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Fondamenti teorici della politica monetaria della Banca Centrale Europea : perché la politica di inflation targeting è ottimale?

Franchi, Massimo - In: Annali della Fondazione Luigi Einaudi onlus 34 (2000), pp. 31-54

Persistent link: https://www.econbiz.de/10001693982

A priori inequality restrictions and bound analysis in VAR models

Franchi, Massimo (contributor) - 2004

Persistent link: https://www.econbiz.de/10002167776

A representation theory for polynomial cofractionality in vector autoregressive models

Franchi, Massimo - In: Econometric theory 26 (2010) 4, pp. 1201-1217

Persistent link: https://www.econbiz.de/10003993834

A general representation theorem for integrated vector autoregressive processes

Franchi, Massimo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003365139

The integration order of vector autoregressive processes

Franchi, Massimo - In: Econometric theory 23 (2007) 3, pp. 546-553

Persistent link: https://www.econbiz.de/10003541286

Testing for cointegration in I(1) state space systems via a finite order approximation

Franchi, Massimo - In: Economics letters 165 (2018), pp. 73-76

Persistent link: https://www.econbiz.de/10011973843

The integration order of vector autoregressive processes

Franchi, Massimo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003279321

Taking a DSGE Model to the Data Meaningfully

Jusélius, Katarina; Franchi, Massimo - 2011

All economists say that they want to take their model to the data. But with incomplete and highly imperfect data, doing so is difficult and requires carefully matching the assumptions of the model with the statistical properties of the data. The cointegrated VAR (CVAR) offers a way of doing so....

Persistent link: https://www.econbiz.de/10014048991

Taking a DSGE Model to the Data Meaningfully

Jusélius, Katarina - 2011

All economists say that they want to take their models to the data. But with incomplete and highly imperfect data, doing so is difficult and requires carefully matching the assumptions of the model with the statistical properties of the data. The cointegrated VAR (CVAR) offers a way of doing so....

Persistent link: https://www.econbiz.de/10013132789

Multiple equilibria in Spanish unemployment

Franchi, Massimo; Ordóñez, Javier - In: Structural change and economic dynamics : SC+ED 22 (2011) 1, pp. 71-80

Persistent link: https://www.econbiz.de/10009246949