Concepedia

Mario Forni

MF

Statistics

Publications

45

Citations

7.8K

H-Index

35

Active since

1995

Affiliations

University of Modena and Reggio Emilia(Current)

Centre for Economic Policy Research

Université Libre de Bruxelles

Universitat Autònoma de Barcelona

Sapienza University of Rome

Mario Forni is an author at University of Modena and Reggio Emilia specializing in economics, business, and econometrics.

Top concepts

BusinessEconomicsEconometricsMacroeconomicsFinanceStatisticsEconomic AnalysisFactor ModelsTime Series EconometricsEngineering

Publications per year

1995–2023

45

Publications

45

The Generalized Dynamic-Factor Model: Identification and Estimation

Mario Forni, Marc Hallin, Marco Lippi et al. · The Review of Economics and Statistics · 2000 · 1.7K citations · Full text

Dynamic Economic Model, Economics, Latent Modeling +14

The Generalized Dynamic Factor Model

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of the American Statistical Association · 2005 · 849 citations

Forecasting Methodology, Engineering, Factor Models +16

New Eurocoin: Tracking Economic Growth in Real Time

Filippo Altissimo, Riccardo Cristadoro, Mario Forni et al. · The Review of Economics and Statistics · 2010 · 412 citations · Full text

Engineering, Eurocurrency Market, Macroeconomic Forecasting +19

Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics

Mario Forni, Lucrezia Reichlin · The Review of Economic Studies · 1998 · 402 citations

THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY

Mario Forni, Marco Lippi · Econometric Theory · 2001 · 399 citations · Full text

Factor Models, Applied Econometrics, Education +22

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