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Massimo Franchi

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This is information that was supplied by Massimo Franchi in registering through RePEc. If you are Massimo Franchi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Massimo
Middle Name:
Last Name: Franchi
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RePEc Short-ID: pfr177

Email:
Homepage: http://w3.uniroma1.it/mfranchi
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Affiliation

Universita' di Roma La Sapienza, Dipartimento di Statistica, Probabilita' e Statistiche Applicate
Homepage: http://www.dspsa.uniroma1.it/on-line/Home.html
Location: Rome

Works

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Working papers

  1. Massimo Franchi, 2013. "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 2013/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  2. Massimo Franchi & Paolo Paruolo, 2012. "On ABCs (and Ds) of VAR representations of DSGE models," DSS Empirical Economics and Econometrics Working Papers Series 2012/4, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  3. Massimo Franchi & Anna Vidotto, 2012. "A simple check for VAR representations of DSGE models," DSS Empirical Economics and Econometrics Working Papers Series 2012/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  4. Massimo Franchi & Paolo Paruolo, 2011. "Normal forms of regular matrix polynomials via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series 2011/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  5. Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy.
  6. Massimo Franchi, 2006. "A General Representation Theorem for Integrated Vector Autoregressive Processes," Discussion Papers 06-16, University of Copenhagen. Department of Economics.
  7. Massimo Franchi, 2004. "A Priori Inequality Restrictions and Bound Analysis in VAR Models," Discussion Papers 04-14, University of Copenhagen. Department of Economics.
  8. massimo franchi, 2002. "A Non-Causal Identification Scheme for Vector Autoregressions," Computing in Economics and Finance 2002 290, Society for Computational Economics.
  9. Massimo Franchi, . "The Integration Order of Vector Autoregressive Processes," Discussion Papers 06-05, University of Copenhagen. Department of Economics.

Articles

  1. Franchi, Massimo & Vidotto, Anna, 2013. "A check for finite order VAR representations of DSGE models," Economics Letters, Elsevier, vol. 120(1), pages 100-103.
  2. Franchi, Massimo & Ordóñez, Javier, 2011. "Multiple equilibria in Spanish unemployment," Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 71-80, February.
  3. Franchi, Massimo & Paruolo, Paolo, 2011. "A characterization of vector autoregressive processes with common cyclical features," Journal of Econometrics, Elsevier, vol. 163(1), pages 105-117, July.
  4. Franchi, Massimo, 2010. "A Representation Theory For Polynomial Cofractionality In Vector Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 26(04), pages 1201-1217, August.
  5. Franchi, Massimo & Ordóñez, Javier, 2008. "Common smooth transition trend-stationarity in European unemployment," Economics Letters, Elsevier, vol. 101(2), pages 106-109, November.
  6. Franchi, Massimo, 2007. "The Integration Order Of Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 23(03), pages 546-553, June.
  7. Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(4), pages 1-38.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (5) 2007-05-19 2012-07-23 2012-07-29 2012-11-03 2013-06-04. Author is listed
  2. NEP-ECM: Econometrics (6) 2003-10-20 2004-08-31 2006-03-05 2006-09-16 2007-05-19 2012-07-23. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2003-10-20 2006-03-05 2006-09-16. Author is listed
  4. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  5. NEP-MAC: Macroeconomics (1) 2007-05-19

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