Access Statistics for Massimo Franchi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	5	10	13	317
A Non-Causal Identification Scheme for Vector Autoregressions	0	0	0	91	6	8	9	332
A Priori Inequality Restrictions and Bound Analysis in VAR Models	0	0	0	72	1	4	4	427
A general inversion theorem for cointegration	0	0	0	129	4	12	16	383
A simple check for VAR representations of DSGE models	0	0	0	106	2	2	2	220
Canonical correlation analysis of stochastic trends via functional approximation	0	0	8	8	2	5	14	15
Cointegration in functional autoregressive processes	0	0	0	20	1	3	6	43
Cointegration in functional autoregressive processes	0	0	0	50	6	9	12	64
Cointegration, root functions and minimal bases	0	0	0	41	4	7	9	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	12	17	17	184
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles	0	0	0	25	2	4	6	43
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles	0	0	0	11	3	10	12	62
Inverting a matrix function around a singularity via local rank factorization	0	0	0	36	4	7	9	88
Normal forms of regular matrix polynomials via local rank factorization	0	0	0	37	4	5	9	258
On ABCs (and Ds) of VAR representations of DSGE models	0	0	1	244	2	7	12	614
On ABCs (and Ds) of VAR representations of DSGE models	0	0	0	74	2	3	4	153
Taking a DSGE Model to the Data Meaningfully	0	0	1	387	4	5	7	787
The Integration Order of Vector Autoregressive Processes	0	0	0	128	3	5	6	413
The general solution to an autoregressive law of motion	0	0	0	20	3	6	11	29
The general solution to an autoregressive law of motion	0	0	0	3	1	7	10	17
Total Working Papers	0	0	11	1,640	71	136	188	4,507

Journal Article	File Downloads				Abstract Views
Journal Article	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	6	8	92
A characterization of vector autoregressive processes with common cyclical features	0	0	0	20	2	5	5	124
A check for finite order VAR representations of DSGE models	0	0	0	39	3	4	6	101
A general inversion theorem for cointegration	1	1	2	8	5	8	10	31
A note on Johansen's rank conditions and the Jordan form of a matrix	0	0	0	0	3	4	6	6
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES	0	0	0	10	3	3	7	33
Cointegration, Root Functions and Minimal Bases	0	0	0	2	3	4	5	14
Common smooth transition trend-stationarity in European unemployment	0	0	0	51	6	7	9	123
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles	0	0	0	8	2	3	3	46
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation	0	0	1	31	6	10	15	111
Multiple equilibria in Spanish unemployment	0	0	0	35	11	25	26	152
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES	0	0	0	13	2	2	4	58
Taking a DSGE Model to the Data Meaningfully	0	0	1	140	2	2	6	370
Testing for cointegration in I(1) state space systems via a finite order approximation	0	0	0	8	2	5	5	28
The Granger–Johansen representation theorem for integrated time series on Banach space	0	0	0	0	0	1	1	1
Total Journal Articles	1	1	4	388	53	89	116	1,290

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Statistics updated 2026-02-12