Mario Forni

Università di Modena; Centre for Economic Policy Research (CEPR)

SCHOLARLY PAPERS

12

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12

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23

CROSSREF CITATIONS

72

Scholarly Papers (12)

1.

No News in Business Cycles

CEPR Discussion Paper No. DP8274
Number of pages: 33 Posted: 14 Mar 2011
Mario Forni, Luca Gambetti and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 8 (635,851)
Citation 1
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fundamentalness, invertibility, news shocks, structural factor model

2.

Testing for Sufficient Information in Structural VARs

CEPR Discussion Paper No. DP8209
Number of pages: 26 Posted: 31 Jan 2011
Mario Forni and Luca Gambetti
Università di Modena; Centre for Economic Policy Research (CEPR) and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 3 (671,626)
Citation 10
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FAVAR models, information, non-fundamentalness, Structural VAR, technology shocks.

3.

Noise Bubbles

CEPR Discussion Paper No. DP9532
Number of pages: 55 Posted: 02 Jul 2013
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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Noise shocks, Rational bubbles, Structural VARs

4.

The Forcasting Performance of Dynamic Factor Models with Vintage Data

CEPR Discussion Paper No. DP13034
Number of pages: 41 Posted: 09 Jul 2018
Independent, Università di Modena; Centre for Economic Policy Research (CEPR) and CEFIN Centro Studi di Banca e Finanza - Università di Modena e Reggio Emilia
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Dynamic factor models, First release data, Forecasting, Forecasting Performance, Vintage data

5.

Noise Bubbles

The Economic Journal, Vol. 127, Issue 604, pp. 1940-1976, 2017
Number of pages: 37 Posted: 06 Sep 2017
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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6.

News, Uncertainty and Economic Fluctuations

CEPR Discussion Paper No. DP12139
Number of pages: 45 Posted: 18 Jul 2017
Mario Forni, Luca Gambetti and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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7.

Eigenvalue Ratio Estimators for the Number of Common Factors

CEPR Discussion Paper No. DP11440
Number of pages: 41 Posted: 22 Aug 2016
Advanced School of Economics in Venice, Università di Modena; Centre for Economic Policy Research (CEPR), Dipartimento di Scienze Economiche (DiSSE) and Imperial College Business School
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8.

VAR Information and the Empirical Validation of DSGE Models

CEPR Discussion Paper No. DP11178
Number of pages: 47 Posted: 18 Apr 2016
Mario Forni, Luca Gambetti and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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9.

Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting

CEPR Discussion Paper No. DP11161
Number of pages: 43 Posted: 18 Apr 2016
Università di Modena; Centre for Economic Policy Research (CEPR), University of Rome Tor Vergata, Dipartimento di Scienze Economiche (DiSSE) and Department of Economics, Lancaster University Management School
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Citation 3
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10.

Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis

CEPR Discussion Paper No. DP10618
Number of pages: 53 Posted: 27 May 2015
Università di Modena; Centre for Economic Policy Research (CEPR), ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE) and Imperial College Business School
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Citation 3
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Consistency and rates., Generalized dynamic factor models., High -dimensional time series., One-sided representations of dynamic factor models., Vector processes with singular spectral density

11.

Government Spending Shocks in Open Economy VARs

CEPR Discussion Paper No. DP10115
Number of pages: 33 Posted: 23 Oct 2014
Mario Forni and Luca Gambetti
Università di Modena; Centre for Economic Policy Research (CEPR) and Universitat Autonoma de Barcelona
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Citation 5
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crowding-out, fiscal foresight, fiscal policy, forecast revisions, government spending, government spending news, structual VARs, survey of professional forecasters

12.

Noisy News in Business Cycles

CEPR Discussion Paper No. DP9601
Number of pages: 43 Posted: 20 Aug 2013
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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Citation 1
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Business cycle, Imperfect information, News, Noise, Nonfundamentalness, SVAR