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A check for finite order VAR representations of DSGE models
Franchi, Massimo; Vidotto, Anna - In: Economics letters 120 (2013) 1, pp. 100-103
Persistent link: https://www.econbiz.de/10010119301
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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
Franchi, Massimo; Archontakis, F.; Bauer, D.; Wagner, M.; … - In: Econometric theory 23 (2007) 3, pp. 546-554
Persistent link: https://www.econbiz.de/10007718224
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Common smooth transition trend-stationarity in European unemployment
Franchi, Massimo; Ordóñez, Javier - In: Economics letters 101 (2008) 2, pp. 106-109
Persistent link: https://www.econbiz.de/10008104646
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A characterization of vector autoregressive processes with common cyclical features
Franchi, Massimo; Paruolo, Paolo - In: Journal of econometrics 163 (2011) 1, pp. 105-118
Persistent link: https://www.econbiz.de/10009017640
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Multiple equilibria in Spanish unemployment
Franchi, Massimo; Ordóñez, Javier - In: Structural change and economic dynamics : SC+ED 22 (2011) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10008843317
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Common smooth transition trend-stationarity in European unemployment
Franchi, Massimo; Ordóñez, Javier - In: Economics letters 101 (2008) 2, pp. 106-110
Persistent link: https://www.econbiz.de/10008880552