Mario Forni : Citation Profile

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)

32

H index

50

i10 index

6386

Citations

RESEARCH PRODUCTION:

41

Articles

104

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   30 years (1995 - 2025). See details.
   Cites by year: 212
   Journals where Mario Forni has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 83 (1.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo95
   Updated: 2026-03-28    RAS profile: 2026-02-15    
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Relations with other researchers

Works with:

Gambetti, Luca (24)

Debortoli, Davide (5)

Lippi, Marco (3)

Ricco, Giovanni (2)

Soccorsi, Stefano (2)

Franconi, Alessandro (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 (258)

Hallin, Marc (242)

Marcellino, Massimiliano (202)

Giannone, Domenico (176)

Reichlin, Lucrezia (142)

Kapetanios, George (136)

Luciani, Matteo (130)

Pesaran, Mohammad (114)

Lippi, Marco (88)

Chudik, Alexander (72)

Paccagnini, Alessia (65)

Cites to:

Reichlin, Lucrezia (210)

Lippi, Marco (175)

Giannone, Domenico (86)

Hallin, Marc (86)

Watson, Mark (68)

Gambetti, Luca (55)

Sala, Luca (43)

Ng, Serena (42)

Stock, James (35)

Bai, Jushan (30)

Bernanke, Ben (25)

Main data

Where Mario Forni has published?

Journals with more than one article published# docs
Journal of Econometrics4
European Economic Review3
Journal of Applied Econometrics3
Journal of Monetary Economics3
The Review of Economics and Statistics3
Giornale degli Economisti2
Journal of Industrial Economics2
Economic Journal2
Econometric Theory2
American Economic Journal: Macroeconomics2

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 (2026 and 2025)

YearTitle of citing document
2026Forecasting Vietnam Inflation Using Machine Learning Approaches: A Comprehensive Analysis. (2026). Ngo, Thanh ; Bui, Hung D ; Tran, Son H ; Dq, TU. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:1:p:136-185.

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2026Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper. (2026). Rossini, Luca ; Bastianin, Andrea ; Testa, Alessandra. In: FEEM Working Papers. RePEc:ags:feemwp:387620.

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2026Do common shocks drive changes in aggregate emissions intensity?. (2025). Lafond, François ; Ren, Xiyu ; Marotta, Fulvia. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-15.

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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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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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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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2026On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

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

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2025Large 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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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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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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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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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

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2025Principled Identification of Structural Dynamic Models. (2025). Hansen, Peter Reinhard ; Francis, Neville ; Tong, Chen. In: Papers. RePEc:arx:papers:2512.17005.

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2026Modewise Additive Factor Model for Matrix Time Series. (2026). Han, Yuefeng ; Xu, KE ; Li, Jiayu ; Chen, Elynn. In: Papers. RePEc:arx:papers:2512.25025.

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2026Time-Aware Synthetic Control. (2026). Abadie, Alberto ; Misra, Vishal ; Narasipura, Samhitha ; Rho, Saeyoung ; Hsu, Daniel ; Illick, Cyrus. In: Papers. RePEc:arx:papers:2601.03099.

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2025High-Frequency Cross-Sectional Identification of Military News Shocks. (2025). Briganti, Edoardo ; Amodeo, Francesco. In: Staff Working Papers. RePEc:bca:bocawp:25-27.

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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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2026Identification of expectational shocks in the oil market using OPEC announcements. (2026). Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1516_26.

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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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2025Overview of the Bank of Russia, NES, and HSE University Workshop Monetary Policy and Inflation: Effects of Asymmetry and Behavioural Aspects. (2025). Lymar, Maria ; Nelyubina, Alena. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:101-120.

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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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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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2025A tail of labor supply and a tale of monetary policy. (2025). ferroni, filippo ; Mumtaz, Haroon ; Cantore, Cristiano ; Theophilopoulou, Angeliki. In: Working Papers. RePEc:bol:bodewp:wp1210.

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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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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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2025Time-Varying Impacts of Government Spending on CO2 Emissions. (2025). Fragetta, Matteo ; Di Bucchianico, Stefano ; di Serio, Mario ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11960.

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2026Using Transformers and Reinforcement Learning as Narrative Filters in Macroeconomics. (2026). Larsen, Vegard ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12454.

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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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2025Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning. (2025). Rincn, Juan Jos. In: Documentos CEDE. RePEc:col:000089:021388.

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2025Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions. (2025). Strohsal, Till ; Lütkepohl, Helmut ; Ltkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2146.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Bruns, Martin ; Ltkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820.

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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). Repele, Amalia ; Bobasu, Alina. 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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2025Supply shocks and inflation: timely insights from financial markets. (2025). Minesso, Massimo Ferrari ; Cassinis, Maria Giulia ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20253096.

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2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

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2025The signaling effects of fiscal announcements. (2025). Morita, Hiroshi ; Picco, Anna Rogantini ; Melosi, Leonardo ; Zanetti, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20253110.

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2026Structural drivers of growth at risk: insights from a VAR-quantile regression approach. (2026). Fonseca, Luís ; Urrutia, Leonardo ; Carboni, Giacomo ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20263171.

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2025Transition to a greener economy: Climate change risks and resilience in a state-space framework. (2025). Bhadury, Soumya ; Pratap, Bhanu ; Gajbhiye, Dhirendra. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000521.

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2025How trade drives fluctuations in macroeconomics in China – A multi-level dynamic factor approach. (2025). Zhang, JI ; Wang, Fang ; Hou, Jianghuai. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000513.

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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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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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2025What are the macroeconomic effects of state-dependent forward guidance?. (2025). Wieladek, Tomasz ; Weale, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001046.

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2025Yield curve dynamics and fiscal policy shocks. (2025). Kučera, Adam ; Kočenda, Evžen ; Koenda, Even ; Marl, Ale ; Kuera, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001101.

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2025The effects of monetary policy on macroeconomic downside risk: state-dependence matters. (2025). Barci, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001678.

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2025Revisiting the impact of financial shocks on the fiscal position of euro area countries. (2025). Verbič, Miroslav ; Zabavnik, Darja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:622-635.

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2025Government spending multipliers and financial fragility in Italy. (2025). Matarrese, Marco Maria ; Frangiamore, Francesco. In: Economic Modelling. RePEc:eee:ecmode:v:145:y:2025:i:c:s0264999325000070.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2026Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis. (2026). Dash, Ashutosh ; Lahiani, Amine ; Ray, Sougata ; Jena, Sangram Keshari. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001767.

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2025The heterogeneous effects of technology shocks. Evidence from the Czech Labour market. (2025). Matějů, Jakub ; Junicke, Monika ; Matj, Jakub ; Mumtaz, Haroon ; Theophilopoulou, Angeliki. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006451.

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2025Machine learning the macroeconomic effects of financial shocks. (2025). Marcellino, Massimiliano ; Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000977.

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2025The time-varying effects of skewness on the macroeconomy. (2025). Xiong, Rui ; Liao, Wenting ; Han, Yang. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002721.

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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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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

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2025Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491.

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2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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2025Global identification, estimation and inference of structural impulse response functions in factor models: A unified framework. (2025). Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001113.

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2025High dimensional factor analysis with weak factors. (2025). Yuan, Ming ; Choi, Jungjun. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s030440762500140x.

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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 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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2025Survey expectations, learning and inflation dynamics. (2025). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Raf. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s0014292125001680.

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2025Controlling inflation with central bank news. (2025). Rousakis, Michalis ; Smyrniotis, Efthymios ; Kokonas, Nikolaos. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s0014292125002260.

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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 financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

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

Works by Mario Forni:

YearTitleTypeCited
2025An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain In: American Economic Journal: Macroeconomics.
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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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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.
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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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2011No News in Business Cycles In: UFAE and IAE Working Papers.
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2015No News in Business Cycles.(2015) 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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2015Testing for Sufficient Information in Structural VARs.(2015) 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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2025Asymmetric Transmission of Oil Supply News In: Working papers.
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2025Asymmetric transmission of oil supply news.(2025) In: Quantitative Economics.
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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: CEPR Discussion Papers.
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2020Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: Center for Economic Research (RECent).
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2023Nonlinear Monetary Policy Tradeoffs In: Working Papers.
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2002Spillovers and the growth of local industries In: Journal of Industrial Economics.
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2002Spillovers and the Growth of Local Industries. In: Journal of Industrial Economics.
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2022Nonlinear transmission of financial shocks: Some new evidence In: Working Paper.
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2024Nonlinear Transmission of Financial Shocks: Some New Evidence.(2024) In: Journal of Money, Credit and Banking.
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2023The impact of financial shocks on the forecast distribution of output and inflation In: Working Paper.
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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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2015Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Center for Economic Research (RECent).
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2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
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2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
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2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
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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: Center for Economic Research (RECent).
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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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2026Common Components Structural VARs.(2026) In: Journal of Business & Economic Statistics.
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2021Macroeconomic Uncertainty and Vector Autoregressions In: CEPR Discussion Papers.
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2020Macroeconomic Uncertainty and Vector Autoregressions.(2020) In: Center for Economic Research (RECent).
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2021Downside and Upside Uncertainty Shocks In: CEPR Discussion Papers.
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2025Downside and Upside Uncertainty Shocks.(2025) In: Journal of the European Economic Association.
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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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2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
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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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2003Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository.
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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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2010The dynamic effects of monetary policy: A structural factor model approach.(2010) In: Journal of Monetary Economics.
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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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2013Noise Bubbles In: CEPR Discussion Papers.
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2014Noise Bubbles.(2014) In: Working Papers.
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2023External Instrument SVAR Analysis forNoninvertible Shocks In: Working Papers.
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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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2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
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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.
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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.
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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.
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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.
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2005A Core Inflation Indicator for the Euro Area. In: Journal of Money, Credit and Banking.
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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).
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2017News, Uncertainty and Economic Fluctuations (No News is Good News) In: Center for Economic Research (RECent).
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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.
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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.
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2025Asymmetric monetary policy tradeoffs In: Economics Working Papers.
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2019Structural VARs and noninvertible macroeconomic models In: Journal of Applied Econometrics.
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2025Informing DSGE Models Through Dynamic Factor Models In: Journal of Applied Econometrics.
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