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 1 79 0 4 16 322
A Non-Causal Identification Scheme for Vector Autoregressions 0 0 0 91 0 4 15 338
A Priori Inequality Restrictions and Bound Analysis in VAR Models 0 0 0 72 2 4 9 432
A general inversion theorem for cointegration 0 0 0 129 1 4 29 398
A simple check for VAR representations of DSGE models 0 0 0 106 0 1 3 221
Canonical correlation analysis of stochastic trends via functional approximation 0 1 1 9 1 3 12 20
Cointegration in functional autoregressive processes 0 0 0 20 1 1 7 44
Cointegration in functional autoregressive processes 0 0 0 50 2 5 17 69
Cointegration, root functions and minimal bases 0 0 0 41 0 6 14 64
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 8 25 192
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 1 2 14 64
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 0 2 9 48
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 1 9 89
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 1 4 9 262
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 1 3 6 156
On ABCs (and Ds) of VAR representations of DSGE models 1 1 2 245 2 5 16 621
Taking a DSGE Model to the Data Meaningfully 0 0 0 387 0 2 9 791
The Integration Order of Vector Autoregressive Processes 0 0 0 128 0 2 7 415
The general solution to an autoregressive law of motion 0 1 1 4 0 4 15 23
The general solution to an autoregressive law of motion 0 0 0 20 0 3 14 35
Total Working Papers 1 3 5 1,643 12 68 255 4,604

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 0 23 0 3 11 95
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 0 2 7 126
A check for finite order VAR representations of DSGE models 0 0 0 39 0 1 8 103
A general inversion theorem for cointegration 1 1 3 9 1 4 14 35
A note on Johansen's rank conditions and the Jordan form of a matrix 0 0 0 0 2 2 9 9
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 0 6 33
Cointegration, Root Functions and Minimal Bases 0 0 0 2 1 3 9 18
Common smooth transition trend-stationarity in European unemployment 0 0 0 51 1 3 12 126
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 0 8 0 4 7 50
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 0 31 1 5 29 126
Multiple equilibria in Spanish unemployment 0 0 0 35 0 5 32 158
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES 0 0 0 13 2 3 6 61
Taking a DSGE Model to the Data Meaningfully 0 0 1 140 1 5 11 377
Testing for cointegration in I(1) state space systems via a finite order approximation 0 0 0 8 2 3 8 31
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 1 2 4 4
Total Journal Articles 1 1 4 389 12 45 173 1,352

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Statistics updated 2026-06-04