Mario FORNI

Mario FORNI is a Full Professor at the Department of Economics "Marco Biagi" at the University of Modena and Reggio Emilia. His primary research focus is on econometrics with specialization in time series analysis, dynamic factor models, and structural VAR methodologies. His work spans both theoretical developments and empirical applications to macroeconomic policy analysis.

Professor FORNI's research interests center on advanced econometric techniques for analyzing macroeconomic phenomena. His work particularly emphasizes the identification and measurement of structural shocks in macroeconomic systems, including supply and demand shocks, monetary policy shocks, and uncertainty shocks. His research has made significant contributions to understanding the nonlinear transmission of financial shocks, the asymmetric effects of monetary policy, and the role of news versus uncertainty in business cycle fluctuations. His methodological innovations often involve frequency domain analysis and high-dimensional factor models.

Analysis of his recent publications reveals a consistent focus on developing and applying structural econometric methods to understand macroeconomic fluctuations. His work frequently combines dynamic factor models with structural VAR approaches to address identification issues in macroeconometric analysis. A notable trend is his development of methods to distinguish between different types of shocks (supply vs. demand, news vs. uncertainty) and to analyze their asymmetric effects on the economy. His research has important implications for monetary and fiscal policy design.

Professor FORNI teaches several advanced courses including Time Series Econometrics, Data Analysis, and Introduction to Microeconomics. His teaching emphasizes both theoretical foundations and practical applications using statistical software. His courses for the 2025 academic year include Data Analysis for the Master's Degree in Data Analysis for Economics and Management, and Time Series Econometrics for the same program.

His office is located at via Berengario, 51, office 35 west, and he holds student reception hours on Fridays from 11 am to 1 pm. His research is well-documented through his ORCID profile (0000-0003-0256-8735), which lists numerous publications in top econometrics and macroeconomics journals.