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Details about Elena Pesavento

E-mail:
Homepage:http://www.elenapesavento.com
Phone:404-712-9297
Postal address:Department of Economics Emory University Atlanta, GA30322-2240 USA
Workplace:Department of Economics, Emory University, (more information at EDIRC)

Access statistics for papers by Elena Pesavento.

Last updated 2022-10-24. Update your information in the RePEc Author Service.

Short-id: ppe68


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Working Papers

2022

  1. When Do State-Dependent Local Projections Work?
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads

2020

  1. Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors
    Working Papers, Federal Reserve Bank of Dallas Downloads
    See also Journal Article Impulse response analysis for structural dynamic models with nonlinear regressors, Journal of Econometrics, Elsevier (2021) Downloads View citations (8) (2021)

2009

  1. Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (10)
    See also Journal Article Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks, Journal of Business & Economic Statistics, American Statistical Association (2011) Downloads View citations (15) (2011)

2006

  1. Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
    Economics Working Papers, European University Institute Downloads
    Also in Working Papers, Duke University, Department of Economics (2006) Downloads

    See also Journal Article Impulse response confidence intervals for persistent data: What have we learned?, Journal of Economic Dynamics and Control, Elsevier (2007) Downloads View citations (18) (2007)
  2. Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size
    Economics Working Papers, European University Institute Downloads View citations (5)

2004

  1. Do Technology Shocks Drive Hours Up or Down?
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (5)
  2. Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
    Econometrics, University Library of Munich, Germany Downloads
    Also in Working Papers, Duke University, Department of Economics (2003) Downloads View citations (2)

    See also Journal Article DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE, Macroeconomic Dynamics, Cambridge University Press (2005) Downloads View citations (24) (2005)
  3. Optimal Power for Testing Potential Cointegrating Vectors with Known
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (1)
  4. Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (1)
    Working Papers, Duke University, Department of Economics (2003) Downloads View citations (4)

    See also Journal Article Small-sample confidence intervals for multivariate impulse response functions at long horizons, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) Downloads View citations (29) (2006)

2000

  1. Analytical Evaluation of the Power of Tests for the Absence of Cointegration
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (5)
    See also Journal Article Analytical evaluation of the power of tests for the absence of cointegration, Journal of Econometrics, Elsevier (2004) Downloads View citations (63) (2004)

Journal Articles

2022

  1. Long-horizon stock valuation and return forecasts based on demographic projections
    Journal of Empirical Finance, 2022, 68, (C), 190-215 Downloads

2021

  1. Impulse response analysis for structural dynamic models with nonlinear regressors
    Journal of Econometrics, 2021, 225, (1), 107-130 Downloads View citations (8)
    See also Working Paper Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors, Working Papers (2020) Downloads (2020)

2011

  1. Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
    Journal of Business & Economic Statistics, 2011, 29, (4), 455-467 Downloads View citations (15)
    Also in Journal of Business & Economic Statistics, 2011, 29, (4), 455-467 (2011) Downloads View citations (15)

    See also Working Paper Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks, Cahiers de recherche (2009) Downloads View citations (10) (2009)

2009

  1. OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
    Macroeconomic Dynamics, 2009, 13, (1), 107-137 Downloads View citations (172)
  2. TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
    Econometric Theory, 2009, 25, (6), 1829-1850 Downloads View citations (3)

2008

  1. The comovement in inventories and in sales: Higher and higher
    Economics Letters, 2008, 99, (1), 155-158 Downloads View citations (10)

2007

  1. Impulse response confidence intervals for persistent data: What have we learned?
    Journal of Economic Dynamics and Control, 2007, 31, (7), 2398-2412 Downloads View citations (18)
    See also Working Paper Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?, Economics Working Papers (2006) Downloads (2006)
  2. Residuals‐based tests for the null of no‐cointegration: an Analytical comparison
    Journal of Time Series Analysis, 2007, 28, (1), 111-137 Downloads View citations (8)

2006

  1. On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
    Journal of Money, Credit and Banking, 2006, 38, (6), 1405-1430 Downloads View citations (26)
  2. Small-sample confidence intervals for multivariate impulse response functions at long horizons
    Journal of Applied Econometrics, 2006, 21, (8), 1135-1155 Downloads View citations (29)
    Also in Journal of Applied Econometrics, 2006, 21, (8), 1135-1155 (2006) Downloads View citations (5)

    See also Working Paper Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons, CEPR Discussion Papers (2004) Downloads View citations (3) (2004)

2005

  1. DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
    Macroeconomic Dynamics, 2005, 9, (4), 478-488 Downloads View citations (24)
    See also Working Paper Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure, Econometrics (2004) Downloads (2004)
  2. Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
    Journal of Business & Economic Statistics, 2005, 23, 34-48 Downloads View citations (24)
  3. The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment
    Journal of Business & Economic Statistics, 2005, 23, 462-472 Downloads View citations (68)

2004

  1. Analytical evaluation of the power of tests for the absence of cointegration
    Journal of Econometrics, 2004, 122, (2), 349-384 Downloads View citations (63)
    See also Working Paper Analytical Evaluation of the Power of Tests for the Absence of Cointegration, University of California at San Diego, Economics Working Paper Series (2000) Downloads View citations (5) (2000)
 
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