Massimo Franchi : Citation Profile


Are you Massimo Franchi?

5

H index

3

i10 index

69

Citations

RESEARCH PRODUCTION:

9

Articles

16

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 4
   Journals where Massimo Franchi has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 8 (10.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr177
   Updated: 2019-04-13    RAS profile: 2017-12-21    
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Relations with other researchers


Works with:

Paruolo, Paolo (5)

Johansen, Soren (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Massimo Franchi.

Is cited by:

juselius, katarina (8)

Iskrev, Nikolay (6)

Trenkler, Carsten (4)

Soccorsi, Stefano (4)

Matilla-García, Mariano (4)

Weber, Enzo (4)

Santucci de Magistris, Paolo (3)

Millard, Stephen (2)

Forni, Mario (2)

Berg, Tim (2)

Roventini, Andrea (2)

Cites to:

Johansen, Soren (16)

Paruolo, Paolo (13)

Reichlin, Lucrezia (12)

Lippi, Marco (12)

Christiano, Lawrence (10)

Eichenbaum, Martin (10)

Sargent, Thomas (9)

Watson, Mark (9)

Vigfusson, Robert (8)

Engle, Robert (7)

Wouters, Raf (6)

Main data


Where Massimo Franchi has published?


Journals with more than one article published# docs
Economics Letters2
Econometric Theory2

Working Papers Series with more than one paper published# docs
DSS Empirical Economics and Econometrics Working Papers Series / Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome7
Discussion Papers / University of Copenhagen. Department of Economics4

Recent works citing Massimo Franchi (2018 and 2017)


YearTitle of citing document
2019Resuscitating the co-fractional model of Granger (1986). (2019). de Magistris, Paolo Santucci ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Paper Series. RePEc:ecb:ecbwps:20182161.

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2018Testing for cointegration in I(1) state space systems via a finite order approximation. (2018). Franchi, Massimo. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:73-76.

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2017Bonferroni-based size-correction for nonstandard testing problems. (2017). McCloskey, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:17-35.

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2018Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: CAMA Working Papers. RePEc:een:camaaa:2018-53.

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2017.

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2018Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23320.

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2018Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy. (2018). Martínez García, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:285.

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2017Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Papers REM. RePEc:ise:remwps:wp0332018.

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2018Searching for a theory that fits the data: A personal research odyssey. (2018). juselius, katarina. In: Discussion Papers. RePEc:kud:kuiedp:1807.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Papers. RePEc:ptu:wpaper:w201802.

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2017On the structure of state space systems with unit roots. (2017). . In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20174.

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2018Model selection in macroeconomics: DSGE and ad hocness. (2018). Kuorikoski, Jaakko ; Lehtinen, Aki. In: Journal of Economic Methodology. RePEc:taf:jecmet:v:25:y:2018:i:3:p:252-264.

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2018The Greek crisis: A story of self-reinforcing feedback mechanisms. (2018). juselius, katarina ; Dimelis, Sophia. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201865.

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Works by Massimo Franchi:


YearTitleTypeCited
2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles In: CREATES Research Papers.
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2017Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.(2017) In: Econometrics.
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This paper has another version. Agregated cites: 2
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2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 2
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2018Cointegration in functional autoregressive processes In: Papers.
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2017Cointegration in functional autoregressive processes.(2017) In: DSS Empirical Economics and Econometrics Working Papers Series.
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This paper has another version. Agregated cites: 0
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2007THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES In: Econometric Theory.
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article3
2006The Integration Order of Vector Autoregressive Processes.(2006) In: Discussion Papers.
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This paper has another version. Agregated cites: 3
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2010A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS In: Econometric Theory.
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article5
2008Common smooth transition trend-stationarity in European unemployment In: Economics Letters.
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article6
2013A check for finite order VAR representations of DSGE models In: Economics Letters.
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article11
2011A characterization of vector autoregressive processes with common cyclical features In: Journal of Econometrics.
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article7
2011Multiple equilibria in Spanish unemployment In: Structural Change and Economic Dynamics.
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article3
2015Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics.
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article10
2004A Priori Inequality Restrictions and Bound Analysis in VAR Models In: Discussion Papers.
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2006A General Representation Theorem for Integrated Vector Autoregressive Processes In: Discussion Papers.
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paper2
2012On ABCs (and Ds) of VAR representations of DSGE models In: Working Paper series.
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2012On ABCs (and Ds) of VAR representations of DSGE models.(2012) In: DSS Empirical Economics and Econometrics Working Papers Series.
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This paper has another version. Agregated cites: 1
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2011Normal forms of regular matrix polynomials via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
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2012A simple check for VAR representations of DSGE models In: DSS Empirical Economics and Econometrics Working Papers Series.
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2013Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064. In: DSS Empirical Economics and Econometrics Working Papers Series.
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2014Inverting a matrix function around a singularity via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
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2017A general inversion theorem for cointegration In: DSS Empirical Economics and Econometrics Working Papers Series.
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2002A Non-Causal Identification Scheme for Vector Autoregressions In: Computing in Economics and Finance 2002.
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2007Taking a DSGE Model to the Data Meaningfully In: Economics Discussion Papers.
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paper18
2007Taking a DSGE Model to the Data Meaningfully.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 18
article

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