Massimo Franchi : Citation Profile


Are you Massimo Franchi?

6

H index

3

i10 index

114

Citations

RESEARCH PRODUCTION:

11

Articles

17

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 6
   Journals where Massimo Franchi has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 10 (8.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr177
   Updated: 2022-05-21    RAS profile: 2020-02-28    
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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 (10)

Iskrev, Nikolay (10)

Angelini, Giovanni (8)

Saccal, Alessandro (6)

Sorge, Marco (4)

Matilla-García, Mariano (4)

Weber, Enzo (4)

Trenkler, Carsten (4)

Kapetanios, George (4)

Paruolo, Paolo (4)

Seo, Won-Ki (4)

Cites to:

Johansen, Soren (23)

Paruolo, Paolo (17)

Reichlin, Lucrezia (12)

Lippi, Marco (12)

Eichenbaum, Martin (10)

Christiano, Lawrence (10)

Sargent, Thomas (9)

Watson, Mark (9)

Vigfusson, Robert (8)

Engle, Robert (8)

Granger, Clive (7)

Main data


Where Massimo Franchi has published?


Journals with more than one article published# docs
Economics Letters3
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 Rome8
Discussion Papers / University of Copenhagen. Department of Economics4

Recent works citing Massimo Franchi (2021 and 2020)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2020The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2021Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

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2021Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.

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2020Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050.

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2020Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543.

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2020Bootstrap lag selection in DSGE models with expectations correction. (2020). Angelini, Giovanni. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:38-48.

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2021Currency returns and downside risk: Debt, volatility, and the gap from benchmark values. (2021). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000161.

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2020A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form. (2020). Martínez García, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88096.

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2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Barigozzi, Matteo ; Luciani, Matteo ; Lippi, Marco. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

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2021Searching for a Theory That Fits the Data: A Personal Research Odyssey. (2021). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:5-:d:490756.

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2021Cointegration, Root Functions and Minimal Bases. (2021). Paruolo, Paolo ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:31-:d:615763.

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2021Technical Analysis of Tourism Price Process in the Eurozone. (2021). Griar, Sergej ; Bojnec, Tefan. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:517-:d:666054.

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2020European unemployment nonlinear dynamics over the business cycles: Markov switching approach. (2020). Lukianenko, Iryna ; Oliskevych, Marianna. In: Global Business and Economics Review. RePEc:ids:gbusec:v:22:y:2020:i:4:p:375-401.

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2020Real Time Forecasting of Covid-19 Intensive Care Units demand. (2020). Verzillo, Stefano ; Paruolo, Paolo ; Lovaglio, Pietro Giorgio ; Berta, Paolo. In: Working Papers. RePEc:jrs:wpaper:202008.

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2020Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models. (2020). Cavicchioli, Maddalena. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9877-7.

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2020A note on minimality in Dynare. (2020). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:103656.

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2020A note on gensys’ minimality. (2020). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:103818.

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2021Spectral decomposition of the information about latent variables in dynamic macroeconomic models. (2021). Iskrev, Nikolay. In: Working Papers. RePEc:ptu:wpaper:w202105.

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2021Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525.

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2022PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES. (2022). Phillips, Peter ; Cho, Jin Seo. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:1:p:391-456.

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2020Real Time Forecasting of Covid-19 Intensive Care Units demand. (2020). Verzillo, S ; Paruolo, P ; Lovaglio, P G ; Berta, P. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:20/16.

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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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paper5
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: 5
article
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: 5
paper
2018Cointegration in functional autoregressive processes In: Papers.
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paper5
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: 5
paper
2007THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES In: Econometric Theory.
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article4
2006The Integration Order of Vector Autoregressive Processes.(2006) In: Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2010A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS In: Econometric Theory.
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article6
2008Common smooth transition trend-stationarity in European unemployment In: Economics Letters.
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article9
2013A check for finite order VAR representations of DSGE models In: Economics Letters.
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article18
2018Testing for cointegration in I(1) state space systems via a finite order approximation In: Economics Letters.
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article0
2011A characterization of vector autoregressive processes with common cyclical features In: Journal of Econometrics.
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article8
2011Multiple equilibria in Spanish unemployment In: Structural Change and Economic Dynamics.
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article4
2015Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics.
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article17
2004A Priori Inequality Restrictions and Bound Analysis in VAR Models In: Discussion Papers.
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paper0
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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paper1
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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paper0
2012A simple check for VAR representations of DSGE models In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper0
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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paper2
2014Inverting a matrix function around a singularity via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper0
2017A general inversion theorem for cointegration In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper9
2019A general inversion theorem for cointegration.(2019) In: Econometric Reviews.
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This paper has another version. Agregated cites: 9
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2019Cointegration, root functions and minimal bases In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper1
2002A Non-Causal Identification Scheme for Vector Autoregressions In: Computing in Economics and Finance 2002.
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paper0
2007Taking a DSGE Model to the Data Meaningfully In: Economics Discussion Papers.
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paper23
2007Taking a DSGE Model to the Data Meaningfully.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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This paper has another version. Agregated cites: 23
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