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 79 2 3 18 325
A Non-Causal Identification Scheme for Vector Autoregressions 0 0 0 91 0 1 18 342
A Priori Inequality Restrictions and Bound Analysis in VAR Models 0 0 0 72 3 3 12 435
A general inversion theorem for cointegration 0 0 0 129 14 14 41 412
A simple check for VAR representations of DSGE models 0 0 0 106 3 4 7 225
Canonical correlation analysis of stochastic trends via functional approximation 0 1 2 10 2 4 16 26
Cointegration in functional autoregressive processes 0 1 1 51 2 3 17 72
Cointegration in functional autoregressive processes 0 0 0 20 0 1 5 45
Cointegration, root functions and minimal bases 0 0 0 41 1 2 15 66
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 3 5 30 197
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 2 3 14 53
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 2 3 15 67
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 3 3 11 92
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 3 5 15 268
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 245 2 3 18 625
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 1 1 7 157
Taking a DSGE Model to the Data Meaningfully 0 0 0 387 0 1 11 793
The Integration Order of Vector Autoregressive Processes 0 0 0 128 4 4 11 419
The general solution to an autoregressive law of motion 0 0 0 20 1 2 14 37
The general solution to an autoregressive law of motion 1 1 2 5 1 3 16 26
Total Working Papers 1 3 6 1,646 49 68 311 4,682

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 1 1 11 97
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 0 0 8 127
A check for finite order VAR representations of DSGE models 0 0 0 39 3 5 12 109
A general inversion theorem for cointegration 0 0 2 9 1 1 13 36
A note on Johansen's rank conditions and the Jordan form of a matrix 0 0 0 0 3 4 11 13
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 1 1 4 34
Cointegration, Root Functions and Minimal Bases 0 0 0 2 1 2 11 21
Common smooth transition trend-stationarity in European unemployment 0 0 0 51 4 4 15 131
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 0 8 2 2 10 53
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 0 31 5 6 32 133
Multiple equilibria in Spanish unemployment 1 2 2 37 1 3 34 161
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES 0 0 0 13 2 2 7 63
Taking a DSGE Model to the Data Meaningfully 0 0 0 140 1 3 12 380
Testing for cointegration in I(1) state space systems via a finite order approximation 0 0 0 8 3 3 12 35
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 0 0 4 4
Total Journal Articles 1 2 4 391 28 37 196 1,397

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Statistics updated 2026-11-12