NEW EUROCOIN: TRACKING ECONOMIC GROWTH IN REAL TIME
Altissimo, Filippo, Cristadoro, Riccardo, Forni, Mario, Lippi, Marco, Veronese, Giovanni
Published in The review of economics and statistics (01.11.2010)
Published in The review of economics and statistics (01.11.2010)
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Journal Article
The Generalized Dynamic-Factor Model: Identification and Estimation
Forni, Mario, Hallin, Marc, Lippi, Marco, Reichlin, Lucrezia
Published in The review of economics and statistics (01.11.2000)
Published in The review of economics and statistics (01.11.2000)
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Journal Article
A Measure of Comovement for Economic Variables: Theory and Empirics
Croux, Christophe, Forni, Mario, Reichlin, Lucrezia
Published in The review of economics and statistics (01.05.2001)
Published in The review of economics and statistics (01.05.2001)
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Journal Article
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
Forni, Mario, Hallin, Marc, Lippi, Marco, Zaffaroni, Paolo
Published in Journal of econometrics (01.04.2015)
Published in Journal of econometrics (01.04.2015)
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Journal Article
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario, Hallin, Marc, Lippi, Marco, Zaffaroni, Paolo
Published in Journal of econometrics (01.07.2017)
Published in Journal of econometrics (01.07.2017)
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Journal Article
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Forni, Mario, Giannone, Domenico, Lippi, Marco, Reichlin, Lucrezia
Published in Econometric theory (01.10.2009)
Published in Econometric theory (01.10.2009)
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Journal Article
The effects of monetary policy on macroeconomic risk
Forni, Mario, Gambetti, Luca, Maffei-Faccioli, Nicolò, Sala, Luca
Published in European economic review (01.08.2024)
Published in European economic review (01.08.2024)
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Journal Article
Structural VARs and noninvertible macroeconomic models
Forni, Mario, Gambetti, Luca, Sala, Luca
Published in Journal of applied econometrics (Chichester, England) (01.03.2019)
Published in Journal of applied econometrics (Chichester, England) (01.03.2019)
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Journal Article
NOISE BUBBLES
Forni, Mario, Gambetti, Luca, Lippi, Marco, Sala, Luca
Published in The Economic journal (London) (01.09.2017)
Published in The Economic journal (London) (01.09.2017)
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Journal Article
Nonlinear Transmission of Financial Shocks: Some New Evidence
FORNI, MARIO, GAMBETTI, LUCA, MAFFEI‐FACCIOLI, NICOLÒ, SALA, LUCA
Published in Journal of money, credit and banking (01.02.2024)
Published in Journal of money, credit and banking (01.02.2024)
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Journal Article