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 2 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 1 3 368
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 0 7 7 7 0 6 7 7
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 1 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 11 0 0 2 50
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 0 1 2 38
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 1 1 80
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 3 3 252
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 243 0 2 6 604
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 74 0 0 1 149
Taking a DSGE Model to the Data Meaningfully 0 0 2 386 1 1 8 781
The Integration Order of Vector Autoregressive Processes 0 0 0 128 0 1 1 408
The general solution to an autoregressive law of motion 0 0 7 20 1 3 14 21
The general solution to an autoregressive law of motion 0 0 0 3 0 1 3 8
Total Working Papers 0 7 17 1,636 3 23 61 4,342

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 3 21
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 0 1 26
Cointegration, Root Functions and Minimal Bases 0 0 0 2 0 0 1 9
Common smooth transition trend-stationarity in European unemployment 0 0 1 51 0 0 1 114
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 0 0 0 30 0 0 0 96
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 1 1 55
Taking a DSGE Model to the Data Meaningfully 0 0 2 139 0 1 5 365
Testing for cointegration in I(1) state space systems via a finite order approximation 0 0 1 8 0 0 2 23
Total Journal Articles 0 0 7 384 0 2 19 1,176

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Statistics updated 2025-05-12