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

5773

Citations

RESEARCH PRODUCTION:

32

Articles

100

Papers

1

Books

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 213
   Journals where Mario Forni has often published
   Relations with other researchers
   Recent citing documents: 313.    Total self citations: 76 (1.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo95
   Updated: 2023-08-19    RAS profile: 2023-07-06    
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Relations with other researchers

Works with:

Gambetti, Luca (18)

Lippi, Marco (6)

Debortoli, Davide (4)

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)

Marcellino, Massimiliano (199)

Hallin, Marc (194)

Giannone, Domenico (172)

Reichlin, Lucrezia (140)

Kapetanios, George (135)

Luciani, Matteo (119)

Pesaran, Mohammad (113)

Chudik, Alexander (72)

Lippi, Marco (70)

Kabundi, Alain (69)

Cites to:

Reichlin, Lucrezia (196)

Lippi, Marco (162)

Hallin, Marc (81)

Giannone, Domenico (80)

Watson, Mark (60)

Sala, Luca (43)

Gambetti, Luca (40)

Ng, Serena (38)

Stock, James (32)

Bai, Jushan (28)

Sims, Christopher (20)

Main data

Where Mario Forni has published?

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

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 Economics5
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 (2023 and 2022)

YearTitle of citing document
2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2021Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2021). Kim, Hyeongwoo ; Zhang, Shuwei ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-01.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

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

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2022Quasi 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.

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

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2022Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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

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2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

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

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

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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.

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2022Min(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.

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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.

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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.

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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.

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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.

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

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

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2022Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911.

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

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

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2022Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310.

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2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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

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

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

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2022Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042.

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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.

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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.

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2022Spectral and post-spectral estimators for grouped panel data models. (2022). Manresa, Elena ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2212.13324.

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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.

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

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

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

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

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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.

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

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

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

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2021Fiscal Spillovers: The Case of US Corporate and Personal Income Taxes. (2021). Priftis, Romanos ; Hauser, Daniela ; Hanson, Madeline. In: Staff Working Papers. RePEc:bca:bocawp:21-41.

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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.

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2022Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561.

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2022Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564.

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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.

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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.

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

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2022Exchange rate pass-through in small, open, commodity-exporting economies: lessons from Canada. (2022). Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1368_22.

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

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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.

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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.

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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.

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

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

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2022Fiscal deficits and inflation risks: the role of fiscal and monetary policy regimes. (2022). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan ; Boctor, Valerie. In: BIS Working Papers. RePEc:bis:biswps:1028.

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2022Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78.

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2022Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods. (2022). Zhemkov, Michael. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:79-104.

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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.

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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.

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2022When ‘uncertainty’ becomes ‘unknown’: Influences of economic uncertainty on the shadow economy. (2022). Nguyen, Canh ; Su, Thanh Dinh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:677-716.

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2022Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793.

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2022Historical evidence for larger government spending multipliers in uncertain times than in slumps. (2022). Goemans, Pascal. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1164-1185.

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2022Macroeconomic Effects of the Anticipation and Implementation of Tax Changes in Germany: Evidence from a Narrative Account. (2022). Jessen, Robin ; Christofzik, Désirée ; Fuest, Angela. In: Economica. RePEc:bla:econom:v:89:y:2022:i:353:p:62-81.

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2021Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

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2021Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models. (2021). Nisol, Gilles ; Hormann, Siegfried. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:295-313.

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2021Identifiability of structural singular vector autoregressive models. (2021). Braumann, Alexander ; Funovits, Bernd. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:431-441.

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2021Jointly determining the state dimension and lag order for Markov?switching vector autoregressive models. (2021). Kwok, Simon Sai Man ; Li, Nan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:471-491.

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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.

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2022A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations. (2022). Lee, Byoungchan ; Baek, Chaewon. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1101-1122.

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2022The distributional effects of government spending shocks in developing economies. (2022). Furceri, Davide ; Loungani, Prakash ; Ge, Jun ; Melina, Giovanni. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1574-1599.

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2022Economic performance in Africa: The role of fragile financial system. (2022). Inekwe, John Nkwoma. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:6:p:1910-1936.

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2022Bad News, Good News: Coverage and Response Asymmetries. (2022). Zoi, Sarah ; Maffei-Faccioli, Nicolo ; Gambetti, Luca. In: Working Paper. RePEc:bno:worpap:2022_8.

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2022A tail of labour supply and a tale of monetary policy. (2022). Theophilopoulou, Angeliki ; ferroni, filippo ; Cantore, Cristiano ; Mumtaz, Hroon. In: Bank of England working papers. RePEc:boe:boeewp:0989.

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2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

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2022A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94.

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2022A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Wu, J ; Tang, H ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2237.

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2022A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Tang, H ; Linton, O B ; Wu, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:camjip:2214.

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2022.

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2022Sovereign Uncertainty. (2022). Silgado-Gomez, Edgar. In: Research Technical Papers. RePEc:cbi:wpaper:10/rt/22.

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

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

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

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2022Export Market Size Matters: The effect of the market size of export destinations on manufacturing growth. (2022). Thomas, Santiago Sanchez. In: Documentos de Trabajo CIEF. RePEc:col:000122:020531.

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2021La tasa de cambio y sus impactos en los agregados económicos colombianos: una aproximación FAVAR. (2021). Candelo Viáfara, Juan Manuel ; Oviedo-Gomez, Andres ; Candelo-Viafara, Juan Manuel. In: Revista Facultad de Ciencias Económicas. RePEc:col:000180:019710.

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2021What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15978.

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2022Fiscal Multipliers and Informality. (2022). Furceri, Davide ; Colombo, Emilio ; Tirelli, Patrizio ; Pizzuto, Pietro. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis2201.

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

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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.

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2022Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series. (2022). Hallin, Marc. In: Working Papers ECARES. RePEc:eca:wpaper:2013/350249.

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2021Diffusion index-based inflation forecasts for the euro area. (2001). Mestre, Ricardo ; Henry, Jerome ; Angelini, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20010061.

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2023Some stylised facts on the euro area business cycle. (2001). Mojon, Benoit ; Agresti,A-M., . In: Working Paper Series. RePEc:ecb:ecbwps:20010095.

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2022On the dynamics of the q-deformed Puu’s model with cubic investment map. (2022). Muoz-Guillermo, Maria. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:157:y:2022:i:c:s0960077922001813.

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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.

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2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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2022Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach. (2022). Shi, Yong ; Zhou, Ling ; Wang, Zongrun ; Mi, Yunlong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001099.

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YearTitleTypeCited
2017Noisy News in Business Cycles In: American Economic Journal: Macroeconomics.
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2013Noisy News in Business cycles.(2013) In: CEPR Discussion Papers.
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2014Noisy News in Business Cycles.(2014) In: Working Papers.
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2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
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2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model In: UFAE and IAE Working Papers.
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2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: Working Papers.
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2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: CEPR Discussion Papers.
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2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: Center for Economic Research (RECent).
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2010Fiscal Foresight and the Effects of Government Spending In: UFAE and IAE Working Papers.
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2010Fiscal Foresight and the Effects of Government Spending.(2010) In: Working Papers.
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2010Fiscal Foresight and the Effects of Goverment Spending.(2010) In: CEPR Discussion Papers.
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2010Fiscal Foresight and the Effects of Government Spending.(2010) In: Center for Economic Research (RECent).
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2011No News in Business Cycles In: UFAE and IAE Working Papers.
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2011No News in Business Cycles.(2011) In: Working Papers.
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2011No News in Business Cycles.(2011) In: CEPR Discussion Papers.
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2011No News in Business Cycles.(2011) In: Working Papers.
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2013No News in Business Cycles.(2013) In: Working Papers.
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2011No news in business cycles.(2011) In: Center for Economic Research (RECent).
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2014No News in Business Cycles.(2014) In: Economic Journal.
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2011Testing for Sufficient Information in Structural VARs In: UFAE and IAE Working Papers.
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2011Testing for Sufficient Information in Structural VARs.(2011) In: Working Papers.
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2011Testing for Sufficient Information in Structural VARs.(2011) In: CEPR Discussion Papers.
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2001A core inflation index for the euro area In: Temi di discussione (Economic working papers).
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2001A Core Inflation Index for the Euro Area.(2001) In: CEPR Discussion Papers.
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2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
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2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
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2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
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2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
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2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
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2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
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2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
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2003The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2003) In: Computing in Economics and Finance 2003.
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2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
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2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
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2020Asymmetric Effects of Monetary Policy Easing and Tightening In: Working Papers.
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2020Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: Center for Economic Research (RECent).
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2020Asymmetric effects of monetary policy easing and tightening.(2020) In: Economics Working Papers.
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2002Spillovers and the growth of local industries In: Journal of Industrial Economics.
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2014Government Spending Shocks in Open Economy VARs In: CEPR Discussion Papers.
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2016Government spending shocks in open economy VARs.(2016) In: Journal of International Economics.
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2014Government Spending Shocks in Open Economy VARs.(2014) In: Center for Economic Research (RECent).
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2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers.
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2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES.
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2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics.
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2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis.(2016) In: EIEF Working Papers Series.
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2018Dynamic factor model with infinite?dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
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2016VAR Information and the Empirical Validation of DSGE Models In: CEPR Discussion Papers.
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2016VAR Information and the Empirical Validation of DSGE Models.(2016) In: 2016 Meeting Papers.
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2016Eigenvalue Ratio Estimators for the Number of Common Factors In: CEPR Discussion Papers.
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2017News, Uncertainty and Economic Fluctuations In: CEPR Discussion Papers.
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1995Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers.
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1995Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers.
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1996Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics.
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1996Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository.
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2018The Forcasting Performance of Dynamic Factor Models with Vintage Data In: CEPR Discussion Papers.
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2018The Forecasting Performance of Dynamic Factor Models with Vintage Data.(2018) In: Center for Economic Research (RECent).
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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).
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2020Common Component Structural VARs In: CEPR Discussion Papers.
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2020Common Components Structural VARs.(2020) In: Center for Economic Research (RECent).
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2021Macroeconomic Uncertainty and Vector Autoregressions In: CEPR Discussion Papers.
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2021Downside and Upside Uncertainty Shocks In: CEPR Discussion Papers.
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1997National Policies and Local Economies: Europe and the United States In: CEPR Discussion Papers.
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1999National policies and local economies: Europe and the United States.(1999) In: ULB Institutional Repository.
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1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
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2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
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1999A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers.
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2001A Measure Of Comovement For Economic Variables: Theory And Empirics.(2001) In: The Review of Economics and Statistics.
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2001A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository.
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2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
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2000The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers.
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2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
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2001Knowledge Spillovers and the Growth of Local Industries In: CEPR Discussion Papers.
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2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
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2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
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2003Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics.
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2002Using Stationarity Tests in Antitrust Market Definition In: CEPR Discussion Papers.
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2004Using Stationarity Tests in Antitrust Market Definition.(2004) In: American Law and Economics Review.
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2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
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2004Anti-Trust Policy and National Growth: Some Evidence from Italy In: CEPR Discussion Papers.
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2004Antitrust Policy and National Growth: Some Evidence from Italy.(2004) In: Giornale degli Economisti.
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2008The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach In: CEPR Discussion Papers.
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2008The dynamic e ects of monetary policy: A structural factor model approach.(2008) In: Center for Economic Research (RECent).
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