Access Statistics for Massimo Franchi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Representation Theorem for Integrated Vector Autoregressive Processes 0 0 0 78 1 1 2 305
A Non-Causal Identification Scheme for Vector Autoregressions 0 0 0 91 0 0 0 323
A Priori Inequality Restrictions and Bound Analysis in VAR Models 0 0 0 72 0 0 0 423
A general inversion theorem for cointegration 0 0 0 129 0 0 3 367
A simple check for VAR representations of DSGE models 0 0 1 106 0 0 5 218
Canonical correlation analysis of stochastic trends via functional approximation 7 7 7 7 6 7 7 7
Cointegration in functional autoregressive processes 0 0 0 50 0 0 0 52
Cointegration in functional autoregressive processes 0 0 0 20 0 0 0 37
Cointegration, root functions and minimal bases 0 0 0 41 1 1 1 50
Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064 0 0 0 79 0 0 2 167
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 0 0 2 50
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 1 1 2 38
Inverting a matrix function around a singularity via local rank factorization 0 0 1 36 1 1 2 80
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 2 2 3 251
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 243 1 3 6 603
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 74 0 0 1 149
Taking a DSGE Model to the Data Meaningfully 0 1 2 386 0 4 7 780
The Integration Order of Vector Autoregressive Processes 0 0 0 128 1 1 1 408
The general solution to an autoregressive law of motion 0 0 1 3 0 1 5 7
The general solution to an autoregressive law of motion 0 0 19 20 0 0 17 18
Total Working Papers 7 8 32 1,636 14 22 66 4,333

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS 0 0 1 23 0 0 1 84
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 0 0 1 119
A check for finite order VAR representations of DSGE models 0 1 1 39 0 1 2 95
A general inversion theorem for cointegration 0 1 1 6 0 1 3 21
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 1 1 26
Cointegration, Root Functions and Minimal Bases 0 0 0 2 0 1 2 9
Common smooth transition trend-stationarity in European unemployment 0 0 1 51 0 0 1 114
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 0 8 0 1 1 43
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 0 30 0 0 1 96
Multiple equilibria in Spanish unemployment 0 0 0 35 0 0 0 126
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES 0 0 0 13 1 1 1 55
Taking a DSGE Model to the Data Meaningfully 0 1 2 139 1 3 6 365
Testing for cointegration in I(1) state space systems via a finite order approximation 0 0 1 8 0 0 2 23
Total Journal Articles 0 3 7 384 2 9 22 1,176

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Statistics updated 2025-03-03