Mario Forni : Citation Profile

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)

32

H index

48

i10 index

6218

Citations

RESEARCH PRODUCTION:

36

Articles

102

Papers

1

Books

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 214
   Journals where Mario Forni has often published
   Relations with other researchers
   Recent citing documents: 160.    Total self citations: 79 (1.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo95
   Updated: 2025-05-17    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Gambetti, Luca (18)

Debortoli, Davide (5)

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 (256)

Hallin, Marc (241)

Marcellino, Massimiliano (201)

Giannone, Domenico (176)

Reichlin, Lucrezia (142)

Kapetanios, George (136)

Luciani, Matteo (121)

Pesaran, Mohammad (114)

Lippi, Marco (88)

Chudik, Alexander (72)

Paccagnini, Alessia (65)

Cites to:

Reichlin, Lucrezia (201)

Lippi, Marco (166)

Hallin, Marc (82)

Giannone, Domenico (80)

Watson, Mark (63)

Gambetti, Luca (48)

Sala, Luca (43)

Ng, Serena (39)

Stock, James (33)

Bai, Jushan (28)

Sims, Christopher (23)

Main data

Where Mario Forni has published?

Journals with more than one article published# docs
Journal of Econometrics4
European Economic Review3
Journal of Monetary Economics3
The Review of Economics and Statistics3
Journal of Applied Econometrics2
Economic Journal2
Giornale degli Economisti2
Econometric Theory2
Journal of Industrial Economics2

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 (2025 and 2024)

YearTitle of citing document
2024From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:287.

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2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024Synchronization of endogenous business cycles. (2024). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2024Tensor Factor Model Estimation by Iterative Projection. (2024). Han, Yuefeng ; Chen, Rong ; Yang, Dan ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2006.02611.

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2024Min(d)ing the President: A text analytic approach to measuring tax news. (2024). Smeekes, Stephan ; Lieb, Lenard ; Almeida, Rui Jorge ; Bacsturk, Nalan ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

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2024Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling. (2024). Dai, Zhonghao ; Zhang, Ruchen ; Wang, Ling ; Zeng, Liang ; Li, Jian ; Niu, Hui ; Zhu, Dewei. In: Papers. RePEc:arx:papers:2107.11972.

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2024CP Factor Model for Dynamic Tensors. (2024). Han, Yuefeng ; Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2025Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2025The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067.

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2025Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2025). Fisher, Zachary F ; Kim, Younghoon ; Pipiras, Vladas. In: Papers. RePEc:arx:papers:2307.10454.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024High Dimensional Factor Analysis with Weak Factors. (2024). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2402.05789.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579.

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2024Dynamic Matrix Factor Models for High Dimensional Time Series. (2024). Han, Yuefeng ; Yu, Ruofan ; Chen, Rong ; Xiao, Han. In: Papers. RePEc:arx:papers:2407.05624.

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2024Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach. (2024). Wilms, Ines ; Hecq, Alain ; Ricardo, Ivan. In: Papers. RePEc:arx:papers:2407.07973.

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2025Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon. (2025). Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2407.09738.

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2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

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2024Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606.

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2024Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182.

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2024Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287.

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2024Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214.

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2025On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model. (2025). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.18159.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM). (2024). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.20885.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649.

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Tracking the Hidden Forces Behind Laos 2022 Exchange Rate Crisis and Balance of Payments Instability. (2025). Cooray, Mariza ; Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2503.13308.

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2025Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2504.05743.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2024Identifying the General Equilibrium Effects of Narcotics Enforcement. (2024). Porreca, Zachary. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24227.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024Measuring the underlying component of inflation. (2024). Lhuissier, Stéphane ; Fontes Baptista, Matthew ; Mogliani, Matteo. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:253:05.

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2024Sixty years of global inflation: a post-GFC update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1189.

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2024The asymmetric and persistent effects of Fed policy on global bond yields. (2024). Moench, Emanuel ; Gelos, R. Gaston ; Adrian, Tobias ; Lamersdorf, Nora. In: BIS Working Papers. RePEc:bis:biswps:1195.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024A Conversation With Marc Hallin. (2024). Genest, Christian. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:137-159.

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2024Impact of China on commodity exporters. (2024). Saraf, Richa ; Chatterjee, Arpita. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1462-1491.

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2024The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

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2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

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2025Pandemic Intensity Estimation using Dynamic Factor Modeling. (2025). Aaron, Cooke ; John, Vivian. In: Statistics, Politics and Policy. RePEc:bpj:statpp:v:16:y:2025:i:1:p:37-61:n:1003.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2025Fiscal policy design and inflation: The COVID-19 pandemic experience. (2025). Nechio, Fernanda ; Leer, John ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt9cc4c34z.

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2024Sixty Years of Global Inflation: A Post-GFC Update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11148.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Melosi, Leonardo ; Picco, Anna Rogantini ; Morita, Hiroshi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11312.

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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486.

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2025Technology creation and monetary transmission. (2025). Yom, Zeynep ; Hur, Sewon ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2025-02ua.

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2024The Role of Sell Frictions for Inventories and Business Cycles. (2024). Sun, Tiancheng ; den Haan, Wouter J. In: Discussion Papers. RePEc:cfm:wpaper:2426.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Rogantini Picco, Anna ; Melosi, Leonardo ; Morita, Hiroshi. In: Discussion Papers. RePEc:cfm:wpaper:2436.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Melosi, Leonardo ; Morita, Hiroshi ; Picco, Anna Rogantini. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-017e.

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2024The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116.

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2024Challenges for monetary and fiscal policy interactions in the post-pandemic era. (2024). Skotida, Ifigeneia ; Silgado-Gómez, Edgar ; Renault, Théodore ; Rannenberg, Ansgar ; Papageorgiou, Dimitris ; Patella, Valeria ; Notarpietro, Alessandro ; Moyen, Stéphane ; McClung, Nigel ; Mavromatis, Kostas(Konstantinos) ; Marx, Magali ; Kolasa, Marcin ; Kataryniuk, Iván ; Hurtado, Samuel ; Gomes, Sandra ; Dominguez-Diaz, Ruben ; Christoffel, Kai ; Buss, Ginters ; Brzoza-Brzezina, Michal ; Bonam, Dennis ; Aldama, Pierre ; Dobrew, Michael ; Lechthaler, Wolfgang ; Holm-Hadulla, Federic ; Schmoller, Michaela Elfsbacka ; Silgado-Gomez, Edgar ; Ciccarelli, Matteo ; Estoad, Toma ; Eleznik, Martin ; Menendez-Alvarez, Carolina ; Hauptmeier, Sebastian ; von Thadden, Leo ; Bakowski, Krzysztof ; Jacquinot, Pascal ; da Costa, Jose Cardoso ; Bouabdallah, Othman ; Mui, Ivan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024337.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Geopolitical risk shocks: when the size matters. (2024). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20242972.

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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2024Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph. In: Working Paper Series. RePEc:ecb:ecbwps:20242989.

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2025Effects of monetary policy on labor income: the role of the employer. (2025). Bobasu, Alina ; Repele, Amalia. In: Working Paper Series. RePEc:ecb:ecbwps:20253046.

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2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2024Sectoral shocks, production linkages, and business cycles in China11We sincerely thank the associate editor, Kang Shi, and two anonymous referees for their invaluable suggestions and comments. Their contributions have been truly significant to this project. Any remaining errors are ours.. (2024). Kim, Youngsik ; Jiang, Lunan ; Zhang, Lin. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001007.

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2025On the use of the cumulant generating function for inference on time series. (2025). Ronchetti, E ; la Vecchia, D ; Moor, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001282.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Muoz, Ivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629.

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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2024Econometric issues in the estimation of the natural rate of interest. (2024). Buncic, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004534.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024The distributional effects of oil supply news shocks. (2024). Theophilopoulou, Angeliki ; Drossidis, Theo ; Mumtaz, Haroon. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002532.

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2024Term structures and firm dynamics: A FAVAR approach. (2024). Zhu, Jingjing ; Su, LI. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004464.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2024Public expenditure multipliers and informality. (2024). Tirelli, Patrizio ; Pizzuto, Pietro ; Furceri, Davide ; Colombo, Emilio. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000321.

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2024The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects. (2024). Winker, Peter ; Naboka-Krell, Viktoriia ; Tillmann, Peter ; Latifi, Albina. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001569.

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2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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2024Measuring world oil market integration with a Thick Pen. (2024). Jin, Xin ; Gronwald, Marc. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000239.

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2024Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Valle e Azevedo, João ; Ribeiro, Pedro Pires ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575.

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2024Exchange rate pass-through in small, open, commodity-exporting economies: Lessons from Canada. (2024). Flaccadoro, Marco. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000096.

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2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

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2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795.

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024Regional fiscal spillovers: The role of trade linkages. (2024). Pizzuto, Pietro ; Furceri, Davide ; Bettarelli, Luca ; Yarveisi, Khatereh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001961.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024Public and Private Investment as Catalysts for Growth: An analysis of emerging markets and developing economies with a focus on Asia. (2024). Qureshi, Irfan ; PARK, DONGHYUN ; Jalles, Joo Tovar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001530.

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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.
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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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This paper has nother version. Agregated cites: 113		paper
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper21
2015Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2015) 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.
[Full Text][Citation analysis]		paper94
2015Fiscal Foresight and the Effects of Government Spending.(2015) 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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This paper has nother version. Agregated cites: 94		paper
2011No News in Business Cycles In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper87
2015No News in Business Cycles.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 87		paper
2011No News in Business Cycles.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 87		paper
2011No News in Business Cycles.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 87		paper
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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This paper has nother version. Agregated cites: 87		paper
2014No News in Business Cycles.(2014) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		article
2011Testing for Sufficient Information in Structural VARs In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper17
2015Testing for Sufficient Information in Structural VARs.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2011Testing for Sufficient Information in Structural VARs.(2011) In: CEPR Discussion Papers.
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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.
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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]		paper137
2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper196
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 196		paper
2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 196		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: 196		article
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article612
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 612		paper
2003The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
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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.
[Citation analysis]
This paper has nother version. Agregated cites: 612		paper
2020Asymmetric Effects of Monetary Policy Easing and Tightening In: Working Papers.
[Full Text][Citation analysis]		paper15
2020Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
2020Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 15		paper
2023Asymmetric Monetary Policy Tradeoffs In: Working Papers.
[Full Text][Citation analysis]		paper11
2023Asymmetric monetary policy tradeoffs.(2023) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2002Spillovers and the growth of local industries In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article37
2002Spillovers and the Growth of Local Industries. In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article47
2022Nonlinear transmission of financial shocks: Some new evidence In: Working Paper.
[Full Text][Citation analysis]		paper8
2024Nonlinear Transmission of Financial Shocks: Some New Evidence.(2024) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 8		article
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]		paper89
2016Government spending shocks in open economy VARs.(2016) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		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: 89		paper
2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper87
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: 87		paper
2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
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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: 87		paper
2015Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 87		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
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: 51		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: 51		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: 51		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]		paper63
1996Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 63		article
1996Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2018The Forcasting Performance of Dynamic Factor Models with Vintage Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
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: 21		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).
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This paper has nother version. Agregated cites: 21		paper
2020Common Component Structural VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2020Common Components Structural VARs.(2020) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		paper1290
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: 1290		article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 1290		paper
1999A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper277
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: 277		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: 277		paper
2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2000The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper392
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory.
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This paper has nother version. Agregated cites: 392		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]		paper266
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: 266		article
2003Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository.
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This paper has nother version. Agregated cites: 266		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]		paper147
2010The dynamic effects of monetary policy: A structural factor model approach.(2010) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 147		article
2008The dynamic e ects of monetary policy: A structural factor model approach.(2008) In: Center for Economic Research (RECent).
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2013Noise Bubbles In: CEPR Discussion Papers.
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2014Noise Bubbles.(2014) In: Working Papers.
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2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 6		paper
2017Noise Bubbles.(2017) In: Economic Journal.
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2023External Instrument SVAR Analysis forNoninvertible Shocks In: Working Papers.
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2022External Instrument SVAR Analysis for Noninvertible Shocks.(2022) In: The Warwick Economics Research Paper Series (TWERPS).
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2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
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2008Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 338		paper
2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 338		paper
2007Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent).
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2024Asymmetric effects of news through uncertainty In: Macroeconomic Dynamics.
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2012Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES.
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2015Dynamic factor models with infinite-dimensional factor spaces: One-sided representations.(2015) In: Journal of Econometrics.
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2011One-Sided Representations of Generalized Dynamic Factor Models In: Working Papers ECARES.
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2011One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: EIEF Working Papers Series.
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2011One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series.
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2001Coincident and Leading Indicators for the Euro Area. In: Economic Journal.
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2001Coincident and leading indicators for the Euro area.(2001) In: ULB Institutional Repository.
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2004The generalized dynamic factor model consistency and rates In: Journal of Econometrics.
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2004The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository.
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2011The general dynamic factor model: One-sided representation results In: Journal of Econometrics.
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2024The effects of monetary policy on macroeconomic risk In: European Economic Review.
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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.
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2001Federal policies and local economies: Europe and the US In: European Economic Review.
[Full Text][Citation analysis]		article107
2001Federal policies and local economies: Europe and the U.S..(2001) In: ULB Institutional Repository.
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1999Aggregation of linear dynamic microeconomic models In: Journal of Mathematical Economics.
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2014Sufficient information in structural VARs In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article164
2011Sufficient information in structural VARs.(2011) In: Center for Economic Research (RECent).
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1996Consumption volatility and income persistence in the permanent income model In: Ricerche Economiche.
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2021Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy In: JRFM.
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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.
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2005A Core Inflation Indicator for the Euro Area. In: Journal of Money, Credit and Banking.
[Citation analysis]		article81
2005A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository.
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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).
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1998Lets Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics In: The Review of Economic Studies.
[Full Text][Citation analysis]		article300
1998Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository.
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1997Aggregation and the Microfoundations of Dynamic Macroeconomics In: OUP Catalogue.
[Citation analysis]		book112
2019Structural VARs and noninvertible macroeconomic models In: Journal of Applied Econometrics.
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