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 4 11 839
A Measure of Comovement for Economic Variables: Theory and Empirics 0 0 0 477 0 1 11 1,522
A core inflation index for the euro area 0 0 3 265 2 4 18 974
A core inflation indicator for the Euro area 0 0 0 0 3 7 35 238
A measure of co-movement for economic variables: theory and empirics 0 0 0 0 0 4 12 171
A real time coincident indicator of the euro area business cycle 1 1 3 232 1 3 17 672
An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain 0 0 7 82 0 4 26 168
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 0 1 9 9 0 2 21 21
Anti-Trust Policy and National Growth: Some Evidence from Italy 0 0 0 80 0 3 11 312
Asymmetric Effects of Monetary Policy Easing and Tightening 0 0 2 49 2 4 51 156
Asymmetric Effects of Monetary Policy Easing and Tightening 0 0 0 48 1 7 20 66
Asymmetric Effects of Monetary Policy Easing and Tightening 0 1 5 63 2 10 40 132
Asymmetric Monetary Policy Tradeoffs 0 0 3 3 1 4 19 21
Asymmetric Transmission of Oil Supply News 0 1 8 8 0 5 14 14
Asymmetric Transmission of Oil Supply News 0 0 9 34 0 5 42 82
Asymmetric monetary policy tradeoffs 0 0 0 27 1 5 20 118
Coincident and leading indicators for the Euro area 0 0 0 0 1 2 14 127
Common Component Structural VARs 0 1 1 49 1 5 14 118
Common Components Structural VARs 0 0 1 69 1 3 15 103
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 1 1 332 0 2 16 993
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 3 70 1 9 26 201
Dynamic Common Factors in Large Cross-Sections 0 0 0 270 2 5 9 651
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 1 13 164
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 0 3 16 79
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 1 4 14 182
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 4 15 105
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 92 0 1 9 163
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 159 0 4 16 274
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 3 8 66
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 2 10 105
Dynamic common factors in large cross-sections 0 0 0 0 1 7 17 161
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 68 1 3 16 111
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 1 2 53 2 7 18 113
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 1 512 1 5 23 1,655
External Instrument SVAR Analysis for Noninvertible Shocks 0 0 2 26 1 3 17 75
External Instrument SVAR Analysis for Noninvertible Shocks 0 0 2 46 0 7 26 74
External Instrument SVAR Analysis forNoninvertible Shocks 0 1 21 64 3 9 70 140
Federal policies and local economies: Europe and the U.S 0 0 0 0 1 3 6 127
Fiscal Foresight and the Effects of Goverment Spending 0 0 0 83 1 4 17 384
Fiscal Foresight and the Effects of Government Spending 0 1 4 239 0 5 31 737
Fiscal Foresight and the Effects of Government Spending 0 0 0 53 0 1 7 247
Fiscal Foresight and the Effects of Government Spending 0 0 1 40 0 2 17 298
Frequency-band estimation of the number of factors detecting the main business cycle shocks 0 0 2 35 1 3 12 70
Fundamentalness, Granger Causality and Aggregation 0 0 2 102 0 2 20 200
Government Spending Shocks in Open Economy VARs 0 0 2 97 1 5 21 327
Government Spending Shocks in Open Economy VARs 0 0 0 118 0 5 23 344
Knowledge Spillovers and the Growth of Local Industries 0 0 1 171 0 0 8 464
Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle 0 0 4 288 0 5 34 825
Let's get real: a factor analytical approach to disaggregated business cycle dynamics 0 0 0 0 0 2 11 237
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model 0 0 0 44 2 3 7 200
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model 0 0 1 85 1 1 7 207
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model 0 0 0 58 0 0 14 250
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model 0 0 0 346 0 3 21 1,439
Macroeconomic Uncertainty and Vector Autoregressions 0 0 0 74 0 2 21 93
Macroeconomic Uncertainty and Vector Autoregressions 0 0 2 33 0 1 12 93
National Policies and Local Economies: Europe and the United States 0 0 0 163 2 2 9 768
National policies and local economies: Europe and the United States 0 0 0 0 0 0 7 109
New EuroCOIN: Tracking Economic Growth in Real Time 0 0 0 156 0 5 24 615
New Eurocoin: Tracking Economic Growth in Real Time 1 1 1 237 3 10 24 858
New Eurocoin: Tracking Economic Growth in Real Time 0 0 1 117 1 7 17 466
News, Uncertainty and Economic Fluctuations 0 0 0 40 0 2 7 67
News, Uncertainty and Economic Fluctuations (No News is Good News) 0 0 0 96 0 4 16 226
No News in Business Cycles 0 0 0 16 0 3 9 187
No News in Business Cycles 0 0 0 80 1 7 21 300
No News in Business Cycles 0 0 1 211 0 3 17 528
No News in Business Cycles 0 0 0 59 1 2 11 318
No News in Business Cycles 0 0 0 49 0 1 14 366
No news in business cycles 0 0 0 56 1 3 22 324
Noise Bubbles 0 0 0 66 0 4 9 264
Noise Bubbles 0 0 0 50 3 7 21 293
Noise Bubbles 0 0 0 25 0 5 20 101
Noisy News in Business Cycles 0 0 0 62 1 6 46 276
Noisy News in Business Cycles 0 0 0 78 0 3 14 245
Noisy News in Business cycles 0 0 0 116 0 4 10 387
Nonlinear Monetary Policy Tradeoffs 0 1 8 38 1 2 33 99
Nonlinear transmission of financial shocks: Some new evidence 0 0 0 3 1 1 21 37
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 51 2 4 18 175
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 2 9 243
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 1 12 62 536
Opening the Black Box: Structural Factor Models versus Structural VARs 0 1 2 384 0 5 13 894
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 3 12 477
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 4 11 495
Opening the black box: structural factor models with large cross-sections 0 0 1 347 1 4 30 1,146
Reference Cycles: The NBER Methodology Revisited 0 0 1 226 0 5 18 705
Risk and potential insurance in Europe 0 0 0 0 0 3 8 66
Sufficient information in structural VARs 0 0 0 226 1 6 36 648
Testing for Sufficient Information in Structural VARs 0 0 0 35 2 8 16 201
Testing for Sufficient Information in Structural VARs 0 0 0 104 0 1 10 252
Testing for Sufficient Information in Structural VARs 0 0 0 46 0 4 11 255
The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach 0 1 2 159 0 3 14 455
The Forcasting Performance of Dynamic Factor Models with Vintage Data 0 0 0 49 2 3 14 96
The Forecasting Performance of Dynamic Factor Models with Vintage Data 0 0 0 17 0 7 15 56
The Forecasting Performance of Dynamic Factor Models with Vintage Data 0 0 0 13 0 5 13 60
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 1 1 2 1,242 2 11 38 2,837
The Generalized Dynamic Factor Model: Identification and Estimation 0 0 5 1,132 3 11 45 2,929
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 2 14 41 494
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 2 18 30 1,283
The Generalized Dynamic Factor Model: Representation Theory 0 1 2 453 0 17 80 1,168
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors 0 0 0 14 0 3 7 36
The Nonlinear Transmission of Financial Shocks: Some Evidence 0 0 1 10 1 7 15 33
The dynamic e ects of monetary policy: A structural factor model approach 0 0 1 169 0 0 6 469
The generalised dynamic factor model: consistency and rates 0 0 0 0 0 4 14 148
The generalised dynamic factor model: identification and estimation 0 0 0 0 1 12 24 430
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 9 27 253
The impact of financial shocks on the forecast distribution of output and inflation 0 0 2 35 0 1 22 63
Using Stationarity Tests in Antitrust Market Definition 0 0 0 440 1 3 15 1,123
VAR Information and the Empirical Validation of DSGE Models 0 0 0 71 1 2 14 159
VAR Information and the Empirical Validation of DSGE Models 0 0 0 89 0 2 11 160
VAR Information and the Empirical Validation of DSGE Models 0 0 0 138 1 6 16 173
Validating DSGE Models through Dynamic Factor Models 0 1 2 25 0 2 12 50
Total Working Papers 3 16 134 13,768 76 490 2,147 43,275
1 registered items for which data could not be found

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 2 6 14 938
A Measure Of Comovement For Economic Variables: Theory And Empirics 0 0 0 537 1 5 15 1,553
Aggregation of linear dynamic microeconomic models 0 0 1 51 0 3 17 250
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 0 1 7 7 1 7 43 43
Antitrust Policy and National Growth: Some Evidence from Italy 0 0 0 95 0 2 8 297
Asymmetric effects of news through uncertainty 0 0 2 6 0 1 12 22
Asymmetric transmission of oil supply news 0 0 1 1 1 9 32 32
Coincident and Leading Indicators for the Euro Area 0 0 0 195 0 0 7 694
Common Components Structural VARs 0 0 1 1 0 3 7 7
Consumption volatility and income persistence in the permanent income model 0 0 0 16 1 4 9 83
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 1 208 0 6 17 591
Downside and Upside Uncertainty Shocks 0 2 6 6 0 3 31 34
Dynamic Common Factors in Large Cross-Sections 0 0 0 0 0 5 11 654
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 0 0 11 93
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 0 38 0 4 18 164
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 1 41 2 5 16 163
Federal policies and local economies: Europe and the US 0 0 0 185 0 1 7 467
Government spending shocks in open economy VARs 0 0 8 235 0 7 33 686
Informing DSGE Models Through Dynamic Factor Models 0 0 6 6 0 6 36 36
Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics 0 0 2 393 0 14 67 1,134
New Eurocoin: Tracking Economic Growth in Real Time 2 2 5 250 3 10 22 689
No News in Business Cycles 0 0 0 80 1 4 19 304
Noise Bubbles 0 0 1 25 1 4 23 136
Noisy News in Business Cycles 0 0 0 67 0 3 15 309
Nonlinear Transmission of Financial Shocks: Some New Evidence 1 1 4 12 2 7 37 66
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 1 6 523 1 3 27 1,338
Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy 1 1 1 5 1 5 11 28
Risk and potential insurance in Europe 0 0 0 52 0 2 9 203
Spillovers and the growth of local industries 0 0 0 1 0 0 3 16
Structural VARs and noninvertible macroeconomic models 0 0 2 29 0 1 18 92
Sufficient information in structural VARs 0 0 4 284 0 8 32 770
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY 0 0 3 303 0 2 19 698
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 3 340 0 12 42 899
The Generalized Dynamic-Factor Model: Identification And Estimation 1 6 13 944 3 31 75 2,463
The Sources of Local Growth: Evidence from Italy 0 0 0 0 0 3 5 240
The dynamic effects of monetary policy: A structural factor model approach 0 0 2 637 0 5 20 1,698
The effects of monetary policy on macroeconomic risk 2 3 7 25 2 5 29 67
The general dynamic factor model: One-sided representation results 0 0 0 64 0 2 11 197
The generalized dynamic factor model consistency and rates 0 1 4 229 0 3 20 590
Using Stationarity Tests in Antitrust Market Definition 0 0 0 0 0 1 6 731
Total Journal Articles 7 18 92 5,911 22 202 854 19,475
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 3 9 25 389
Total Books 0 0 0 0 3 9 25 389

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 1 2 8 8
Total Chapters 0 0 0 0 1 2 8 8

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 2026-06-04