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 79 0 0 15 322
A Non-Causal Identification Scheme for Vector Autoregressions 0 0 0 91 1 4 19 342
A Priori Inequality Restrictions and Bound Analysis in VAR Models 0 0 0 72 0 0 9 432
A general inversion theorem for cointegration 0 0 0 129 0 0 28 398
A simple check for VAR representations of DSGE models 0 0 0 106 1 1 4 222
Canonical correlation analysis of stochastic trends via functional approximation 1 1 2 10 2 4 15 24
Cointegration in functional autoregressive processes 0 0 0 20 0 0 5 44
Cointegration in functional autoregressive processes 1 1 1 51 1 1 17 70
Cointegration, root functions and minimal bases 0 0 0 41 1 1 15 65
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 2 2 27 194
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 0 2 11 50
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 1 1 13 65
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 0 8 89
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 1 10 263
On ABCs (and Ds) of VAR representations of DSGE models 0 0 2 245 0 1 16 622
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 0 0 6 156
Taking a DSGE Model to the Data Meaningfully 0 0 0 387 1 2 11 793
The Integration Order of Vector Autoregressive Processes 0 0 0 128 0 0 7 415
The general solution to an autoregressive law of motion 0 0 0 20 1 1 15 36
The general solution to an autoregressive law of motion 0 0 1 4 1 1 16 24
Total Working Papers 2 2 6 1,645 12 22 267 4,626

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 1 11 96
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 0 1 8 127
A check for finite order VAR representations of DSGE models 0 0 0 39 1 2 8 105
A general inversion theorem for cointegration 0 0 2 9 0 0 13 35
A note on Johansen's rank conditions and the Jordan form of a matrix 0 0 0 0 1 1 9 10
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 0 4 33
Cointegration, Root Functions and Minimal Bases 0 0 0 2 1 2 10 20
Common smooth transition trend-stationarity in European unemployment 0 0 0 51 0 1 12 127
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 0 8 0 1 8 51
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 0 31 0 1 29 127
Multiple equilibria in Spanish unemployment 0 0 0 35 0 0 32 158
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES 0 0 0 13 0 0 5 61
Taking a DSGE Model to the Data Meaningfully 0 0 0 140 2 2 11 379
Testing for cointegration in I(1) state space systems via a finite order approximation 0 0 0 8 0 1 9 32
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 0 0 4 4
Total Journal Articles 0 0 2 389 5 13 173 1,365

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Statistics updated 2026-09-10