Details about Elena Pesavento

Access statistics for papers by Elena Pesavento.

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

Short-id: ppe68

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 View citations (10)
   See also Journal Article in Journal of Business & Economic Statistics (2011)

2006

2. Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
   Working Papers, Duke University, Department of Economics
   Also in Economics Working Papers, European University Institute (2006)
   See also Journal Article in Journal of Economic Dynamics and Control (2007)
3. Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size
   Economics Working Papers, European University Institute View citations (5)

2004

4. Do Technology Shocks Drive Hours Up or Down?
   Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (5)
5. Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
   Econometrics, University Library of Munich, Germany
   Also in Working Papers, Duke University, Department of Economics (2003) View citations (2)
   See also Journal Article in Macroeconomic Dynamics (2005)
6. 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
7. Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
   Working Papers, Duke University, Department of Economics (2003) View citations (5)
   See also Journal Article in Journal of Applied Econometrics (2006)

2000

8. 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 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 View citations (9)
   See also Working Paper (2009)

2009

2. OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
   Macroeconomic Dynamics, 2009, 13, (01), 107-137 View citations (113)
3. TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
   Econometric Theory, 2009, 25, (06), 1829-1850 View citations (2)

2008

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

2007

5. Impulse response confidence intervals for persistent data: What have we learned?
   Journal of Economic Dynamics and Control, 2007, 31, (7), 2398-2412 View citations (10)
   See also Working Paper (2006)
6. Residuals‐based tests for the null of no‐cointegration: an Analytical comparison
   Journal of Time Series Analysis, 2007, 28, (1), 111-137 View citations (6)

2006

7. On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
   Journal of Money, Credit and Banking, 2006, 38, (6), 1405-1430 View citations (21)
8. Small-sample confidence intervals for multivariate impulse response functions at long horizons
   Journal of Applied Econometrics, 2006, 21, (8), 1135-1155 View citations (14)
   See also Working Paper (2004)

2005

9. DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
   Macroeconomic Dynamics, 2005, 9, (04), 478-488 View citations (14)
   See also Working Paper (2004)
10. Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
    Journal of Business & Economic Statistics, 2005, 23, 34-48 View citations (22)
11. The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment
    Journal of Business & Economic Statistics, 2005, 23, 462-472 View citations (47)

2004

12. Analytical evaluation of the power of tests for the absence of cointegration
    Journal of Econometrics, 2004, 122, (2), 349-384 View citations (48)
    See also Working Paper (2000)