Mario Forni : Citation Profile

Are you Mario Forni?

Centre for Economic Policy Research (CEPR) (1% share)
Università degli Studi di Modena e Reggio Emilia (98% share)
Università degli Studi di Modena e Reggio Emilia (1% share)

31

H index

45

i10 index

5899

Citations

RESEARCH PRODUCTION:

32

Articles

102

Papers

1

Books

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 210
   Journals where Mario Forni has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 78 (1.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo95
   Updated: 2024-01-16    RAS profile: 2023-10-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Gambetti, Luca (16)

Debortoli, Davide (4)

Lippi, Marco (2)

Ricco, Giovanni (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mario Forni.

Is cited by:

Barigozzi, Matteo (211)

Hallin, Marc (210)

Marcellino, Massimiliano (199)

Giannone, Domenico (172)

Reichlin, Lucrezia (140)

Kapetanios, George (135)

Luciani, Matteo (119)

Pesaran, Mohammad (114)

Lippi, Marco (88)

Chudik, Alexander (72)

Paccagnini, Alessia (65)

Cites to:

Reichlin, Lucrezia (200)

Lippi, Marco (166)

Hallin, Marc (82)

Giannone, Domenico (80)

Watson, Mark (61)

Gambetti, Luca (44)

Sala, Luca (43)

Ng, Serena (39)

Stock, James (32)

Bai, Jushan (28)

Sims, Christopher (23)

Main data

Where Mario Forni has published?

Journals with more than one article published# docs
Journal of Econometrics4
The Review of Economics and Statistics3
Journal of Monetary Economics3
Journal of Applied Econometrics2
Econometric Theory2
Giornale degli Economisti2
European Economic Review2
Economic Journal2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers34
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"20
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles12
Working Papers / Barcelona School of Economics6
Working Papers ECARES / ULB -- Universite Libre de Bruxelles5
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2

Recent works citing Mario Forni (2024 and 2023)

YearTitle of citing document
2023El-Déficit-Fiscal-Deteriora-el-Tipo-de-Cambio-Real.-Evidencias-por-medio-de-un-modelo-de-EGDE-para-Argentina. (2023). la Rosa, DE ; Jorge, Oviedo ; Daniel, Mamondi Victor. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4666.

Full description at Econpapers || Download paper

2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

Full description at Econpapers || Download paper

2023Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

Full description at Econpapers || Download paper

2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

Full description at Econpapers || Download paper

2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

Full description at Econpapers || Download paper

2023Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Adaptive Refined Labeling. (2021). Wang, Ling ; Zhu, Dewei ; Dai, Zhonghao ; Zhang, Ruchen ; Li, Jian ; Niu, Hui ; Zeng, Liang. In: Papers. RePEc:arx:papers:2107.11972.

Full description at Econpapers || Download paper

2023Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

Full description at Econpapers || Download paper

2023Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

Full description at Econpapers || Download paper

2023Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

Full description at Econpapers || Download paper

2023Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

Full description at Econpapers || Download paper

2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2023Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2023On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

Full description at Econpapers || Download paper

2023When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354.

Full description at Econpapers || Download paper

2023Multidimensional dynamic factor models. (2023). Pellegrino, Filippo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2301.12499.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

Full description at Econpapers || Download paper

2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

Full description at Econpapers || Download paper

2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

Full description at Econpapers || Download paper

2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

Full description at Econpapers || Download paper

2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

Full description at Econpapers || Download paper

2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

Full description at Econpapers || Download paper

2023Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

Full description at Econpapers || Download paper

2023Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145.

Full description at Econpapers || Download paper

2023Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

Full description at Econpapers || Download paper

2023Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

Full description at Econpapers || Download paper

2023Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454.

Full description at Econpapers || Download paper

2023Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173.

Full description at Econpapers || Download paper

2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

Full description at Econpapers || Download paper

2023Economic Forecasts Using Many Noises. (2023). Shi, Zhentao ; Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan. In: Papers. RePEc:arx:papers:2312.05593.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

Full description at Econpapers || Download paper

2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

Full description at Econpapers || Download paper

2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

Full description at Econpapers || Download paper

2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

Full description at Econpapers || Download paper

2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

Full description at Econpapers || Download paper

2023The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23.

Full description at Econpapers || Download paper

2023Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23.

Full description at Econpapers || Download paper

2023Estimation du commerce mondial en temps réel grâce à l’apprentissage automatique. (2023). Meunier, Baptiste ; Sebastian, Stumpner ; Baptiste, Meunier ; Menzie, Chinn. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:05.

Full description at Econpapers || Download paper

2023Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

Full description at Econpapers || Download paper

2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9.

Full description at Econpapers || Download paper

2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

Full description at Econpapers || Download paper

2023Beliefs- and fundamentals-driven job creation. (2023). Schnattinger, Philip. In: Bank of England working papers. RePEc:boe:boeewp:1040.

Full description at Econpapers || Download paper

2023Macroeconomics with a Thick Pen. (2023). Jin, Xin ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10430.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

Full description at Econpapers || Download paper

2023A tail of labor supply and a tale of monetary policy. (2023). ferroni, filippo ; Cantore, Cristiano ; Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2308.

Full description at Econpapers || Download paper

2023El monitoreo del sector de la construcción en el Valle del Cauca. (2023). Ceron-Ordoez, Julieth ; Vidal-Alejandro, Pavel ; Rodriguez, Seydyss Garay. In: Apuntes del Cenes. RePEc:col:000152:020301.

Full description at Econpapers || Download paper

2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

Full description at Econpapers || Download paper

2023Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848.

Full description at Econpapers || Download paper

2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

Full description at Econpapers || Download paper

2023Prediction in functional regression with discretely observed and noisy covariates. (2023). Jammoul, Fatima ; Hormann, Siegfried. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001803.

Full description at Econpapers || Download paper

2023The impact of public consumption and investment in the euro area during periods of high and normal uncertainty. (2023). Goemans, Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001827.

Full description at Econpapers || Download paper

2023Exploring the distribution of organic farming: Findings from certified rice in Taiwan. (2023). Cheng, Chia-Yi ; Lu, Chen-Fu. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001787.

Full description at Econpapers || Download paper

2023Italian local fiscal multipliers: Evidence from proxy-SVAR. (2023). Frangiamore, Francesco ; Matarrese, Marco Maria. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523002100.

Full description at Econpapers || Download paper

2023Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US. (2023). de Nora, Giorgia. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002264.

Full description at Econpapers || Download paper

2023Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520.

Full description at Econpapers || Download paper

2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

Full description at Econpapers || Download paper

2023High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183.

Full description at Econpapers || Download paper

2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

Full description at Econpapers || Download paper

2023Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

Full description at Econpapers || Download paper

2023Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847.

Full description at Econpapers || Download paper

2023Approximate factor models with weaker loadings. (2023). Ng, Serena ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1893-1916.

Full description at Econpapers || Download paper

2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16.

Full description at Econpapers || Download paper

2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

Full description at Econpapers || Download paper

2023A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:83-101.

Full description at Econpapers || Download paper

2023Private sector debt overhang and government spending multipliers: Not all debts are alike. (2023). Kim, Wongi. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000685.

Full description at Econpapers || Download paper

2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

Full description at Econpapers || Download paper

2023Inflation and wage growth since the pandemic: A comment. (2023). Lenza, Michele. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001678.

Full description at Econpapers || Download paper

2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

Full description at Econpapers || Download paper

2023Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

Full description at Econpapers || Download paper

2023Investigating the impact of technology and noise shocks on capital flows. (2023). Wu, LI ; Zhang, Ren ; Tang, Yanling ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004233.

Full description at Econpapers || Download paper

2023Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404.

Full description at Econpapers || Download paper

2023FRED-SD: A real-time database for state-level data with forecasting applications. (2023). Owyang, Michael T ; Kliesen, Kevin L ; Jackson, Laura E ; Bokun, Kathryn O. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:279-297.

Full description at Econpapers || Download paper

2023Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313.

Full description at Econpapers || Download paper

2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

Full description at Econpapers || Download paper

2023Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.

Full description at Econpapers || Download paper

2023Policy coordination and the effectiveness of fiscal stimulus. (2023). Zhang, Shuwei ; Kim, Hyeongwoo ; Shao, Peng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000829.

Full description at Econpapers || Download paper

2023Big Brother is also being watched: Measuring fiscal credibility. (2023). End, Nicolas. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000484.

Full description at Econpapers || Download paper

2023Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031.

Full description at Econpapers || Download paper

2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

Full description at Econpapers || Download paper

2023Fiscal foresight and the effects of government spending: It’s all in the monetary-fiscal mix. (2023). Gobbi, Alessandro ; Florio, Anna ; Beck-Friis, Peder ; Ascari, Guido. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:1-15.

Full description at Econpapers || Download paper

2023Identification with External Instruments in Structural VARs. (2023). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:1-19.

Full description at Econpapers || Download paper

2023What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139.

Full description at Econpapers || Download paper

2023A resampling approach for confidence intervals in linear time-series models after model selection. (2023). Tsang, Ka Wai ; Dai, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437122010019.

Full description at Econpapers || Download paper

2023Bad News, Good News: Coverage and Response Asymmetries. (2023). Gambetti, Luca. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-01.

Full description at Econpapers || Download paper

2023A Study of the Spatial Mechanism of Financial Agglomeration Affecting Green Low-Carbon Development: Evidence from China. (2023). Quan, Tianli. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:965-:d:1025589.

Full description at Econpapers || Download paper

2023Explaining macroeconomic fluctuations in Ethiopia: the role of monetary and fiscal policies. (2023). Hawitibo, Alemu Lambamo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09459-4.

Full description at Econpapers || Download paper

2023Fiscal Stabilization in the United States: Lessons for Monetary Unions. (2023). PASIMENI, PAOLO ; Nikolov, Plamen. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09664-8.

Full description at Econpapers || Download paper

2023Sectoral Exchange Rate Pass-through to Manufacturing Prices: A GVAR Approach. (2023). Mendonça, Diogo ; Kannebley, Sergio ; Santos, Felipe Dos ; de Prince, Diogo. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-023-09711-y.

Full description at Econpapers || Download paper

2023Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects. (2023). Winker, Peter ; Tillmann, Peter ; Naboka-Krell, Viktoriia ; Latifi, Albina. In: MAGKS Papers on Economics. RePEc:mar:magkse:202307.

Full description at Econpapers || Download paper

2023Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Papers. RePEc:mib:wpaper:505.

Full description at Econpapers || Download paper

2023The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961..

Full description at Econpapers || Download paper

2023Volatility linkages and value gains from diversifying with Islamic assets. (2023). Jahromi, Maria ; Akhtar, Shumi ; John, Kose. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:8:d:10.1057_s41267-023-00641-y.

Full description at Econpapers || Download paper

2023The Spending Cap and Monetary Policy Effectiveness. (2023). Costa-Filho, Joo ; Teles, Vladmir ; Ribeiro, Gustavo. In: MPRA Paper. RePEc:pra:mprapa:116148.

Full description at Econpapers || Download paper

2023Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors. (2023). Takumah, Wisdom. In: MPRA Paper. RePEc:pra:mprapa:117897.

Full description at Econpapers || Download paper

2023Fiscal Policy and Stock Markets at the Effective Lower Bound. (2023). Gupta, Rangan ; Caraiani, Petre ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202309.

Full description at Econpapers || Download paper

2023The inflation process in Portugal: the role of price spillovers. (2023). Quelhas, Joo ; Serra, Sara. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202305.

Full description at Econpapers || Download paper

2023Monetary Policy and Firm Dynamics. (). rossi, lorenza ; mumtaz, haroon ; Fasani, Stefano. In: Review of Economic Dynamics. RePEc:red:issued:21-105.

Full description at Econpapers || Download paper

2023Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Paper series. RePEc:rim:rimwps:22-14.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Mario Forni:

YearTitleTypeCited
2017Noisy News in Business Cycles In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article103
2013Noisy News in Business cycles.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2014Noisy News in Business Cycles.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper21
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2010Fiscal Foresight and the Effects of Government Spending In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper89
2010Fiscal Foresight and the Effects of Government Spending.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2010Fiscal Foresight and the Effects of Goverment Spending.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2010Fiscal Foresight and the Effects of Government Spending.(2010) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2011No News in Business Cycles In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper86
2011No News in Business Cycles.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2011No News in Business Cycles.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2011No News in Business Cycles.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2013No News in Business Cycles.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2011No news in business cycles.(2011) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2014No News in Business Cycles.(2014) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		article
2011Testing for Sufficient Information in Structural VARs In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper17
2011Testing for Sufficient Information in Structural VARs.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2011Testing for Sufficient Information in Structural VARs.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2001A core inflation index for the euro area In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper42
2001A Core Inflation Index for the Euro Area.(2001) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper138
2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper190
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 190		paper
2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 190		paper
2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 190		article
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article582
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 582		paper
2003The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has nother version. Agregated cites: 582		paper
2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 582		paper
2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 582		paper
2020Asymmetric Effects of Monetary Policy Easing and Tightening In: Working Papers.
[Full Text][Citation analysis]		paper4
2020Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Asymmetric Monetary Policy Tradeoffs In: Working Papers.
[Full Text][Citation analysis]		paper4
2023Asymmetric monetary policy tradeoffs.(2023) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2002Spillovers and the growth of local industries In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article36
2022Nonlinear transmission of financial shocks: Some new evidence In: Working Paper.
[Full Text][Citation analysis]		paper1
2023The impact of financial shocks on the forecast distribution of output and inflation In: Working Paper.
[Full Text][Citation analysis]		paper0
2014Government Spending Shocks in Open Economy VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper79
2016Government spending shocks in open economy VARs.(2016) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		article
2014Government Spending Shocks in Open Economy VARs.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper76
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2015Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper44
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2018Dynamic factor model with infinite?dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2016VAR Information and the Empirical Validation of DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2016VAR Information and the Empirical Validation of DSGE Models.(2016) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2016VAR Information and the Empirical Validation of DSGE Models.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2016Eigenvalue Ratio Estimators for the Number of Common Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2017News, Uncertainty and Economic Fluctuations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
1995Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper47
1995Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper64
1996Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 64		article
1996Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2018The Forcasting Performance of Dynamic Factor Models with Vintage Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2018The Forecasting Performance of Dynamic Factor Models with Vintage Data.(2018) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2018The Forecasting Performance of Dynamic Factor Models with Vintage Data.(2018) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2020Common Component Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2020Common Components Structural VARs.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021Macroeconomic Uncertainty and Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2020Macroeconomic Uncertainty and Vector Autoregressions.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Downside and Upside Uncertainty Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
1997National Policies and Local Economies: Europe and the United States In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
1999National policies and local economies: Europe and the United States.(1999) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1251
2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1251		article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 1251		paper
1999A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper267
2001A Measure Of Comovement For Economic Variables: Theory And Empirics.(2001) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 267		article
2001A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 267		paper
2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper46
2000The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper371
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 371		article
2001Knowledge Spillovers and the Growth of Local Industries In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper154
2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper256
2003Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 256		article
2003Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 256		paper
2002Using Stationarity Tests in Antitrust Market Definition In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper34
2004Using Stationarity Tests in Antitrust Market Definition.(2004) In: American Law and Economics Review.
[Citation analysis]
This paper has nother version. Agregated cites: 34		article
2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2004Anti-Trust Policy and National Growth: Some Evidence from Italy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2004Antitrust Policy and National Growth: Some Evidence from Italy.(2004) In: Giornale degli Economisti.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2008The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper138
2010The dynamic effects of monetary policy: A structural factor model approach.(2010) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		article
2008The dynamic e ects of monetary policy: A structural factor model approach.(2008) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		paper
2013Noise Bubbles In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2014Noise Bubbles.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2017Noise Bubbles.(2017) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2023External Instrument SVAR Analysis forNoninvertible Shocks In: Working Papers.
[Full Text][Citation analysis]		paper2
2022External Instrument SVAR Analysis for Noninvertible Shocks.(2022) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article324
2008Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 324		paper
2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 324		paper
2007Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 324		paper
2012Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES.
[Full Text][Citation analysis]		paper74
2015Dynamic factor models with infinite-dimensional factor spaces: One-sided representations.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		article
2011One-Sided Representations of Generalized Dynamic Factor Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper2
2011One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2011One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2001Coincident and Leading Indicators for the Euro Area. In: Economic Journal.
[Full Text][Citation analysis]		article141
2001Coincident and leading indicators for the Euro area.(2001) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2004The generalized dynamic factor model consistency and rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article181
2004The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 181		paper
2011The general dynamic factor model: One-sided representation results In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
1999Risk and potential insurance in Europe In: European Economic Review.
[Full Text][Citation analysis]		article24
1999Risk and potential insurance in Europe.(1999) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2001Federal policies and local economies: Europe and the US In: European Economic Review.
[Full Text][Citation analysis]		article108
2001Federal policies and local economies: Europe and the U.S..(2001) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 108		paper
1999Aggregation of linear dynamic microeconomic models In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article20
2014Sufficient information in structural VARs In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article143
2011Sufficient information in structural VARs.(2011) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 143		paper
1996Consumption volatility and income persistence in the permanent income model In: Ricerche Economiche.
[Full Text][Citation analysis]		article1
2021Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy In: JRFM.
[Full Text][Citation analysis]		article3
2000The Sources of Local Growth: Evidence from Italy In: Giornale degli Economisti.
[Citation analysis]		article16
2022Frequency-band estimation of the number of factors detecting the main business cycle shocks In: Working Papers.
[Full Text][Citation analysis]		paper0
2005A Core Inflation Indicator for the Euro Area. In: Journal of Money, Credit and Banking.
[Citation analysis]		article76
2005A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2016Eigenvalue Ratio Estimators for the Number of Dynamic Factors In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper1
2017News, Uncertainty and Economic Fluctuations (No News is Good News) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper12
2018Fundamentalness, Granger Causality and Aggregation In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper0
1998Lets Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics In: Review of Economic Studies.
[Full Text][Citation analysis]		article297
1998Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 297		paper
1997Aggregation and the Microfoundations of Dynamic Macroeconomics In: OUP Catalogue.
[Citation analysis]		book109
2019Structural VARs and noninvertible macroeconomic models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article21

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team