Mario Forni

Discussion Papers

DP13034 03 July 2018 The Forcasting Performance of Dynamic Factor Models with Vintage Data
Author(s): Luca Di Bonaventura, Mario Forni, Francesco Pattarin
DP12139 11 July 2017 News, Uncertainty and Economic Fluctuations
Author(s): Mario Forni, Luca Gambetti, Luca Sala
DP11440 18 August 2016 Eigenvalue Ratio Estimators for the Number of Common Factors
Author(s): Mario Forni, Maddalena Cavicchioli, Marco Lippi, Paolo Zaffaroni
DP11178 19 March 2016 VAR Information and the Empirical Validation of DSGE Models
Author(s): Mario Forni, Luca Gambetti, Luca Sala
DP11161 09 March 2016 Dynamic Factor model with infinite dimensional factor space: forecasting
Author(s): Mario Forni, Alessandro Giovannelli, Marco Lippi, Stefano Soccorsi