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 0 1 3 306
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 1 2 3 369
A simple check for VAR representations of DSGE models 0 0 0 106 0 0 4 218
Canonical correlation analysis of stochastic trends via functional approximation 1 1 8 8 1 1 8 8
Cointegration in functional autoregressive processes 0 0 0 20 0 0 0 37
Cointegration in functional autoregressive processes 0 0 0 50 0 0 0 52
Cointegration, root functions and minimal bases 0 0 0 41 0 0 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 25 1 1 3 39
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 0 0 2 50
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 0 1 80
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 1 2 4 253
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 74 1 1 2 150
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 243 1 2 7 605
Taking a DSGE Model to the Data Meaningfully 1 1 3 387 1 2 9 782
The Integration Order of Vector Autoregressive Processes 0 0 0 128 0 0 1 408
The general solution to an autoregressive law of motion 0 0 5 20 0 3 11 21
The general solution to an autoregressive law of motion 0 0 0 3 0 1 2 8
Total Working Papers 2 2 17 1,638 7 16 63 4,349

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 0 1 39 0 0 2 95
A general inversion theorem for cointegration 0 0 1 6 0 0 2 21
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 1 1 2 27
Cointegration, Root Functions and Minimal Bases 0 0 0 2 0 0 1 9
Common smooth transition trend-stationarity in European unemployment 0 0 0 51 0 0 0 114
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 0 8 0 0 1 43
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 1 1 1 31 1 1 1 97
Multiple equilibria in Spanish unemployment 0 0 0 35 0 0 0 126
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES 0 0 0 13 0 0 1 55
Taking a DSGE Model to the Data Meaningfully 0 0 1 139 1 1 5 366
Testing for cointegration in I(1) state space systems via a finite order approximation 0 0 0 8 0 0 1 23
Total Journal Articles 1 1 5 385 3 3 18 1,179

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06