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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 2013-12-16. Update your information in the RePEc Author Service.

Short-id: ppe68


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Working Papers

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 in Journal of Business & Economic Statistics (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 in Journal of Economic Dynamics and Control (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 in Macroeconomic Dynamics (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
  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 Working Papers, Duke University, Department of Economics (2003) Downloads View citations (5)
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads

    See also Journal Article in Journal of Applied Econometrics (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 (6)
    See also Journal Article in Journal of Econometrics (2004)

Journal Articles

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 (9)
    See also Working Paper (2009)

2009

  1. OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATIONâ€
    Macroeconomic Dynamics, 2009, 13, (1), 107-137 Downloads View citations (118)
  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 (2)

2008

  1. The comovement in inventories and in sales: Higher and higher
    Economics Letters, 2008, 99, (1), 155-158 Downloads View citations (7)

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 (10)
    See also Working Paper (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 (7)

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 (21)
  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 (14)
    See also Working Paper (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 (14)
    See also Working Paper (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 (22)
  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 (48)

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 (50)
    See also Working Paper (2000)
 
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