Elena Pesavento
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Elena |
| last: |
Pesavento |
Identifer
Contact
Affiliations
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Emory University
/ Department of Economics
Research profile
author of:
- Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
Journal of Business & Economic Statistics, American Statistical Association (2005)
by Graham Elliott & Michael Jansson & Elena Pesavento
(ReDIF-article, bes:jnlbes:v:23:y:2005:p:34-48) - The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment
Journal of Business & Economic Statistics, American Statistical Association (2005)
by Herrera, Ana Maria & Pesavento, Elena
(ReDIF-article, bes:jnlbes:v:23:y:2005:p:462-472) - 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)
by Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena
(ReDIF-article, bes:jnlbes:v:29:i:4:y:2011:p:455-467) - Residuals‐based tests for the null of no‐cointegration: an Analytical comparison
Journal of Time Series Analysis, Wiley Blackwell (2007)
by Elena Pesavento
(ReDIF-article, bla:jtsera:v:28:y:2007:i:1:p:111-137) - 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 (2004)
by Elliott, Graham & Jansson, Michael & Pesavento, Elena
(ReDIF-paper, cdl:ucsdec:qt2bv7n071) - 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 (2000)
by Pesavento, Elena
(ReDIF-paper, cdl:ucsdec:qt4cq4773c) - When do state-dependent local projections work?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
by Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena
(ReDIF-paper, cpr:ceprdp:17265) - Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004)
by Rossi, Barbara & Pesavento, Elena
(ReDIF-paper, cpr:ceprdp:4536) - Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root
Econometric Theory, Cambridge University Press (2009)
by Elliott, Graham & Pesavento, Elena
(ReDIF-article, cup:etheor:v:25:y:2009:i:06:p:1829-1850_99) - Oil Price Shocks, Systematic Monetary Policy, And The “Great Moderation”
Macroeconomic Dynamics, Cambridge University Press (2009)
by Herrera, Ana María & Pesavento, Elena
(ReDIF-article, cup:macdyn:v:13:y:2009:i:01:p:107-137_07) - Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure
Macroeconomic Dynamics, Cambridge University Press (2005)
by Pesavento, Elena & Rossi, Barbara
(ReDIF-article, cup:macdyn:v:9:y:2005:i:04:p:478-488_04) - Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
Working Papers, Duke University, Department of Economics (2003)
by Rossi, Barbara & Pesavento, Elena
(ReDIF-paper, duk:dukeec:03-19) - Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure
Working Papers, Duke University, Department of Economics (2003)
by Rossi, Barbara & Pesavento, Elena
(ReDIF-paper, duk:dukeec:03-23) - Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
Working Papers, Duke University, Department of Economics (2006)
by Pesavento, Elena & Rossi, Barbara
(ReDIF-paper, duk:dukeec:06-03) - Do Technology Shocks Drive Hours Up or Down?
Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)
by Barbara Rossi & Elena Pesavento
(ReDIF-paper, ecm:nasm04:96) - Small sample confidence intervals for multivariate impulse response functions at long horizons
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Barbara Rossi (Duke) & Elena Pesavento (Emory)
(ReDIF-paper, ecm:nawm04:364) - Impulse response confidence intervals for persistent data: What have we learned?
Journal of Economic Dynamics and Control, Elsevier (2007)
by Pesavento, Elena & Rossi, Barbara
(ReDIF-article, eee:dyncon:v:31:y:2007:i:7:p:2398-2412) - The comovement in inventories and in sales: Higher and higher
Economics Letters, Elsevier (2008)
by Herrera, Ana Maria & Murtazashvili, Irina & Pesavento, Elena
(ReDIF-article, eee:ecolet:v:99:y:2008:i:1:p:155-158) - Analytical evaluation of the power of tests for the absence of cointegration
Journal of Econometrics, Elsevier (2004)
by Pesavento, Elena
(ReDIF-article, eee:econom:v:122:y:2004:i:2:p:349-384) - Impulse response analysis for structural dynamic models with nonlinear regressors
Journal of Econometrics, Elsevier (2021)
by Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena
(ReDIF-article, eee:econom:v:225:y:2021:i:1:p:107-130) - Long-horizon stock valuation and return forecasts based on demographic projections
Journal of Empirical Finance, Elsevier (2022)
by Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena
(ReDIF-article, eee:empfin:v:68:y:2022:i:c:p:190-215) - Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size
Economics Working Papers, European University Institute (2006)
by Elena Pesavento
(ReDIF-paper, eui:euiwps:eco2006/18) - Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
Economics Working Papers, European University Institute (2006)
by Elena Pesavento, Barbara Rossi
(ReDIF-paper, eui:euiwps:eco2006/19) - Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors
Working Papers, Federal Reserve Bank of Dallas (2020)
by Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento
(ReDIF-paper, fip:feddwp:88270) - When Do State-Dependent Local Projections Work?
Working Papers, Federal Reserve Bank of Dallas (2022)
by Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento
(ReDIF-paper, fip:feddwp:94175) - Nonparametric Local Projections
Working Papers, Federal Reserve Bank of Dallas (2024)
by Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento
(ReDIF-paper, fip:feddwp:99177) - Small-sample confidence intervals for multivariate impulse response functions at long horizons
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
by Barbara Rossi & Elena Pesavento
(ReDIF-article, jae:japmet:v:21:y:2006:i:8:p:1135-1155) - On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
Journal of Money, Credit and Banking, Blackwell Publishing (2006)
by Elliott, Graham & Pesavento, Elena
(ReDIF-article, mcb:jmoncb:v:38:y:2006:i:6:p:1405-1430) - 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 (2009)
by GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena
(ReDIF-paper, mtl:montec:03-2009) - Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
by Nikolay Gospodinov & Alex Maynard & Elena Pesavento
(ReDIF-article, taf:jnlbes:v:29:y:2011:i:4:p:455-467) - Small‐sample confidence intervals for multivariate impulse response functions at long horizons
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
by Elena Pesavento & Barbara Rossi
(ReDIF-article, wly:japmet:v:21:y:2006:i:8:p:1135-1155) - Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
Econometrics, University Library of Munich, Germany (2004)
by Elena Pesavento & Barbara Rossi
(ReDIF-paper, wpa:wuwpem:0411002)