Mario Forni

Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics

Viale Berengario 51

41100 Modena, Modena 41100

Italy

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

  • Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics

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SCHOLARLY PAPERS

22

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234

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1,130

Scholarly Papers (22)

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1.

Opening the Black Box: Structural Factor Models with Large Cross-Sections

ECB Working Paper No. 712
Number of pages: 41 Posted: 19 Jan 2007
Mario Forni, Domenico Giannone, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Centre for Economic Policy Research (CEPR), Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 163 (301,337)
Citation 38

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Dynamic factor models, structural VARs, identification, fundamentalness

2.

New Eurocoin: Tracking Economic Growth in Real Time

Downloads 138 (345,232)
Citation 245

New Eurocoin: Tracking Economic Growth in Real Time

Bank of Italy Temi di Discussione (Working Paper) No. 631
Number of pages: 44 Posted: 13 Aug 2007
Giovanni Veronese, Mario Forni, Marco Lippi, Filippo Altissimo and Riccardo Cristadoro
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE), Brevan Howard Asset Management LLP and Bank of Italy
Downloads 119 (387,646)
Citation 23

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coincident indicator, band-pass filter, large-dataset factor models, generalized principal components

New Eurocoin: Tracking Economic Growth in Real Time

CEPR Discussion Paper No. 5633
Number of pages: 37 Posted: 18 Jul 2006
Filippo Altissimo, Riccardo Cristadoro, Mario Forni, Marco Lippi and Giovanni Veronese
Brevan Howard Asset Management LLP, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE) and Bank of Italy
Downloads 19 (890,733)
Citation 16
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Coincident index, band-pass filter, large dataset factor models, generalized principal components

3.

Noisy News in Business Cycles

Baffi Center Research Paper No. 2014-159
Number of pages: 45 Posted: 20 Nov 2014
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 125 (372,179)
Citation 11

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Nonfundamentalness, SVAR, Imperfect Information, News, Noise, Business cycles

4.

Noise Bubbles

Baffi Center Research Paper No. 2014-160
Number of pages: 40 Posted: 20 Nov 2014
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 105 (422,256)
Citation 3

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Rational bubbles, structural VARs, noise shocks

5.

No News in Business Cycles

Paolo Baffi Centre Research Paper No. 2012-126
Number of pages: 41 Posted: 13 Oct 2012
Mario Forni, Luca Gambetti and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Universitat Autonoma de Barcelona and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 102 (431,036)
Citation 3

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structural factor model, news shocks, invertibility, fundamentalness

6.

The Main Business Cycle Shock(S). Frequency-Band Estimation of the Number of Dynamic Factors

Downloads 74 (525,458)
Citation 1

The Main Business Cycle Shock(S). Frequency-Band Estimation of the Number of Dynamic Factors

Number of pages: 55 Posted: 24 Nov 2021
Marco Avarucci, Maddalena Cavicchioli, Mario Forni and Paolo Zaffaroni
University of Glasgow - Adam Smith Business School, Students, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Imperial College Business School
Downloads 74 (531,953)
Citation 2

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Generalized Dynamic Factor Models, Number of Dynamic Factors, Frequency Bands, Business Cycle, Permanent Component

7.

The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting

Number of pages: 30 Posted: 13 Aug 2002
Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 42 (685,044)
Citation 89
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Dynamic factor models, principal components, time series, large cross-sections, panel data, forecasting

8.

Using Stationarity Tests in Antitrust Market Definition

Number of pages: 20 Posted: 28 Mar 2002
Mario Forni
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
Downloads 35 (731,921)
Citation 1
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Anti-trust market definition, merger guidelines, stationarity, Dickey-Fuller test, KPSS test

9.

Opening the Black Box: Structural Factor Models Versus Structural Vars

Number of pages: 29 Posted: 18 Dec 2003
Mario Forni, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 33 (746,244)
Citation 3
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Dynamic factor models, structural VARs, identification

10.

Eurocoin: A Real Time Coincident Indicator of the Euro Area Business Cycle

Number of pages: 49 Posted: 15 Jan 2002
Filippo Altissimo, Antonio Bassanetti, Riccardo Cristadoro, Mario Forni, Marc Hallin, Marco Lippi, Lucrezia Reichlin and Giovanni Veronese
Brevan Howard Asset Management LLP, Bank of Italy, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE), London Business School and Bank of Italy
Downloads 33 (746,244)
Citation 2
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Business cycle, dynamic factor model

11.

A Measure of Comovement for Economic Variables: Theory and Empirics

Number of pages: 28 Posted: 20 Dec 2001
Christophe Croux, Mario Forni and Lucrezia Reichlin
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and London Business School
Downloads 26 (800,557)
Citation 18
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Business cycle, coherence, comovements, geography

12.

A Core Inflation Index for the Euro Area

Number of pages: 40 Posted: 08 Jan 2002
Riccardo Cristadoro, Mario Forni, Lucrezia Reichlin and Giovanni Veronese
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, London Business School and Bank of Italy
Downloads 25 (808,919)
Citation 6
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Core inflation, dynamic factor model, inflation forecast, monetary policy

13.

Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area

Number of pages: 19 Posted: 07 Feb 2002
Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 24 (817,393)
Citation 6
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Dynamic factor models, principal components, business cycle, forecasting, financial variables

14.

Knowledge Spillovers and the Growth of Local Industries

Number of pages: 31 Posted: 07 Sep 2001
Mario Forni and Sergio Paba
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
Downloads 21 (843,701)
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Spillovers, growth, spatial agglomeration

15.

Anti-Trust Policy and National Growth: Some Evidence from Italy

Number of pages: 21 Posted: 02 Jun 2004
Elisabetta Allegra, Mario Forni, Michele Grillo and Lara Magnani
Autorita Garante della Concorrenza e del Mercato, AGCM, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Autorita Garante della Concorrenza e del Mercato, AGCM and Autorita Garante della Concorrenza e del Mercato, AGCM
Downloads 15 (899,980)
Citation 4
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Anti-trust, international competition, growth

16.

The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach

CEPR Discussion Paper No. DP7098
Number of pages: 38 Posted: 17 Feb 2009
Mario Forni and Luca Gambetti
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 5 (992,395)
Citation 17
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Delayed Overshooting Puzzle, Monetary Policy, Price Puzzle, Structural Factor Model

17.

Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model

CEPR Discussion Paper No. DP7692
Number of pages: 49 Posted: 01 Mar 2010
Mario Forni and Luca Gambetti
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 4 (1,000,051)
Citation 1
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demand, fiscal policy, monetary policy, sign restrictions, structural factor model, supply

18.

Fiscal Foresight and the Effects of Goverment Spending

CEPR Discussion Paper No. DP7840
Number of pages: 36 Posted: 19 Jul 2010
Mario Forni and Luca Gambetti
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 3 (1,007,276)
Citation 1
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fiscal policy, fundamentalness, government spending shock, non-fundamentalness, sign restrictions, structural factor model

19.

Downside and Upside Uncertainty Shocks

CEPR Discussion Paper No. DP15881
Number of pages: 45 Posted: 15 Mar 2021
Mario Forni, Luca Gambetti and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, University of Turin and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 0 (1,030,852)
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20.

Macroeconomic Uncertainty and Vector Autoregressions

CEPR Discussion Paper No. DP15692
Number of pages: 39 Posted: 11 Feb 2021
Mario Forni, Luca Gambetti and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, University of Turin and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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21.

Common Component Structural VARs

CEPR Discussion Paper No. DP15529
Number of pages: 46 Posted: 23 Dec 2020
Mario Forni, Luca Gambetti, Marco Marco and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, University of Turin, Einaudi Institute for Economics and Finance (EIEF) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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22.

Asymmetric Effects of Monetary Policy Easing and Tightening

CEPR Discussion Paper No. DP15005
Number of pages: 39 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Davide Debortoli, Mario Forni, Luca Gambetti and Luca Sala
Universitat Pompeu Fabra - Department of Economics and Business, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, University of Turin and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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monetary policy shocks, nonlinear effects, structural VAR models