← All authors Massimo Franchi Sapienza University of Rome (from arXiv:2411.19572, 2024) · ORCID · OpenAlex
18 papers in scope · 17 published · 1 on the econ.EM arXiv · 149 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Brendan K. Beare Won-Ki Seo Dakyung Seong Vadim Gorin Paolo Paruolo Maria Grazia Zoia Mario Faliva Anna Bykhovskaya Kyungsik Nam Li Yu-ning Morten Ørregaard Nielsen Degui Li Peter C.B. Phillips James A. Duffy Iliyan Georgiev Sam Wycherley Sophocles Mavroeidis Ron Smith Isaac Meza Nazarii Salish Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 18)
published 2026 · Journal of the American Statistical Association
Inference on the Attractor Space via Functional Approximation
published 2026 · Oxford Bulletin of Economics and Statistics · 1 citations · first circulated 2025
with Paolo Paruolo
A note on Johansen's rank conditions and the Jordan form of a matrix
published 2024 · Journal of Time Series Analysis
The Granger–Johansen representation theorem for integrated time series on Banach space
published 2024 · Journal of Time Series Analysis · 4 citations · first circulated 2021
Estimating the number of common trends in large T and N factor models via canonical correlations analysis
published 2023 · Econometrics and Statistics · 1 citations
Cointegration, Root Functions and Minimal Bases
published 2021 · Econometrics · 4 citations
A general inversion theorem for cointegration
published 2018 · Econometric Reviews · 15 citations · first circulated 2017
Testing for cointegration in I ( 1 ) state space systems via a finite order approximation
published 2018 · Economics Letters
working paper 2017 · arXiv
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles
published 2017 · Econometrics · 7 citations
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation
published 2014 · Computational Economics · 24 citations
A check for finite order VAR representations of DSGE models
published 2013 · Economics Letters · 19 citations
with Anna Vidotto
Multiple equilibria in Spanish unemployment
published 2010 · Structural Change and Economic Dynamics · 7 citations
with Javier Ordóñez
A characterization of vector autoregressive processes with common cyclical features
published 2010 · Journal of Econometrics · 19 citations
A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS
published 2009 · Econometric Theory · 16 citations
Common smooth transition trend-stationarity in European unemployment
published 2008 · Economics Letters · 10 citations
with Javier Ordóñez
Taking a DSGE Model to the Data Meaningfully
published 2007 · Economics · 13 citations
with Katarina Jusélius
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
published 2007 · Econometric Theory · 9 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).