Massimo Franchi : Citation Profile


Are you Massimo Franchi?

7

H index

5

i10 index

127

Citations

RESEARCH PRODUCTION:

11

Articles

17

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 7
   Journals where Massimo Franchi has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 10 (7.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr177
   Updated: 2024-01-16    RAS profile: 2020-02-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Paruolo, Paolo (2)

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

Is cited by:

Iskrev, Nikolay (10)

juselius, katarina (10)

Saccal, Alessandro (9)

Angelini, Giovanni (8)

Trenkler, Carsten (4)

Seo, Won-Ki (4)

Sorge, Marco (4)

Millard, Stephen (4)

Price, Simon (4)

Petrova, Katerina (4)

Kapetanios, George (4)

Cites to:

Johansen, Soren (23)

Paruolo, Paolo (17)

Reichlin, Lucrezia (13)

Lippi, Marco (13)

Christiano, Lawrence (12)

Eichenbaum, Martin (12)

Sargent, Thomas (10)

Watson, Mark (9)

Vigfusson, Robert (9)

Smets, Frank (8)

Wouters, Raf (8)

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 (2024 and 2023)


YearTitle of citing document
2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

Full description at Econpapers || Download paper

2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

Full description at Econpapers || Download paper

2023Reduced-rank Envelope Vector Autoregressive Models. (2023). Herath, Wiranthe B ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2309.12902.

Full description at Econpapers || Download paper

2023Inference 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

2023Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319.

Full description at Econpapers || Download paper

2023A finite, empirically useless and almost sure VAR representation for all minimal transition equations. (2023). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:116435.

Full description at Econpapers || Download paper

2023A role for confidence: volition regimes and news. (2023). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:117484.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
paper5
2017Improved 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
2017Improved 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
2018Cointegration in functional autoregressive processes In: Papers.
[Full Text][Citation analysis]
paper6
2017Cointegration 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
2007THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]
article4
2006The Integration Order of Vector Autoregressive Processes.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2010A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article9
2008Common smooth transition trend-stationarity in European unemployment In: Economics Letters.
[Full Text][Citation analysis]
article10
2013A check for finite order VAR representations of DSGE models In: Economics Letters.
[Full Text][Citation analysis]
article19
2018Testing for cointegration in I(1) state space systems via a finite order approximation In: Economics Letters.
[Full Text][Citation analysis]
article0
2011A characterization of vector autoregressive processes with common cyclical features In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
2011Multiple equilibria in Spanish unemployment In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article4
2015Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics.
[Full Text][Citation analysis]
article17
2004A Priori Inequality Restrictions and Bound Analysis in VAR Models In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2006A General Representation Theorem for Integrated Vector Autoregressive Processes In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2012On ABCs (and Ds) of VAR representations of DSGE models In: Working Paper series.
[Full Text][Citation analysis]
paper1
2012On 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
2011Normal forms of regular matrix polynomials via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]
paper0
2012A simple check for VAR representations of DSGE models In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper4
2014Inverting a matrix function around a singularity via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]
paper0
2017A general inversion theorem for cointegration In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]
paper10
2019A general inversion theorem for cointegration.(2019) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2019Cointegration, root functions and minimal bases In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]
paper1
2002A Non-Causal Identification Scheme for Vector Autoregressions In: Computing in Economics and Finance 2002.
[Full Text][Citation analysis]
paper0
2007Taking a DSGE Model to the Data Meaningfully In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper26
2007Taking 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. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team