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 1 11 13 318
A Non-Causal Identification Scheme for Vector Autoregressions 0 0 0 91 2 10 11 334
A Priori Inequality Restrictions and Bound Analysis in VAR Models 0 0 0 72 1 4 5 428
A general inversion theorem for cointegration 0 0 0 129 11 22 27 394
A simple check for VAR representations of DSGE models 0 0 0 106 0 2 2 220
Canonical correlation analysis of stochastic trends via functional approximation 0 0 1 8 2 6 10 17
Cointegration in functional autoregressive processes 0 0 0 50 0 7 12 64
Cointegration in functional autoregressive processes 0 0 0 20 0 3 6 43
Cointegration, root functions and minimal bases 0 0 0 41 0 5 8 58
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 17 17 184
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 3 7 8 46
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 0 10 12 62
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 6 8 88
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 4 7 258
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 244 2 8 13 616
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 0 3 4 153
Taking a DSGE Model to the Data Meaningfully 0 0 1 387 2 7 9 789
The Integration Order of Vector Autoregressive Processes 0 0 0 128 0 5 5 413
The general solution to an autoregressive law of motion 0 0 0 20 3 7 14 32
The general solution to an autoregressive law of motion 0 0 0 3 2 7 12 19
Total Working Papers 0 0 4 1,640 29 151 203 4,536

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 6 8 92
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 0 4 5 124
A check for finite order VAR representations of DSGE models 0 0 0 39 1 5 7 102
A general inversion theorem for cointegration 0 1 2 8 0 5 10 31
A note on Johansen's rank conditions and the Jordan form of a matrix 0 0 0 0 1 5 7 7
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 3 7 33
Cointegration, Root Functions and Minimal Bases 0 0 0 2 1 5 6 15
Common smooth transition trend-stationarity in European unemployment 0 0 0 51 0 7 9 123
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 0 8 0 2 3 46
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 1 31 10 16 25 121
Multiple equilibria in Spanish unemployment 0 0 0 35 1 23 27 153
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES 0 0 0 13 0 2 3 58
Taking a DSGE Model to the Data Meaningfully 0 0 1 140 2 4 7 372
Testing for cointegration in I(1) state space systems via a finite order approximation 0 0 0 8 0 3 5 28
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 1 2 2 2
Total Journal Articles 0 1 4 388 17 92 131 1,307

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04