7
H index
4
i10 index
128
Citations
Massimo Franchi : Citation Profile
| RESEARCH PRODUCTION: 13 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
22 years (2002 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Massimo Franchi. | Is cited by:
| Cites to:
|
Main data
Where Massimo Franchi has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 3 |
| Econometric Theory | 3 |
| Econometrics | 2 |
| 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 Rome | 8 |
| Discussion Papers / University of Copenhagen. Department of Economics | 4 |
| Papers / arXiv.org | 3 |
Recent works citing Massimo Franchi (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
| 2024 | Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330. Full description at Econpapers || Download paper |
| 2024 | A General and Efficient Method for Solving Regime-Switching DSGE Models. (2024). Albertini, Julien ; Moyen, Stphane. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10570-z. Full description at Econpapers || Download paper |
Works by Massimo Franchi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.(2017) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2018 | Cointegration in functional autoregressive processes In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES.(2020) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | Cointegration in functional autoregressive processes.(2017) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2024 | The general solution to an autoregressive law of motion In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | The general solution to an autoregressive law of motion.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Canonical correlation analysis of stochastic trends via functional approximation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2006 | The Integration Order of Vector Autoregressive Processes.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2010 | A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 2008 | Common smooth transition trend-stationarity in European unemployment In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2013 | A check for finite order VAR representations of DSGE models In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
| 2018 | Testing for cointegration in I(1) state space systems via a finite order approximation In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | A characterization of vector autoregressive processes with common cyclical features In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Multiple equilibria in Spanish unemployment In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 4 |
| 2021 | Cointegration, Root Functions and Minimal Bases In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Cointegration, root functions and minimal bases.(2019) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics. [Full Text][Citation analysis] | article | 18 |
| 2004 | A Priori Inequality Restrictions and Bound Analysis in VAR Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A General Representation Theorem for Integrated Vector Autoregressive Processes In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | On ABCs (and Ds) of VAR representations of DSGE models In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | On ABCs (and Ds) of VAR representations of DSGE models.(2012) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Normal forms of regular matrix polynomials via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A simple check for VAR representations of DSGE models In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Comment 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. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Inverting a matrix function around a singularity via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A general inversion theorem for cointegration In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 9 |
| 2019 | A general inversion theorem for cointegration.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2002 | A Non-Causal Identification Scheme for Vector Autoregressions In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Taking a DSGE Model to the Data Meaningfully In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2007 | Taking a DSGE Model to the Data Meaningfully.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team