Mario Forni : Citation Profile


Are you Mario Forni?

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

29

H index

41

i10 index

5037

Citations

RESEARCH PRODUCTION:

32

Articles

96

Papers

1

Books

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 193
   Journals where Mario Forni has often published
   Relations with other researchers
   Recent citing documents: 257.    Total self citations: 69 (1.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo95
   Updated: 2022-01-15    RAS profile: 2022-01-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Gambetti, Luca (20)

Lippi, Marco (12)

Zaffaroni, Paolo (4)

Soccorsi, Stefano (4)

Giovannelli, Alessandro (4)

Debortoli, Davide (4)

Hallin, Marc (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 (201)

Hallin, Marc (188)

Marcellino, Massimiliano (185)

Giannone, Domenico (159)

Reichlin, Lucrezia (135)

Kapetanios, George (126)

Luciani, Matteo (116)

Pesaran, M (113)

Chudik, Alexander (72)

Lippi, Marco (70)

Kabundi, Alain (66)

Cites to:

Reichlin, Lucrezia (156)

Lippi, Marco (132)

Hallin, Marc (69)

Giannone, Domenico (54)

Watson, Mark (42)

Ng, Serena (34)

Sala, Luca (27)

Gambetti, Luca (27)

Bai, Jushan (26)

Stock, James (24)

Boivin, Jean (15)

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
Giornale degli Economisti2
European Economic Review2
Economic Journal2
Journal of Applied Econometrics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
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 ECARES / ULB -- Universite Libre de Bruxelles5
Working Papers / Barcelona Graduate School of Economics5
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 (2021 and 2020)


YearTitle of citing document
2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

Full description at Econpapers || Download paper

2020Factor-Driven Two-Regime Regression. (2019). Shin, Youngki ; SEO, MYUNG HWAN ; Lee, Sokbae (Simon) ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109.

Full description at Econpapers || Download paper

2020Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

Full description at Econpapers || Download paper

2020Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04096.

Full description at Econpapers || Download paper

2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

Full description at Econpapers || Download paper

2020Gaussian process imputation of multiple financial series. (2020). Tobar, Felipe ; Cuevas, Alejandro ; de Wolff, Taco. In: Papers. RePEc:arx:papers:2002.05789.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

Full description at Econpapers || Download paper

2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

Full description at Econpapers || Download paper

2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

Full description at Econpapers || Download paper

2020Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Economic Reality, Economic Media and Individuals Expectations. (2020). Persson, Kristoffer. In: Papers. RePEc:arx:papers:2007.13823.

Full description at Econpapers || Download paper

2020Simpler Proofs for Approximate Factor Models of Large Dimensions. (2020). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2008.00254.

Full description at Econpapers || Download paper

2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

Full description at Econpapers || Download paper

2021Instrumental Variable Identification of Dynamic Variance Decompositions. (2020). Wolf, Christian K ; Plagborg-Moller, Mikkel. In: Papers. RePEc:arx:papers:2011.01380.

Full description at Econpapers || Download paper

2020A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029.

Full description at Econpapers || Download paper

2021Nonstationary Portfolios: Diversification in the Spectral Domain. (2021). Stankovic, Ljubisa ; Mandic, Danilo P ; Scalzo, Bruno ; Arroyo, Alvaro. In: Papers. RePEc:arx:papers:2102.00477.

Full description at Econpapers || Download paper

2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

Full description at Econpapers || Download paper

2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

Full description at Econpapers || Download paper

2021Min(d)ing the President: A text analytic approach to measuring tax news. (2021). Smeekes, Stephan ; Bacsturk, Nalan ; Almeida, Rui Jorge ; Lieb, Lenard ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

Full description at Econpapers || Download paper

2021Performance 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

2021Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844.

Full description at Econpapers || Download paper

2021Trade 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

2021Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678.

Full description at Econpapers || Download paper

2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911.

Full description at Econpapers || Download paper

2021CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

Full description at Econpapers || Download paper

2020How Do Income and the Debt Position of Households Propagate Public into Private Spending?. (2020). Simon, Camilla ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0676.

Full description at Econpapers || Download paper

2020A Data-Rich Measure of Underlying Inflation for Brazil. (). Ramos, Fernando Ryu ; Nadal, Raquel ; da Gama, Vicente . In: Working Papers Series. RePEc:bcb:wpaper:516.

Full description at Econpapers || Download paper

2020Forward Guidance Matters: disentangling monetary policy shocks. (2020). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:530.

Full description at Econpapers || Download paper

2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

Full description at Econpapers || Download paper

2021Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication. (2021). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:559.

Full description at Econpapers || Download paper

2020Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019.

Full description at Econpapers || Download paper

2020Alternative measures of underlying inflation in the euro area. (2020). Conflitti, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_593_20.

Full description at Econpapers || Download paper

2020Asymmetry in the conditional distribution of euro-area inflation. (2020). Tagliabracci, Alex. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1270_20.

Full description at Econpapers || Download paper

2021Dating the euro area business cycle: an evaluation. (2021). Pacella, Claudia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1332_21.

Full description at Econpapers || Download paper

2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

Full description at Econpapers || Download paper

2021Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario. In: Borradores de Economia. RePEc:bdr:borrec:1152.

Full description at Econpapers || Download paper

2021Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168.

Full description at Econpapers || Download paper

2020Questioning the puzzle: Fiscal policy, exchange rate and inflation. (2020). Siena, Daniele ; Natoli, Filippo ; Metelli, Luca ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:752.

Full description at Econpapers || Download paper

2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

Full description at Econpapers || Download paper

2021Public spending, currency mismatch and financial frictions. (2021). Daria, Onori ; Gregory, Levieuge ; Pierre, Hory Marie. In: Working papers. RePEc:bfr:banfra:813.

Full description at Econpapers || Download paper

2021News Shocks under Financial Frictions. (2021). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:21-08.

Full description at Econpapers || Download paper

2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

Full description at Econpapers || Download paper

2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

Full description at Econpapers || Download paper

2020RATIONAL HEURISTICS? EXPECTATIONS AND BEHAVIORS IN EVOLVING ECONOMIES WITH HETEROGENEOUS INTERACTING AGENTS. (2020). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1487-1516.

Full description at Econpapers || Download paper

2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

Full description at Econpapers || Download paper

2020Workers, capitalists, and the government: fiscal policy and income (re)distribution. (2020). Freund, Lukas ; Cantore, Cristiano. In: Bank of England working papers. RePEc:boe:boeewp:0858.

Full description at Econpapers || Download paper

2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

Full description at Econpapers || Download paper

2020Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)Distribution. (2020). Cantore, Cristiano ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2095.

Full description at Econpapers || Download paper

2021Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30.

Full description at Econpapers || Download paper

2020News Shocks under Financial Frictions. (2020). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8728.

Full description at Econpapers || Download paper

2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

Full description at Econpapers || Download paper

2020High Dimensional Quantile Factor Analysis. (2020). Sagner, Andres. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:886.

Full description at Econpapers || Download paper

2021Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915.

Full description at Econpapers || Download paper

2020Desarrollo financiero y crecimiento económico en América del Norte. (2020). Ruiz-Porras, Antonio ; Anguiano-Pita, Javier Emmanuel. In: Revista Finanzas y Politica Economica. RePEc:col:000443:018476.

Full description at Econpapers || Download paper

2020Nowcasting German GDP. (2020). Strohsal, Till ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Senftleben-Konig, Charlotte Charlotte ; Andreini, Paolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14323.

Full description at Econpapers || Download paper

2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

Full description at Econpapers || Download paper

2020One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area. (2020). Mann, Samuel ; Corsetti, Giancarlo ; Duarte, Joao. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14968.

Full description at Econpapers || Download paper

2020Nonlinearities and expenditure multipliers in the Eurozone.. (2020). Punzo, Chiara ; Perdichizzi, Salvatore ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def088.

Full description at Econpapers || Download paper

2020Nonlinearities and expenditure multipliers in the Eurozone.. (2020). Punzo, Chiara ; Perdichizzi, Salvatore ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def089.

Full description at Econpapers || Download paper

2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

Full description at Econpapers || Download paper

2020International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending. (2020). Choi, Sangyup ; Yoon, Chansik ; Furceri, Davide. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_025.

Full description at Econpapers || Download paper

2021Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks. (2021). Rieth, Malte ; Camehl, Annika. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1954.

Full description at Econpapers || Download paper

2020Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983.

Full description at Econpapers || Download paper

2021Inferential Theory for Generalized Dynamic Factor Models. (2021). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/331192.

Full description at Econpapers || Download paper

2020PCCI – a data-rich measure of underlying inflation in the euro area. (2020). BOBEICA, Elena ; Banbura, Marta ; Babura, Marta. In: Statistics Paper Series. RePEc:ecb:ecbsps:202038.

Full description at Econpapers || Download paper

2021A multi-country trend indicator for euro area inflation: computation and properties. (2001). Mestre, Ricardo ; Henry, Jerome ; Angelini, Elena ; Angeline, E.. In: Working Paper Series. RePEc:ecb:ecbwps:20010060.

Full description at Econpapers || Download paper

2020Identifying SVARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202353.

Full description at Econpapers || Download paper

2020Cyclical drivers of euro area consumption: what can we learn from durable goods?. (2020). Krustev, Georgi ; Casalis, André. In: Working Paper Series. RePEc:ecb:ecbwps:20202386.

Full description at Econpapers || Download paper

2020The simpler the better: measuring financial conditions for monetary policy and financial stability. (2020). Arrigoni, Simone ; Venditti, Fabrizio ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20202451.

Full description at Econpapers || Download paper

2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

Full description at Econpapers || Download paper

2021The macroeconomic impact of euro area labour market reforms: evidence from a narrative panel VAR. (2021). Rünstler, Gerhard ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20212592.

Full description at Econpapers || Download paper

2020Synchronization of regional growth dynamics in China. (2020). Ma, Jun ; Bian, Zhicun ; Stewart, Shamar ; Ni, Jinlan. In: China Economic Review. RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x18301305.

Full description at Econpapers || Download paper

2020Identifying noise shocks. (2020). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric ; Benati, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301770.

Full description at Econpapers || Download paper

2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

Full description at Econpapers || Download paper

2020The heterogeneous impact of monetary policy on the US labor market. (2020). Zoerner, Thomas ; Böck, Maximilian ; Zorner, Thomas O ; Bock, Maximilian ; Zens, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301573.

Full description at Econpapers || Download paper

2021On fiscal and monetary policy-induced macroeconomic volatility dynamics. (2021). Liu, Xiaochun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000580.

Full description at Econpapers || Download paper

2021International output synchronization at different frequencies. (2021). Kim, Yun Jung ; Ho, Sun. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002169.

Full description at Econpapers || Download paper

2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

Full description at Econpapers || Download paper

2020The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries. (2020). ribba, antonio ; Dallari, Pietro. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:218-232.

Full description at Econpapers || Download paper

2020Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.. (2020). Sun, Wei ; De, Kuhelika. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:1-9.

Full description at Econpapers || Download paper

2020Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158.

Full description at Econpapers || Download paper

2020The macroeconomic effects of tax changes: Evidence using real-time data for the European Union. (2020). van der Wielen, Wouter. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:302-321.

Full description at Econpapers || Download paper

2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

Full description at Econpapers || Download paper

2020The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment. (2020). Funke, Michael ; Tsang, Andrew. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:465-473.

Full description at Econpapers || Download paper

2021Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117.

Full description at Econpapers || Download paper

2020A robust procedure to build dynamic factor models with cluster structure. (2020). Galeano, Pedro ; Alonso, Andres M ; Pea, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:35-52.

Full description at Econpapers || Download paper

2020Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals. (2020). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:4-34.

Full description at Econpapers || Download paper

2020Threshold factor models for high-dimensional time series. (2020). Chen, Rong ; Liu, Xialu. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:53-70.

Full description at Econpapers || Download paper

2020Factor-adjusted regularized model selection. (2020). Ke, Yuan ; Fan, Jianqing ; Wang, Kaizheng. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:71-85.

Full description at Econpapers || Download paper

2020Estimating latent asset-pricing factors. (2020). Pelger, Markus ; Lettau, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:1-31.

Full description at Econpapers || Download paper

2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

Full description at Econpapers || Download paper

2021Augmented factor models with applications to validating market risk factors and forecasting bond risk premia. (2021). Liao, Yuan ; Ke, Yuan ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:269-294.

Full description at Econpapers || Download paper

2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

Full description at Econpapers || Download paper

2021Autoregressive models for matrix-valued time series. (2021). Yang, Dan ; Xiao, Han ; Chen, Rong. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:539-560.

Full description at Econpapers || Download paper

2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

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]
article73
2013Noisy News in Business cycles.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2014Noisy News in Business Cycles.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper18
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
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 another version. Agregated cites: 18
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 another version. Agregated cites: 18
paper
2010Fiscal Foresight and the Effects of Government Spending In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper63
2010Fiscal Foresight and the Effects of Government Spending.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
2010Fiscal Foresight and the Effects of Goverment Spending.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
2010Fiscal Foresight and the Effects of Government Spending.(2010) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
2011No News in Business Cycles In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper66
2011No News in Business Cycles.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2011No News in Business Cycles.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2011No News in Business Cycles.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2013No News in Business Cycles.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2011No news in business cycles.(2011) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2014No News in Business Cycles.(2014) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
article
2011Testing for Sufficient Information in Structural VARs In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper12
2011Testing for Sufficient Information in Structural VARs.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2011Testing for Sufficient Information in Structural VARs.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
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 another 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]
paper65
2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper162
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 162
paper
2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 162
paper
2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 162
article
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article523
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 523
paper
2003The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has another version. Agregated cites: 523
paper
2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 523
paper
2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 523
paper
2020Asymmetric Effects of Monetary Policy Easing and Tightening In: Working Papers.
[Full Text][Citation analysis]
paper1
2020Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2020Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2020Asymmetric effects of monetary policy easing and tightening.(2020) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2002Spillovers and the growth of local industries In: Journal of Industrial Economics.
[Full Text][Citation analysis]
article13
2014Government Spending Shocks in Open Economy VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper51
2016Government spending shocks in open economy VARs.(2016) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
article
2014Government Spending Shocks in Open Economy VARs.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper54
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
article
2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
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 another version. Agregated cites: 54
paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper37
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2018Dynamic factor model with infinite‐dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
article
2016VAR Information and the Empirical Validation of DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2016VAR Information and the Empirical Validation of DSGE Models.(2016) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016VAR Information and the Empirical Validation of DSGE Models.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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]
paper5
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]
paper63
1996Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 63
article
1996Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 63
paper
2018The Forcasting Performance of Dynamic Factor Models with Vintage Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper14
2018The Forecasting Performance of Dynamic Factor Models with Vintage Data.(2018) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
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 another version. Agregated cites: 14
paper
2020Common Component Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2020Common Components Structural VARs.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Macroeconomic Uncertainty and Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2020Macroeconomic Uncertainty and Vector Autoregressions.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Downside and Upside Uncertainty Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
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 another version. Agregated cites: 29
paper
1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1153
2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1153
article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 1153
paper
1999A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper237
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 another version. Agregated cites: 237
article
2001A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 237
paper
2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper45
2000The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper332
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 332
article
2001Knowledge Spillovers and the Growth of Local Industries In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper16
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper148
2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper238
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 another version. Agregated cites: 238
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 another version. Agregated cites: 238
paper
2002Using Stationarity Tests in Antitrust Market Definition In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper27
2004Using Stationarity Tests in Antitrust Market Definition.(2004) In: American Law and Economics Review.
[Citation analysis]
This paper has another version. Agregated cites: 27
article
2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper46
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 another version. Agregated cites: 13
article
2008The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper119
2010The dynamic effects of monetary policy: A structural factor model approach.(2010) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 119
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 another version. Agregated cites: 119
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 another version. Agregated cites: 6
paper
2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2017Noise Bubbles.(2017) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
[Full Text][Citation analysis]
article284
2008Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 284
paper
2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 284
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 another version. Agregated cites: 284
paper
2012Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES.
[Full Text][Citation analysis]
paper61
2015Dynamic factor models with infinite-dimensional factor spaces: One-sided representations.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
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 another 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 another version. Agregated cites: 2
paper
2001Coincident and Leading Indicators for the Euro Area. In: Economic Journal.
[Full Text][Citation analysis]
article135
2001Coincident and leading indicators for the Euro area.(2001) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 135
paper
2004The generalized dynamic factor model consistency and rates In: Journal of Econometrics.
[Full Text][Citation analysis]
article167
2004The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 167
paper
2011The general dynamic factor model: One-sided representation results In: Journal of Econometrics.
[Full Text][Citation analysis]
article26
1999Risk and potential insurance in Europe In: European Economic Review.
[Full Text][Citation analysis]
article23
1999Risk and potential insurance in Europe.(1999) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 23
paper
2001Federal policies and local economies: Europe and the US In: European Economic Review.
[Full Text][Citation analysis]
article101
2001Federal policies and local economies: Europe and the U.S..(2001) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 101
paper
1999Aggregation of linear dynamic microeconomic models In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article16
2014Sufficient information in structural VARs In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article85
2011Sufficient information in structural VARs.(2011) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
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]
article0
2000The Sources of Local Growth: Evidence from Italy In: Giornale degli Economisti.
[Citation analysis]
article15
2005A Core Inflation Indicator for the Euro Area. In: Journal of Money, Credit and Banking.
[Citation analysis]
article69
2005A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 69
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]
paper6
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]
article213
1998Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 213
paper
1997Aggregation and the Microfoundations of Dynamic Macroeconomics In: OUP Catalogue.
[Citation analysis]
book99
2019Structural VARs and noninvertible macroeconomic models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team