MASSIMO FRANCHI
Massimo Franchi
Professor of Econometrics
Dipartimento di Scienze Statistiche
P.le A. Moro n°5, 00185 Rome, Italy
Office: 24, III floor, Edificio ex Fac. Scienze Statistiche
Tel.: (+39) 06 49910784
E-mail: massimo dot franchi at uniroma1 dot it
Research interests
Time Series Econometrics, Macroeconometrics, Cointegration, Common features.
State Space Models, VARs, Functional AR models.
Linear Algebra, Matrix functions, Canonical forms, Spectral theory.
Tjalling C. Koopmans Econometric Theory Prize 2018-2020
M. Franchi and Paruolo, P. (2020). Cointegration in functional autoregressive processes, Econometric Theory, 36, p. 803-839. Co-winning article for “The Tjalling C. Koopmans Econometric Theory Prize” 2018-2020