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 1 1 1 79 1 1 3 307
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 3 370
A simple check for VAR representations of DSGE models 0 0 0 106 0 0 3 218
Canonical correlation analysis of stochastic trends via functional approximation 0 0 8 8 1 1 9 9
Cointegration in functional autoregressive processes 0 0 0 50 1 1 1 53
Cointegration in functional autoregressive processes 0 0 0 20 2 2 2 39
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 1 167
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 0 0 3 39
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 1 2 4 52
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 1 1 2 81
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 0 4 253
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 74 0 0 2 150
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 243 1 1 7 606
Taking a DSGE Model to the Data Meaningfully 0 0 2 387 0 0 8 782
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 3 20 0 0 7 21
The general solution to an autoregressive law of motion 0 0 0 3 0 0 2 8
Total Working Papers 1 1 15 1,639 9 10 63 4,359

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 1 1 2 85
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 2 4 97
A general inversion theorem for cointegration 0 1 2 7 0 1 3 22
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 1 2 4 29
Cointegration, Root Functions and Minimal Bases 0 0 0 2 0 1 2 10
Common smooth transition trend-stationarity in European unemployment 0 0 0 51 0 1 1 115
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 1 31 0 1 2 98
Multiple equilibria in Spanish unemployment 0 0 0 35 0 0 0 126
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES 0 0 0 13 1 1 2 56
Taking a DSGE Model to the Data Meaningfully 1 1 2 140 1 2 6 368
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 2 7 387 4 12 29 1,191

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Statistics updated 2025-09-05