Discussion paper DP17379 Validating DSGE Models through Dynamic Factor Models Mario Forni Luca Gambetti Marco Lippi Luca Sala 11 Jun 2022 Monetary Economics and Fluctuations
Discussion paper DP17130 The Nonlinear Transmission of Financial Shocks: Some Evidence Mario Forni Luca Gambetti Nicolò Maffei-Faccioli Luca Sala 23 Mar 2022 Monetary Economics and Fluctuations
Discussion paper DP15881 Downside and Upside Uncertainty Shocks Mario Forni Luca Gambetti Luca Sala 3 Mar 2021 Monetary Economics and Fluctuations C32 E32
Discussion paper DP15692 Macroeconomic Uncertainty and Vector Autoregressions Mario Forni Luca Gambetti Luca Sala 21 Jan 2021 Monetary Economics and Fluctuations C32 E32
Discussion paper DP15529 Common Component Structural VARs Mario Forni Luca Gambetti Marco Lippi Luca Sala 7 Dec 2020 Monetary Economics and Fluctuations C32 E32