Massimo Franchi
Names
| first: |
Massimo |
| last: |
Franchi |
Identifer
Contact
Affiliations
-
Universita' di Roma La Sapienza, Dipartimento di Statistica, Probabilita' e Statistiche Applicate
- http://www.dspsa.uniroma1.it/on-line/Home.html
- location: Rome
Research profile
author of:
- Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles (RePEc:aah:create:2017-17)
by Massimo Franchi & Søren Johansen - Cointegration in functional autoregressive processes (RePEc:arx:papers:1712.07522)
by Massimo Franchi & Paolo Paruolo - The general solution to an autoregressive law of motion (RePEc:arx:papers:2402.01966)
by Brendan K. Beare & Massimo Franchi & Phil Howlett - Canonical correlation analysis of stochastic trends via functional approximation (RePEc:arx:papers:2411.19572)
by Massimo Franchi & Iliyan Georgiev & Paolo Paruolo - The Integration Order Of Vector Autoregressive Processes (RePEc:cup:etheor:v:23:y:2007:i:03:p:546-553_07)
by Franchi, Massimo - A Representation Theory For Polynomial Cofractionality In Vector Autoregressive Models (RePEc:cup:etheor:v:26:y:2010:i:04:p:1201-1217_99)
by Franchi, Massimo - Cointegration In Functional Autoregressive Processes (RePEc:cup:etheor:v:36:y:2020:i:5:p:803-839_2)
by Franchi, Massimo & Paruolo, Paolo - Common smooth transition trend-stationarity in European unemployment (RePEc:eee:ecolet:v:101:y:2008:i:2:p:106-109)
by Franchi, Massimo & Ordóñez, Javier - A check for finite order VAR representations of DSGE models (RePEc:eee:ecolet:v:120:y:2013:i:1:p:100-103)
by Franchi, Massimo & Vidotto, Anna - Testing for cointegration in I(1) state space systems via a finite order approximation (RePEc:eee:ecolet:v:165:y:2018:i:c:p:73-76)
by Franchi, Massimo - A characterization of vector autoregressive processes with common cyclical features (RePEc:eee:econom:v:163:y:2011:i:1:p:105-117)
by Franchi, Massimo & Paruolo, Paolo - Multiple equilibria in Spanish unemployment (RePEc:eee:streco:v:22:y:2011:i:1:p:71-80)
by Franchi, Massimo & Ordóñez, Javier - Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles (RePEc:gam:jecnmx:v:5:y:2017:i:2:p:25-:d:101429)
by Massimo Franchi & Søren Johansen - Cointegration, Root Functions and Minimal Bases (RePEc:gam:jecnmx:v:9:y:2021:i:3:p:31-:d:615763)
by Massimo Franchi & Paolo Paruolo - Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation (RePEc:kap:compec:v:46:y:2015:i:4:p:613-626)
by Massimo Franchi & Paolo Paruolo - A Priori Inequality Restrictions and Bound Analysis in VAR Models (RePEc:kud:kuiedp:0414)
by Massimo Franchi - The Integration Order of Vector Autoregressive Processes (RePEc:kud:kuiedp:0605)
by Massimo Franchi - A General Representation Theorem for Integrated Vector Autoregressive Processes (RePEc:kud:kuiedp:0616)
by Massimo Franchi - Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles (RePEc:kud:kuiedp:1709)
by Massimo Franchi & Soeren Johansen - On ABCs (and Ds) of VAR representations of DSGE models (RePEc:rim:rimwps:56_12)
by Massimo Franchi & Paolo Paruolo - Normal forms of regular matrix polynomials via local rank factorization (RePEc:sas:wpaper:20111)
by Massimo Franchi & Paolo Paruolo - On ABCs (and Ds) of VAR representations of DSGE models (RePEc:sas:wpaper:20124)
by Massimo Franchi & Paolo Paruolo - A simple check for VAR representations of DSGE models (RePEc:sas:wpaper:20125)
by Massimo Franchi & Anna Vidotto - Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064 (RePEc:sas:wpaper:20132)
by Massimo Franchi - Inverting a matrix function around a singularity via local rank factorization (RePEc:sas:wpaper:20146)
by Massimo Franchi & Paolo Paruolo - A general inversion theorem for cointegration (RePEc:sas:wpaper:20173)
by Massimo Franchi & Paolo Paruolo - Cointegration in functional autoregressive processes (RePEc:sas:wpaper:20175)
by Massimo Franchi & Paolo Paruolo - Cointegration, root functions and minimal bases (RePEc:sas:wpaper:20192)
by Massimo Franchi & Paolo Paruolo - A Non-Causal Identification Scheme for Vector Autoregressions (RePEc:sce:scecf2:290)
by massimo franchi - The general solution to an autoregressive law of motion (RePEc:syd:wpaper:2024-01)
by Brendan K Beare & Massimo Franchi & Phil Howlett - A general inversion theorem for cointegration (RePEc:taf:emetrv:v:38:y:2019:i:10:p:1176-1201)
by Massimo Franchi & Paolo Paruolo - Taking a DSGE Model to the Data Meaningfully (RePEc:zbw:ifwedp:5520)
by Franchi, Massimo & Jusélius, Katarina - Taking a DSGE Model to the Data Meaningfully (RePEc:zbw:ifweej:5739)
by Franchi, Massimo & Jusélius, Katarina