1. Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy
    JRFM, 2021, 14, (8), 1-21 Downloads View citations (3)

2019

  1. Structural VARs and noninvertible macroeconomic models
    Journal of Applied Econometrics, 2019, 34, (2), 221-246 Downloads View citations (24)

2018

  1. Dynamic factor model with infinite‐dimensional factor space: Forecasting
    Journal of Applied Econometrics, 2018, 33, (5), 625-642 Downloads View citations (41)
    See also Working Paper Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting, Working Papers ECARES (2016) Downloads View citations (9) (2016)

2017

  1. Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
    Journal of Econometrics, 2017, 199, (1), 74-92 Downloads View citations (65)
    See also Working Paper Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis, EIEF Working Papers Series (2016) Downloads View citations (16) (2016)
  2. Noise Bubbles
    Economic Journal, 2017, 127, (604), 1940-1976 Downloads
    See also Working Paper Noise Bubbles, Center for Economic Research (RECent) (2014) Downloads (2014)
  3. Noisy News in Business Cycles
    American Economic Journal: Macroeconomics, 2017, 9, (4), 122-52 Downloads View citations (37)
    See also Working Paper Noisy News in Business Cycles, Center for Economic Research (RECent) (2014) Downloads View citations (73) (2014)

2016

  1. Government spending shocks in open economy VARs
    Journal of International Economics, 2016, 99, (C), 68-84 Downloads View citations (74)
    See also Working Paper Government Spending Shocks in Open Economy VARs, CEPR Discussion Papers (2014) Downloads View citations (7) (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 (84)
    See also Working Paper Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations, Working Papers ECARES (2012) Downloads View citations (2) (2012)

2014

  1. No News in Business Cycles
    Economic Journal, 2014, 124, (581), 1168-1191 Downloads View citations (76)
    See also Working Paper No News in Business Cycles, Working Papers (2013) Downloads View citations (13) (2013)
  2. Sufficient information in structural VARs
    Journal of Monetary Economics, 2014, 66, (C), 124-136 Downloads View citations (151)
    See also Working Paper Sufficient information in structural VARs, Center for Economic Research (RECent) (2011) Downloads View citations (23) (2011)

2011

  1. The general dynamic factor model: One-sided representation results
    Journal of Econometrics, 2011, 163, (1), 23-28 Downloads View citations (35)

2010

  1. New Eurocoin: Tracking Economic Growth in Real Time
    The Review of Economics and Statistics, 2010, 92, (4), 1024-1034 Downloads View citations (124)
    See also Working Paper New Eurocoin: Tracking Economic Growth in Real Time, Center for Economic Research (RECent) (2008) Downloads View citations (18) (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 (147)
    See also Working Paper The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach, CEPR Discussion Papers (2008) Downloads View citations (5) (2008)

2009

  1. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
    Econometric Theory, 2009, 25, (5), 1319-1347 Downloads View citations (324)
    See also Working Paper Opening the Black Box: Structural Factor Models with Large Cross-Sections, Working Papers ECARES (2008) Downloads View citations (62) (2008)

2005

  1. A Core Inflation Indicator for the Euro Area
    Journal of Money, Credit and Banking, 2005, 37, (3), 539-60 View citations (86)
    See also Working Paper A core inflation indicator for the Euro area, ULB Institutional Repository (2005) View citations (77) (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 (559)
    See also Working Paper The generalised dynamic factor model: one sided estimation and forecasting, ULB Institutional Repository (2005) View citations (501) (2005)

2004

  1. Antitrust Policy and National Growth: Some Evidence from Italy
    Giornale degli Economisti, 2004, 63, (1), 69-86 Downloads View citations (13)
    See also Working Paper Anti-Trust Policy and National Growth: Some Evidence from Italy, CEPR Discussion Papers (2004) Downloads View citations (12) (2004)
  2. The generalized dynamic factor model consistency and rates
    Journal of Econometrics, 2004, 119, (2), 231-255 Downloads View citations (191)
    See also Working Paper The generalised dynamic factor model: consistency and rates, ULB Institutional Repository (2004) View citations (94) (2004)
  3. 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) Downloads View citations (3) (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 (241)
    See also Working Paper Do financial variables help forecasting inflation and real activity in the Euro area ?, ULB Institutional Repository (2003) Downloads View citations (249) (2003)

2002

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

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 (209)
    See also Working Paper A measure of co-movement for economic variables: theory and empirics, ULB Institutional Repository (2001) View citations (43) (2001)
  2. Coincident and Leading Indicators for the Euro Area
    Economic Journal, 2001, 111, (471), C62-85 View citations (138)
    See also Working Paper Coincident and leading indicators for the Euro area, ULB Institutional Repository (2001) View citations (149) (2001)
  3. Federal policies and local economies: Europe and the US
    European Economic Review, 2001, 45, (1), 109-134 Downloads View citations (111)
    See also Working Paper Federal policies and local economies: Europe and the U.S, ULB Institutional Repository (2001) View citations (99) (2001)
  4. THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
    Econometric Theory, 2001, 17, (6), 1113-1141 Downloads View citations (243)
    See also Working Paper The Generalized Dynamic Factor Model: Representation Theory, CEPR Discussion Papers (2000) Downloads View citations (239) (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 (1067)
    See also Working Paper The generalised dynamic factor model: identification and estimation, ULB Institutional Repository (2000) View citations (616) (2000)
  2. The Sources of Local Growth: Evidence from Italy
    Giornale degli Economisti, 2000, 59, (1), 1-49 View citations (17)

1999

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

1998

  1. Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
    The Review of Economic Studies, 1998, 65, (3), 453-473 Downloads View citations (285)
    See also Working Paper Let's get real: a factor analytical approach to disaggregated business cycle dynamics, ULB Institutional Repository (1998) View citations (304) (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 (55)
    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 (116)
 
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