MASSIMO FRANCHI
Ricercatore di Statistica Economica
Dipartimento di Scienze Statistiche
Facolta' di Ingegneria
dell'Informazione, Informatica e Statistica
Universita' di Roma "La Sapienza"
P.le A. Moro 5
00185 Rome
Phone: (+39) 0649910925
Fax: (+39) 064959241
E-Mail: mas dot franchi at gmail dot com
Main research interests: Selected publications:
2011
with P. Paruolo, Inversion of regular analytic matrix functions: local Smith form and subspace duality, Linear Algebra and its
Applications 435, p.2896-2912.
........
with J. Ordonez, Multiple equilibria in Spanish unemployment, Structural Change and Economic Dynamics 22, p.71-80.
........
with P. Paruolo, A characterization of VAR processes with common cyclical features, Journal of Econometrics 163, p.105-117.
2010
A representation theory for polynomial cofractionality in vector autoregressive models, Econometric Theory 26, p.1201-1217.
2008
with J. Ordonez, Common smooth transition trend-stationarity in European unemployment, Economics Letters 101, p.106-109.
2007
with K. Juselius, Taking a DSGE model to the data meaningfully, Economics: The Open-Access, Open-Assessment E-Journal, vol.1.
........
The integration order of vector autoregressive processes, Econometric Theory 23, p.546-553.
Carlo
Giannini Fellowship in Econometrics, Final report on my activity as CG fellow 2007/09. Teaching
2009-2010
2010-2011
2011-2012
Multivariate Time Series Analysis, Cointegration, Common features.
Linear Algebra, Matrix functions, Canonical forms, Spectral analysis.