FRANCHI, Massimo
FRANCHI, Massimo
DIPARTIMENTO DI SCIENZE STATISTICHE
A characterization of vector autoregressive processes with common cyclical features
2011 Franchi, Massimo; Paolo, Paruolo
A check for finite order VAR representations of DSGE models
2013 Franchi, Massimo; Anna, Vidotto
A feasibility study on the functional time series dynamic analysis of income distributions
2018 Franchi, Massimo
A general inversion theorem for cointegration
2017 Franchi, Massimo; Paruolo, Paolo
A general inversion theorem for cointegration
2019 Franchi, Massimo; Paruolo, Paolo
A note on Johansen's rank conditions and the Jordan form of a matrix
2024 Franchi, Massimo
A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS
2010 Franchi, Massimo
Best execution, multiple trading venues e sistemi di scambi organizzati: alcune considerazioni generali ed un’analisi empirica del mercato dei Titoli di Stato
2003 Franchi, Massimo
Cointegrating Spaces
2018 Franchi, Massimo; Paruolo, Paolo
Cointegration in functional autoregressive processes
2018 Franchi, Massimo; Paruolo, Paolo
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES
2020 Franchi, Massimo; Paruolo, Paolo
Cointegration, root functions and minimal bases
2021 Franchi, M.; Paruolo, P.
Common smooth transition trend-stationarity in European unemployment
2008 Franchi, Massimo; Ordonez, J.
Econometria
2006 Franchi, Massimo
Estimating the number of common trends in large T and N factor models via canonical correlations analysis
2023 Franchi, Massimo; Georgiev, Iliyan; Paruolo, Paolo
Fondamenti teorici della politica monetaria: perchè la politica di inflation targeting è ottimale?
2000 Franchi, Massimo
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
2017 Franchi, Massimo; Johansen, Søren
Inversion of regular analytic matrix functions: Local Smith form and subspace duality
2011 Franchi, Massimo; Paolo, Paruolo
Inverting a matrix function around a singularity via local rank factorization
2016 Franchi, Massimo; Paruolo, Paolo
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation
2015 Franchi, Massimo; P., Paruolo