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	5	8	312
A Non-Causal Identification Scheme for Vector Autoregressions	0	0	0	91	2	3	3	326
A Priori Inequality Restrictions and Bound Analysis in VAR Models	0	0	0	72	2	3	3	426
A general inversion theorem for cointegration	0	0	0	129	7	8	12	379
A simple check for VAR representations of DSGE models	0	0	0	106	0	0	0	218
Canonical correlation analysis of stochastic trends via functional approximation	0	0	8	8	2	4	12	13
Cointegration in functional autoregressive processes	0	0	0	20	2	3	5	42
Cointegration in functional autoregressive processes	0	0	0	50	1	4	6	58
Cointegration, root functions and minimal bases	0	0	0	41	1	4	5	54
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	5	5	5	172
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles	0	0	0	11	7	7	9	59
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles	0	0	0	25	2	2	4	41
Inverting a matrix function around a singularity via local rank factorization	0	0	0	36	2	3	5	84
Normal forms of regular matrix polynomials via local rank factorization	0	0	0	37	0	1	5	254
On ABCs (and Ds) of VAR representations of DSGE models	0	1	1	244	4	6	12	612
On ABCs (and Ds) of VAR representations of DSGE models	0	0	0	74	1	1	2	151
Taking a DSGE Model to the Data Meaningfully	0	0	2	387	1	1	6	783
The Integration Order of Vector Autoregressive Processes	0	0	0	128	2	2	3	410
The general solution to an autoregressive law of motion	0	0	0	3	4	8	10	16
The general solution to an autoregressive law of motion	0	0	0	20	1	4	8	26
Total Working Papers	0	1	12	1,640	51	74	123	4,436

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	4	5	89
A characterization of vector autoregressive processes with common cyclical features	0	0	0	20	2	3	3	122
A check for finite order VAR representations of DSGE models	0	0	0	39	1	1	3	98
A general inversion theorem for cointegration	0	0	1	7	0	4	5	26
A note on Johansen's rank conditions and the Jordan form of a matrix	0	0	0	0	1	2	3	3
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES	0	0	0	10	0	1	4	30
Cointegration, Root Functions and Minimal Bases	0	0	0	2	1	1	2	11
Common smooth transition trend-stationarity in European unemployment	0	0	0	51	1	2	3	117
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles	0	0	0	8	0	1	2	44
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation	0	0	1	31	0	7	9	105
Multiple equilibria in Spanish unemployment	0	0	0	35	11	15	15	141
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES	0	0	0	13	0	0	2	56
Taking a DSGE Model to the Data Meaningfully	0	0	1	140	0	0	5	368
Testing for cointegration in I(1) state space systems via a finite order approximation	0	0	0	8	1	3	3	26
The Granger–Johansen representation theorem for integrated time series on Banach space	0	0	0	0	1	1	1	1
Total Journal Articles	0	0	3	387	22	45	65	1,237

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Statistics updated 2026-01-09