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Details about Massimo Franchi

E-mail:
Homepage:https://sites.google.com/a/uniroma1.it/massimofranchi_eng/home
Workplace:Universita' di Roma La Sapienza, Dipartimento di Statistica, Probabilita' e Statistiche Applicate

Access statistics for papers by Massimo Franchi.

Last updated 2017-07-21. Update your information in the RePEc Author Service.

Short-id: pfr177


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Working Papers

2704

  1. Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2017) Downloads View citations (1)

2017

  1. A general inversion theorem for cointegration
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (1)

2014

  1. Inverting a matrix function around a singularity via local rank factorization
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads

2013

  1. Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (1)

2012

  1. A simple check for VAR representations of DSGE models
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads
  2. On ABCs (and Ds) of VAR representations of DSGE models
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (1)
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2012) Downloads View citations (1)

2011

  1. Normal forms of regular matrix polynomials via local rank factorization
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads

2007

  1. Taking a DSGE Model to the Data Meaningfully
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (10)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

2006

  1. A General Representation Theorem for Integrated Vector Autoregressive Processes
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (2)

2004

  1. A Priori Inequality Restrictions and Bound Analysis in VAR Models
    Discussion Papers, University of Copenhagen. Department of Economics Downloads

2002

  1. A Non-Causal Identification Scheme for Vector Autoregressions
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads

Undated

  1. The Integration Order of Vector Autoregressive Processes
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
    See also Journal Article in Econometric Theory (2007)

Journal Articles

2015

  1. Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation
    Computational Economics, 2015, 46, (4), 613-626 Downloads View citations (4)

2013

  1. A check for finite order VAR representations of DSGE models
    Economics Letters, 2013, 120, (1), 100-103 Downloads View citations (6)

2011

  1. A characterization of vector autoregressive processes with common cyclical features
    Journal of Econometrics, 2011, 163, (1), 105-117 Downloads View citations (8)
  2. Multiple equilibria in Spanish unemployment
    Structural Change and Economic Dynamics, 2011, 22, (1), 71-80 Downloads View citations (3)

2010

  1. A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS
    Econometric Theory, 2010, 26, (04), 1201-1217 Downloads View citations (6)

2008

  1. Common smooth transition trend-stationarity in European unemployment
    Economics Letters, 2008, 101, (2), 106-109 Downloads View citations (6)

2007

  1. THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
    Econometric Theory, 2007, 23, (03), 546-553 Downloads View citations (4)
    See also Working Paper
  2. Taking a DSGE Model to the Data Meaningfully
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-38 Downloads View citations (2)
    See also Working Paper (2007)
 
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