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 3 5 16 322
A Non-Causal Identification Scheme for Vector Autoregressions 0 0 0 91 3 6 15 338
A Priori Inequality Restrictions and Bound Analysis in VAR Models 0 0 0 72 2 3 7 430
A general inversion theorem for cointegration 0 0 0 129 2 14 29 397
A simple check for VAR representations of DSGE models 0 0 0 106 1 1 3 221
Canonical correlation analysis of stochastic trends via functional approximation 0 1 2 9 1 4 12 19
Cointegration in functional autoregressive processes 0 0 0 20 0 0 6 43
Cointegration in functional autoregressive processes 0 0 0 50 3 3 15 67
Cointegration, root functions and minimal bases 0 0 0 41 6 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 6 8 25 192
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 2 5 10 48
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 1 1 13 63
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 1 1 9 89
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 2 3 9 261
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 2 2 6 155
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 244 1 5 15 619
Taking a DSGE Model to the Data Meaningfully 0 0 1 387 1 4 10 791
The Integration Order of Vector Autoregressive Processes 0 0 0 128 2 2 7 415
The general solution to an autoregressive law of motion 1 1 1 4 4 6 15 23
The general solution to an autoregressive law of motion 0 0 0 20 2 6 14 35
Total Working Papers 1 2 6 1,642 45 85 250 4,592

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 3 3 11 95
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 2 2 7 126
A check for finite order VAR representations of DSGE models 0 0 0 39 1 2 8 103
A general inversion theorem for cointegration 0 0 2 8 3 3 13 34
A note on Johansen's rank conditions and the Jordan form of a matrix 0 0 0 0 0 1 7 7
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 0 7 33
Cointegration, Root Functions and Minimal Bases 0 0 0 2 2 3 8 17
Common smooth transition trend-stationarity in European unemployment 0 0 0 51 2 2 11 125
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 0 8 3 4 7 50
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 1 31 3 14 29 125
Multiple equilibria in Spanish unemployment 0 0 0 35 4 6 32 158
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES 0 0 0 13 1 1 4 59
Taking a DSGE Model to the Data Meaningfully 0 0 1 140 4 6 11 376
Testing for cointegration in I(1) state space systems via a finite order approximation 0 0 0 8 0 1 6 29
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 1 2 3 3
Total Journal Articles 0 0 4 388 29 50 164 1,340

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Statistics updated 2026-05-06