Access Statistics for Mario Forni

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Core Inflation Index for the Euro Area 0 0 0 190 0 0 12 840
A Measure of Comovement for Economic Variables: Theory and Empirics 0 0 0 477 1 3 15 1,528
A core inflation index for the euro area 0 0 3 265 2 4 22 979
A core inflation indicator for the Euro area 0 0 0 0 0 0 32 239
A measure of co-movement for economic variables: theory and empirics 0 0 0 0 0 2 12 173
A real time coincident indicator of the euro area business cycle 0 0 2 232 0 1 17 673
An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain 0 0 0 82 0 2 14 170
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 0 1 4 10 0 1 12 22
Anti-Trust Policy and National Growth: Some Evidence from Italy 0 0 0 80 0 0 10 312
Asymmetric Effects of Monetary Policy Easing and Tightening 0 0 0 48 1 3 21 69
Asymmetric Effects of Monetary Policy Easing and Tightening 0 1 6 64 0 9 45 143
Asymmetric Effects of Monetary Policy Easing and Tightening 0 0 1 49 1 3 52 159
Asymmetric Monetary Policy Tradeoffs 0 0 3 3 0 1 19 22
Asymmetric Transmission of Oil Supply News 0 0 9 9 1 2 18 18
Asymmetric Transmission of Oil Supply News 0 0 3 34 1 1 30 83
Asymmetric monetary policy tradeoffs 0 0 0 27 1 2 20 121
Coincident and leading indicators for the Euro area 0 0 0 0 0 2 15 129
Common Component Structural VARs 0 1 2 50 0 4 17 122
Common Components Structural VARs 0 0 0 69 0 1 12 105
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 1 332 0 1 18 995
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 50 0 0 9 165
Downside and Upside Uncertainty Shocks 0 0 1 70 0 1 26 203
Dynamic Common Factors in Large Cross-Sections 0 0 0 270 0 0 9 651
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 1 13 165
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 0 9 25 90
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 0 0 13 182
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 1 15 106
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 92 2 3 11 166
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 159 1 4 16 278
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 0 9 105
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 2 10 68
Dynamic common factors in large cross-sections 0 0 0 0 0 0 17 161
Eigenvalue Ratio Estimators for the Number of Common Factors 1 1 1 69 1 5 21 116
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 2 53 0 2 19 115
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 1 512 3 4 25 1,659
External Instrument SVAR Analysis for Noninvertible Shocks 0 0 2 26 1 2 19 77
External Instrument SVAR Analysis for Noninvertible Shocks 0 0 2 46 1 2 27 77
External Instrument SVAR Analysis forNoninvertible Shocks 2 5 18 69 4 8 57 148
Federal policies and local economies: Europe and the U.S 0 0 0 0 0 2 8 129
Fiscal Foresight and the Effects of Goverment Spending 0 0 0 83 0 3 20 388
Fiscal Foresight and the Effects of Government Spending 0 0 0 53 3 4 11 251
Fiscal Foresight and the Effects of Government Spending 0 0 1 40 1 3 18 301
Fiscal Foresight and the Effects of Government Spending 0 0 3 239 1 4 30 742
Frequency-band estimation of the number of factors detecting the main business cycle shocks 0 0 1 35 0 2 10 72
Fundamentalness, Granger Causality and Aggregation 1 1 2 103 1 2 18 202
Government Spending Shocks in Open Economy VARs 0 0 0 118 0 0 23 344
Government Spending Shocks in Open Economy VARs 0 0 1 97 0 5 25 332
Knowledge Spillovers and the Growth of Local Industries 0 0 1 171 1 1 9 465
Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle 0 0 2 288 1 1 32 826
Let's get real: a factor analytical approach to disaggregated business cycle dynamics 0 0 0 0 0 0 11 237
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model 0 0 0 58 0 0 11 250
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model 0 0 1 85 1 2 9 209
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model 0 0 0 44 0 3 11 204
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model 0 0 0 346 1 2 22 1,441
Macroeconomic Uncertainty and Vector Autoregressions 0 0 0 74 0 0 20 93
Macroeconomic Uncertainty and Vector Autoregressions 0 0 1 33 1 1 10 94
National Policies and Local Economies: Europe and the United States 0 0 0 163 0 0 8 768
National policies and local economies: Europe and the United States 0 0 0 0 0 2 7 111
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 0 3 27 619
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 117 0 0 14 467
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 237 1 1 23 859
News, Uncertainty and Economic Fluctuations 0 0 0 40 1 1 6 68
News, Uncertainty and Economic Fluctuations (No News is Good News) 0 0 0 96 0 1 17 228
No News in Business Cycles 0 0 0 80 1 2 22 302
No News in Business Cycles 0 0 0 16 1 3 10 190
No News in Business Cycles 0 0 0 59 0 0 14 321
No News in Business Cycles 0 0 1 211 0 1 18 529
No News in Business Cycles 0 0 0 49 0 1 15 367
No news in business cycles 0 0 0 56 1 4 24 329
Noise Bubbles 1 1 1 26 1 1 18 102
Noise Bubbles 0 0 0 50 1 1 22 294
Noise Bubbles 0 0 0 66 0 0 9 264
Noisy News in Business Cycles 0 0 0 62 0 0 44 276
Noisy News in Business Cycles 0 0 0 78 1 3 17 248
Noisy News in Business cycles 0 0 0 116 0 0 10 387
Nonlinear Monetary Policy Tradeoffs 0 1 8 39 1 3 28 102
Nonlinear transmission of financial shocks: Some new evidence 0 0 1 4 0 1 20 39
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 1 5 63 541
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 51 0 0 17 175
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 0 9 243
Opening the Black Box: Structural Factor Models versus Structural VARs 0 1 2 385 1 6 17 901
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 1 14 500
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 1 12 479
Opening the black box: structural factor models with large cross-sections 0 1 1 348 1 4 27 1,150
Reference Cycles: The NBER Methodology Revisited 0 0 0 226 0 0 15 705
Risk and potential insurance in Europe 0 0 0 0 0 1 9 67
Sufficient information in structural VARs 0 0 0 226 1 2 38 650
Testing for Sufficient Information in Structural VARs 0 0 0 35 0 0 15 201
Testing for Sufficient Information in Structural VARs 0 0 0 104 2 3 12 255
Testing for Sufficient Information in Structural VARs 0 0 0 46 0 1 12 256
The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach 0 0 1 159 1 3 14 458
The Forcasting Performance of Dynamic Factor Models with Vintage Data 0 0 0 49 1 1 15 97
The Forecasting Performance of Dynamic Factor Models with Vintage Data 0 0 0 17 1 2 18 59
The Forecasting Performance of Dynamic Factor Models with Vintage Data 0 0 0 13 0 2 15 63
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 2 1,242 3 3 40 2,841
The Generalized Dynamic Factor Model: Identification and Estimation 0 1 5 1,133 2 5 44 2,934
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 2 6 36 1,290
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 0 0 43 497
The Generalized Dynamic Factor Model: Representation Theory 0 0 2 453 1 6 87 1,176
The Impact of Financial Shocks on the Forecast Distribution of Output and Inflation 0 0 0 13 0 0 0 28
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors 0 0 0 14 1 1 8 38
The Nonlinear Transmission of Financial Shocks: Some Evidence 0 0 1 10 1 1 13 34
The dynamic e ects of monetary policy: A structural factor model approach 0 0 0 169 0 0 6 470
The generalised dynamic factor model: consistency and rates 0 0 0 0 2 3 15 151
The generalised dynamic factor model: identification and estimation 0 0 0 0 2 3 28 434
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 0 4 28 257
The impact of financial shocks on the forecast distribution of output and inflation 0 0 0 35 0 4 20 67
Using Stationarity Tests in Antitrust Market Definition 0 0 0 440 0 0 14 1,123
VAR Information and the Empirical Validation of DSGE Models 0 0 0 138 1 2 18 175
VAR Information and the Empirical Validation of DSGE Models 0 0 0 89 0 3 13 163
VAR Information and the Empirical Validation of DSGE Models 0 1 1 72 2 4 18 163
Validating DSGE Models through Dynamic Factor Models 0 0 2 26 0 1 9 52
Total Working Papers 5 16 104 13,800 69 227 2,187 43,577

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Core Inflation Indicator for the Euro Area 0 0 0 1 0 0 12 938
A Measure Of Comovement For Economic Variables: Theory And Empirics 0 0 1 538 0 1 17 1,556
Aggregation of linear dynamic microeconomic models 0 1 2 52 1 2 17 252
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 1 1 4 8 2 5 29 48
Antitrust Policy and National Growth: Some Evidence from Italy 0 0 0 95 2 3 11 300
Asymmetric effects of news through uncertainty 0 0 1 6 0 1 12 23
Asymmetric transmission of oil supply news 1 1 2 2 1 1 29 34
Coincident and Leading Indicators for the Euro Area 0 0 0 195 0 1 6 695
Common Components Structural VARs 0 0 1 1 0 2 9 9
Consumption volatility and income persistence in the permanent income model 0 0 0 16 0 1 10 84
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 1 208 1 1 13 592
Downside and Upside Uncertainty Shocks 0 0 5 8 0 5 29 42
Dynamic Common Factors in Large Cross-Sections 0 0 0 0 0 1 13 656
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 0 19 0 1 11 94
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 0 38 1 3 20 167
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 0 41 1 2 16 165
Federal policies and local economies: Europe and the US 0 0 0 185 0 2 10 470
Government spending shocks in open economy VARs 0 0 6 235 3 7 32 693
Informing DSGE Models Through Dynamic Factor Models 0 0 5 7 0 7 38 45
Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics 0 0 2 393 1 1 65 1,136
New Eurocoin: Tracking Economic Growth in Real Time 0 0 5 251 1 2 22 692
No News in Business Cycles 0 1 1 81 0 5 22 309
Noise Bubbles 0 0 0 25 0 1 19 137
Noisy News in Business Cycles 0 0 0 67 0 0 12 309
Nonlinear Transmission of Financial Shocks: Some New Evidence 0 0 3 12 1 3 31 69
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 6 523 0 2 24 1,340
Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy 0 0 1 5 0 1 11 29
Risk and potential insurance in Europe 0 0 0 52 0 0 7 203
Spillovers and the growth of local industries 0 0 0 1 1 2 4 18
Structural VARs and noninvertible macroeconomic models 0 0 2 29 2 3 20 96
Sufficient information in structural VARs 0 0 5 285 3 11 34 783
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 0 3 303 2 4 20 702
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 3 340 0 2 40 901
The Generalized Dynamic-Factor Model: Identification And Estimation 0 3 14 948 2 12 82 2,481
The Sources of Local Growth: Evidence from Italy 0 0 0 0 1 1 7 242
The dynamic effects of monetary policy: A structural factor model approach 0 0 1 637 0 0 17 1,700
The effects of monetary policy on macroeconomic risk 0 0 6 26 2 2 24 71
The general dynamic factor model: One-sided representation results 0 0 0 64 2 3 10 200
The generalized dynamic factor model consistency and rates 0 0 2 229 1 2 18 592
Using Stationarity Tests in Antitrust Market Definition 0 0 0 0 0 1 7 732
Total Journal Articles 2 7 82 5,926 31 104 830 19,605
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregation and the Microfoundations of Dynamic Macroeconomics 0 0 0 0 0 2 24 393
Total Books 0 0 0 0 0 2 24 393

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximating Singular by Means of Non-singular Structural VARs 0 0 0 0 0 0 9 9
Total Chapters 0 0 0 0 0 0 9 9

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11