Massimo Franchi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A general inversion theorem for cointegration
Econometric Reviews
2022-03-04Paper
Resolvent and logarithmic residues of a singular operator pencil in Hilbert spaces
Linear Algebra and its Applications
2022-02-11Paper
Cointegration in functional autoregressive processes
Econometric Theory
2021-04-16Paper
Some results on eigenvalues of finite type, resolvents and Riesz projections
Linear Algebra and its Applications
2020-04-21Paper
Testing for cointegration in \(I(1)\) state space systems via a finite order approximation
Economics Letters
2018-10-05Paper
A characterization of vector autoregressive processes with common cyclical features
Journal of Econometrics
2016-08-12Paper
Inverting a matrix function around a singularity via local rank factorization
SIAM Journal on Matrix Analysis and Applications
2016-06-23Paper
A check for finite order VAR representations of DSGE models
Economics Letters
2014-03-27Paper
The integration order of vector autoregressive processes
Econometric Theory
2012-05-14Paper
Inversion of regular analytic matrix functions: Local Smith form and subspace duality
Linear Algebra and its Applications
2011-08-26Paper
A representation theory for polynomial cofractionality in vector autoregressive models
Econometric Theory
2010-08-13Paper
The Granger-Johansen representation theorem for integrated time series on Banach space
(available as arXiv preprint)
N/APaper


Research outcomes over time


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