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

SCHOLARLY PAPERS

23

DOWNLOADS

894

SSRN CITATIONS
Rank 860

SSRN RANKINGS

Top 860

in Total Papers Citations

153

CROSSREF CITATIONS

1,137

Scholarly Papers (23)

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
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 154 (261,173)
Citation 17

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Dynamic factor models, structural VARs, identification, fundamentalness

2.
Downloads 115 (325,837)
Citation 239

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
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 97 (368,086)
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
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 18 (731,731)
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 107 (342,455)
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 82 (404,636)
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 79 (413,416)
Citation 3

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structural factor model, news shocks, invertibility, fundamentalness

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

Number of pages: 55 Posted: 24 Nov 2021
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 51 (523,025)

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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
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 (555,733)
Citation 60
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Dynamic factor models, principal components, time series, large cross-sections, panel data, forecasting

8.

Spillovers and the Growth of Local Industries

Number of pages: 21 Posted: 07 Dec 2002
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 40 (565,884)

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9.

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 (592,569)
Citation 1
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Anti-trust market definition, merger guidelines, stationarity, Dickey-Fuller test, KPSS test

10.

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 (603,924)
Citation 3
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Dynamic factor models, structural VARs, identification

11.

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

Number of pages: 49 Posted: 15 Jan 2002
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 (603,924)
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Business cycle, dynamic factor model

12.

A Measure of Comovement for Economic Variables: Theory and Empirics

Number of pages: 28 Posted: 20 Dec 2001
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 (648,378)
Citation 18
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Business cycle, coherence, comovements, geography

13.

A Core Inflation Index for the Euro Area

Number of pages: 40 Posted: 08 Jan 2002
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 (655,273)
Citation 2
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Core inflation, dynamic factor model, inflation forecast, monetary policy

14.

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

Number of pages: 19 Posted: 07 Feb 2002
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 (662,435)
Citation 6
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Dynamic factor models, principal components, business cycle, forecasting, financial variables

15.

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 (684,681)
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Spillovers, growth, spatial agglomeration

16.

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

Number of pages: 21 Posted: 02 Jun 2004
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 (732,341)
Citation 2
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Anti-trust, international competition, growth

17.

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 (824,907)
Citation 6
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Delayed Overshooting Puzzle, Monetary Policy, Price Puzzle, Structural Factor Model

18.

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 (835,095)
Citation 1
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demand, fiscal policy, monetary policy, sign restrictions, structural factor model, supply

19.

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 (845,954)
Citation 1
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fiscal policy, fundamentalness, government spending shock, non-fundamentalness, sign restrictions, structural factor model

20.

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 (889,511)
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21.

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)
Downloads 0 (889,511)
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22.

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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23.

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
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)
Downloads 0 (889,511)
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monetary policy shocks, nonlinear effects, structural VAR models