| The generalized dynamic-factor model: Identification and estimation M Forni, M Hallin, M Lippi, L Reichlin Review of Economics and statistics 82 (4), 540-554, 2000 | 2064 | 2000 |
| The generalized dynamic factor model: one-sided estimation and forecasting M Forni, M Hallin, M Lippi, L Reichlin Journal of the American Statistical Association 100 (471), 830-840, 2005 | 1004 | 2005 |
| Innovation and corporate growth in the evolution of the drug industry G Bottazzi, G Dosi, M Lippi, F Pammolli, M Riccaboni International journal of industrial organization 19 (7), 1161-1187, 2001 | 472 | 2001 |
| The generalized dynamic factor model: representation theory M Forni, M Lippi Econometric theory, 1113-1141, 2001 | 455 | 2001 |
| Opening the black box: Structural factor models with large cross sections M Forni, D Giannone, M Lippi, L Reichlin Econometric Theory, 1319-1347, 2009 | 404 | 2009 |
| Do financial variables help forecasting inflation and real activity in the euro area? M Forni, M Hallin, M Lippi, L Reichlin Journal of Monetary Economics 50 (6), 1243-1255, 2003 | 360 | 2003 |
| The generalized dynamic factor model consistency and rates M Forni, M Hallin, M Lippi, L Reichlin Journal of Econometrics 119 (2), 231-255, 2004 | 351 | 2004 |
| New Eurocoin: Tracking economic growth in real time F Altissimo, R Cristadoro, M Forni, M Lippi, G Veronese The review of economics and statistics 92 (4), 1024-1034, 2010 | 337 | 2010 |
| EuroCOIN: a real time coincident indicator of the euro area business cycle F Altissimo, A Bassanetti, R Cristadoro, M Forni, M Hallin, M Lippi, ... CEPR discussion paper, 2001 | 304 | 2001 |
| The dynamic effects of aggregate demand and supply disturbances: Comment M Lippi, L Reichlin The American Economic Review 83 (3), 644-652, 1993 | 303 | 1993 |
| Coincident and leading indicators for the euro area M Forni, M Hallin, M Lippi, L Reichlin The Economic Journal 111 (471), C62-C85, 2001 | 281 | 2001 |
| VAR analysis, nonfundamental representations, Blaschke matrices M Lippi, L Reichlin Journal of Econometrics 63 (1), 307-325, 1994 | 257 | 1994 |
| Aggregation and the microfoundations of dynamic macroeconomics M Forni, M Lippi Oxford University Press, 1997 | 242 | 1997 |
| Opening the black box: Structural factor models versus structural VARs M Forni, M Lippi, L Reichlin CEPR Discussion Paper, 2003 | 115 | 2003 |
| Diffusion of technical change and the decomposition of output into trend and cycle M Lippi, L Reichlin The Review of Economic Studies 61 (1), 19-30, 1994 | 115 | 1994 |
| Dynamic factor models with infinite-dimensional factor spaces: One-sided representations M Forni, M Hallin, M Lippi, P Zaffaroni Journal of econometrics 185 (2), 359-371, 2015 | 93 | 2015 |
| Noisy news in business cycles M Forni, L Gambetti, M Lippi, L Sala American Economic Journal: Macroeconomics 9 (4), 122-52, 2017 | 71 | 2017 |
| Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis M Forni, M Hallin, M Lippi, P Zaffaroni Journal of Econometrics 199 (1), 74-92, 2017 | 49 | 2017 |
| Reference cycles M Forni, M Hallin, M Lippi, L Reichlin the NBER Methodology Revisited, Review of Economics and Statistics 82, 540-554, 2000 | 49 | 2000 |
| Factor models in high-dimensional time series—A time-domain approach M Hallin, M Lippi Stochastic processes and their applications 123 (7), 2678-2695, 2013 | 44 | 2013 |
Mario ForniProfessore di Econometria, Universita' di Modena e Reggio EmiliaVerified email at unimore.it
