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Using stationarity tests in antitrust market definition

Forni, Mario - In: American law and economics review : the journal of the … 6 (2004) 2, pp. 441-464

Persistent link: https://www.econbiz.de/10002162670

Consumption volatility and income persistence in the permanent income model

Forni, Mario - In: Ricerche economiche 50 (1996) 3, pp. 223-234

Persistent link: https://www.econbiz.de/10001208819

Using stationarity tests in antitrust market definition

Forni, Mario - 2002

Persistent link: https://www.econbiz.de/10013423829

The dynamic effects of monetary policy : a structural factor model approach

Forni, Mario; Gambetti, Luca - 2008

Persistent link: https://www.econbiz.de/10003793645

Opening the black box: structural factor models with large cross sections

Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347

Persistent link: https://www.econbiz.de/10003885772

Opening the black box : structural factor models with large cross-sections

Forni, Mario; Giannone, Domenico; Lippi, Marco; … - 2007

This paper shows how large-dimensional dynamic factor models are suitable for structural analysis. We establish sufficient conditions for identification of the structural shocks and the associated impulse-response functions. In particular, we argue that, if the data follow an approximate factor...