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Mario Forni

Institution: Università degli Studi di Modena e Reggio Emilia

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1998

Most Recent: 2025

RePEc ID: pfo95 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 3.16 2.02 0.34 5.52 85%
Last 10 Years 0.00 7.20 3.20 0.34 10.73 89%
All Time 4.04 25.50 6.73 0.84 37.10 97%

Publication Statistics

Raw Publications 30
Coauthorship-Adjusted Count 21.00

Publications (30)

Year Article Journal Tier Authors
2026 Common Components Structural VARs Journal of Business & Economic Statistics A 4
2025 An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain American Economic Journal: Macroeconomics A 5
2025 Downside and Upside Uncertainty Shocks Journal of the European Economic Association A 3
2025 Informing DSGE Models Through Dynamic Factor Models Journal of Applied Econometrics B 4
2025 Asymmetric transmission of oil supply news Quantitative Economics B 4
2024 The effects of monetary policy on macroeconomic risk European Economic Review B 4
2024 Nonlinear Transmission of Financial Shocks: Some New Evidence Journal of Money, Credit, and Banking B 4
2024 Asymmetric effects of news through uncertainty Macroeconomic Dynamics C 3
2019 Structural VARs and noninvertible macroeconomic models Journal of Applied Econometrics B 3
2018 Dynamic factor model with infinite‐dimensional factor space: Forecasting Journal of Applied Econometrics B 4
2017 Noisy News in Business Cycles American Economic Journal: Macroeconomics A 4
2017 Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis Journal of Econometrics A 4
2016 Government spending shocks in open economy VARs Journal of International Economics A 2
2015 Dynamic factor models with infinite-dimensional factor spaces: One-sided representations Journal of Econometrics A 4
2014 Sufficient information in structural VARs Journal of Monetary Economics A 2
2011 The general dynamic factor model: One-sided representation results Journal of Econometrics A 2
2010 New Eurocoin: Tracking Economic Growth in Real Time Review of Economics and Statistics A 5
2010 The dynamic effects of monetary policy: A structural factor model approach Journal of Monetary Economics A 2
2009 OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS Econometric Theory B 4
2004 The generalized dynamic factor model consistency and rates Journal of Econometrics A 4
2003 Do financial variables help forecasting inflation and real activity in the euro area? Journal of Monetary Economics A 4
2002 Spillovers and the growth of local industries Journal of Industrial Economics A 2
2002 Spillovers and the growth of local industries Journal of Industrial Economics A 1
2001 THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY Econometric Theory B 2
2001 Federal policies and local economies: Europe and the US European Economic Review B 2
2001 A Measure Of Comovement For Economic Variables: Theory And Empirics Review of Economics and Statistics A 3
2000 The Generalized Dynamic-Factor Model: Identification And Estimation Review of Economics and Statistics A 4
1999 Risk and potential insurance in Europe European Economic Review B 2
1999 Aggregation of linear dynamic microeconomic models Journal of Mathematical Economics C 2
1998 Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics Review of Economic Studies S 2