Elena Pesavento
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Elena |
| last: |
Pesavento |
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Affiliations
-
Emory University
/ Department of Economics
Research profile
author of:
- Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity (RePEc:bes:jnlbes:v:23:y:2005:p:34-48)
by Graham Elliott & Michael Jansson & Elena Pesavento - The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment (RePEc:bes:jnlbes:v:23:y:2005:p:462-472)
by Herrera, Ana Maria & Pesavento, Elena - Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks (RePEc:bes:jnlbes:v:29:i:4:y:2011:p:455-467)
by Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena - Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (RePEc:bla:jtsera:v:28:y:2007:i:1:p:111-137)
by Elena Pesavento - Optimal Power for Testing Potential Cointegrating Vectors with Known (RePEc:cdl:ucsdec:qt2bv7n071)
by Elliott, Graham & Jansson, Michael & Pesavento, Elena - Analytical Evaluation of the Power of Tests for the Absence of Cointegration (RePEc:cdl:ucsdec:qt4cq4773c)
by Pesavento, Elena - When do state-dependent local projections work? (RePEc:cpr:ceprdp:17265)
by Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena - Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons (RePEc:cpr:ceprdp:4536)
by Rossi, Barbara & Pesavento, Elena - Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root (RePEc:cup:etheor:v:25:y:2009:i:06:p:1829-1850_99)
by Elliott, Graham & Pesavento, Elena - Oil Price Shocks, Systematic Monetary Policy, And The “Great Moderation” (RePEc:cup:macdyn:v:13:y:2009:i:01:p:107-137_07)
by Herrera, Ana María & Pesavento, Elena - Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure (RePEc:cup:macdyn:v:9:y:2005:i:04:p:478-488_04)
by Pesavento, Elena & Rossi, Barbara - Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons (RePEc:duk:dukeec:03-19)
by Rossi, Barbara & Pesavento, Elena - Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure (RePEc:duk:dukeec:03-23)
by Rossi, Barbara & Pesavento, Elena - Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? (RePEc:duk:dukeec:06-03)
by Pesavento, Elena & Rossi, Barbara - Do Technology Shocks Drive Hours Up or Down? (RePEc:ecm:nasm04:96)
by Barbara Rossi & Elena Pesavento - Small sample confidence intervals for multivariate impulse response functions at long horizons (RePEc:ecm:nawm04:364)
by Barbara Rossi (Duke) & Elena Pesavento (Emory) - Impulse response confidence intervals for persistent data: What have we learned? (RePEc:eee:dyncon:v:31:y:2007:i:7:p:2398-2412)
by Pesavento, Elena & Rossi, Barbara - The comovement in inventories and in sales: Higher and higher (RePEc:eee:ecolet:v:99:y:2008:i:1:p:155-158)
by Herrera, Ana Maria & Murtazashvili, Irina & Pesavento, Elena - Analytical evaluation of the power of tests for the absence of cointegration (RePEc:eee:econom:v:122:y:2004:i:2:p:349-384)
by Pesavento, Elena - Impulse response analysis for structural dynamic models with nonlinear regressors (RePEc:eee:econom:v:225:y:2021:i:1:p:107-130)
by Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena - Long-horizon stock valuation and return forecasts based on demographic projections (RePEc:eee:empfin:v:68:y:2022:i:c:p:190-215)
by Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena - Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size (RePEc:eui:euiwps:eco2006/18)
by Elena Pesavento - Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? (RePEc:eui:euiwps:eco2006/19)
by Elena Pesavento, Barbara Rossi - Semiparametric Local Projections (RePEc:fip:feddwp:103495)
by Sílvia Gonçalves & Ana María Herrera & Iones Kelanemer Holban & Lutz Kilian & Elena Pesavento - Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors (RePEc:fip:feddwp:88270)
by Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - When Do State-Dependent Local Projections Work? (RePEc:fip:feddwp:94175)
by Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - Nonparametric Local Projections (RePEc:fip:feddwp:99177)
by Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - Small-sample confidence intervals for multivariate impulse response functions at long horizons (RePEc:jae:japmet:v:21:y:2006:i:8:p:1135-1155)
by Barbara Rossi & Elena Pesavento - On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 (RePEc:mcb:jmoncb:v:38:y:2006:i:6:p:1405-1430)
by Elliott, Graham & Pesavento, Elena - Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks (RePEc:mtl:montec:03-2009)
by GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena - Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks (RePEc:taf:jnlbes:v:29:y:2011:i:4:p:455-467)
by Nikolay Gospodinov & Alex Maynard & Elena Pesavento - Small‐sample confidence intervals for multivariate impulse response functions at long horizons (RePEc:wly:japmet:v:21:y:2006:i:8:p:1135-1155)
by Elena Pesavento & Barbara Rossi - Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure (RePEc:wpa:wuwpem:0411002)
by Elena Pesavento & Barbara Rossi