Forni, Mario
Forni, M.
Mario Forni
Forni, Mario, Economiste
VIAF ID: 37992415 ( Personal )
Permalink: http://viaf.org/viaf/37992415
Preferred Forms
- 100 1 _ ‡a Forni, M.
- 100 1 _ ‡a Forni, Mario
- 100 1 _ ‡a Forni, Mario
- 100 1 _ ‡a Forni, Mario
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- 100 1 _ ‡a Forni, Mario
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- 100 0 _ ‡a Mario Forni
4xx's: Alternate Name Forms (4)
5xx's: Related Names (3)
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a RECent ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Università degli studi di Modena e Reggio Emilia ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Aggregation across agents in demand systems | |
Aggregation and the microfoundations of dynamic macroeconomics | |
Do financial variables help forecasting inflation and real activity in the Euro area? | |
Dynamic common factors in large cross-sections | |
The dynamic effects of monetary policy: a structural factor model approach | |
Fiscal Foresight and the Effects of Goverment Spending | |
The generalized dynamic factor model : representation theory | |
Knowledge spillovers and the growth of local industries | |
Let's get real : a dynamic factor analytical approach to disaggregated business cycle | |
Macroeconomic Shocks and the Business Cycle : Evidence from a Structural Factor Model | |
A measure of comovement for economic variables : theory and empirics | |
National policies and local economies : Europe and the United States | |
New eurocoin : tracking economic groth in real time | |
News, uncertainty and economic fluctuations, 2017: | |
No News in Business Cycles | |
Noise Bubbles | |
Opening the black box structural factor models with large cross-sections | |
Reference cycles : the NBER methodology revisited | |
Storie familiari e storie di proprietà : itinerari sociali nell'agricoltura italiana del dopoguerra | |
Testing for Sufficient Information in Structural VARs | |
Using stationarity tests in antitrust market definition |