Discussion paper DP13034 The Forcasting Performance of Dynamic Factor Models with Vintage Data Mario Forni 3 Jul 2018 Monetary Economics and Fluctuations C01 C32 C52 C53 E27 E37
Discussion paper DP12139 News, Uncertainty and Economic Fluctuations Mario Forni Luca Gambetti Luca Sala 11 Jul 2017 Monetary Economics and Fluctuations
Discussion paper DP11440 Eigenvalue Ratio Estimators for the Number of Common Factors Mario Forni Paolo Zaffaroni 18 Aug 2016 Monetary Economics and Fluctuations
Discussion paper DP11178 VAR Information and the Empirical Validation of DSGE Models Mario Forni Luca Gambetti Luca Sala 19 Mar 2016 Monetary Economics and Fluctuations
Discussion paper DP11161 Dynamic Factor model with infinite dimensional factor space: forecasting Mario Forni 9 Mar 2016 Monetary Economics and Fluctuations
Discussion paper DP10618 Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis Marco Lippi Marc Hallin Mario Forni Paolo Zaffaroni 24 May 2015 International Macroeconomics C0 C01 E0
Discussion paper DP10115 Government Spending Shocks in Open Economy VARs Mario Forni Luca Gambetti 17 Aug 2014 International Macroeconomics C32 E32 E62
Discussion paper DP9601 Noisy News in Business cycles Marco Lippi Mario Forni Luca Sala Luca Gambetti 18 Aug 2013 International Macroeconomics C32 E32 E62
Discussion paper DP9532 Noise Bubbles Marco Lippi Mario Forni Luca Sala Luca Gambetti 30 Jun 2013 International Macroeconomics C32 E32 E62
Discussion paper DP8274 No News in Business Cycles Mario Forni Luca Sala Luca Gambetti 28 Feb 2011 International Macroeconomics C32 E32 E62
Discussion paper DP8209 Testing for Sufficient Information in Structural VARs Mario Forni Luca Gambetti 17 Jan 2011 International Macroeconomics C32 E32 E62
Discussion paper DP7840 Fiscal Foresight and the Effects of Goverment Spending Mario Forni Luca Gambetti 24 May 2010 International Macroeconomics C32 E32 E62