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	0	0	3	307
A Non-Causal Identification Scheme for Vector Autoregressions	0	0	0	91	0	1	1	324
A Priori Inequality Restrictions and Bound Analysis in VAR Models	0	0	0	72	1	1	1	424
A general inversion theorem for cointegration	0	0	0	129	1	2	5	372
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	1	2	11	11
Cointegration in functional autoregressive processes	0	0	0	50	2	4	5	57
Cointegration in functional autoregressive processes	0	0	0	20	0	1	3	40
Cointegration, root functions and minimal bases	0	0	0	41	2	3	4	53
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	0	167
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles	0	0	0	11	0	0	2	52
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles	0	0	0	25	0	0	2	39
Inverting a matrix function around a singularity via local rank factorization	0	0	0	36	1	1	3	82
Normal forms of regular matrix polynomials via local rank factorization	0	0	0	37	1	1	5	254
On ABCs (and Ds) of VAR representations of DSGE models	0	1	1	244	1	2	8	608
On ABCs (and Ds) of VAR representations of DSGE models	0	0	0	74	0	0	1	150
Taking a DSGE Model to the Data Meaningfully	0	0	2	387	0	0	6	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	0	3	2	4	6	12
The general solution to an autoregressive law of motion	0	0	0	20	2	4	7	25
Total Working Papers	0	1	12	1,640	14	26	74	4,385

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	0	1	2	86
A characterization of vector autoregressive processes with common cyclical features	0	0	0	20	1	1	1	120
A check for finite order VAR representations of DSGE models	0	0	1	39	0	0	3	97
A general inversion theorem for cointegration	0	0	2	7	3	4	6	26
A note on Johansen's rank conditions and the Jordan form of a matrix	0	0	0	0	0	1	2	2
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES	0	0	0	10	0	1	5	30
Cointegration, Root Functions and Minimal Bases	0	0	0	2	0	0	2	10
Common smooth transition trend-stationarity in European unemployment	0	0	0	51	0	1	2	116
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles	0	0	0	8	1	1	2	44
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation	0	0	1	31	4	7	9	105
Multiple equilibria in Spanish unemployment	0	0	0	35	3	4	4	130
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	2	140	0	0	6	368
Testing for cointegration in I(1) state space systems via a finite order approximation	0	0	0	8	2	2	2	25
The Granger–Johansen representation theorem for integrated time series on Banach space	0	0	0	0	0	0	0	0
Total Journal Articles	0	0	6	387	14	23	48	1,215

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Statistics updated 2025-12-06