Elena Pesavento
Personal Details
First Name: | Elena |
Middle Name: | |
Last Name: | Pesavento |
Suffix: | |
RePEc Short-ID: | ppe68 |
| |
http://www.elenapesavento.com | |
Department of Economics Emory University Atlanta, GA30322-2240 USA | |
404-712-9297 | |
Terminal Degree: | 2000 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy) |
Affiliation
Department of Economics
Emory University
Atlanta, Georgia (United States)http://www.economics.emory.edu/
RePEc:edi:deemous (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2022.
"When Do State-Dependent Local Projections Work?,"
Working Papers
2205, Federal Reserve Bank of Dallas.
- Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022. "When do state-dependent local projections work?," CEPR Discussion Papers 17265, C.E.P.R. Discussion Papers.
- Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020.
"Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors,"
Working Papers
2019, Federal Reserve Bank of Dallas.
- Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021. "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, vol. 225(1), pages 107-130.
- GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009.
"Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks,"
Cahiers de recherche
03-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011. "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, vol. 29(4), pages 455-467.
- Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2011. "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, vol. 29(4), pages 455-467, October.
- Elena Pesavento, 2006. "Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size," Economics Working Papers ECO2006/18, European University Institute.
- Pesavento, Elena & Rossi, Barbara, 2006.
"Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?,"
Working Papers
06-03, Duke University, Department of Economics.
- Pesavento, Elena & Rossi, Barbara, 2007. "Impulse response confidence intervals for persistent data: What have we learned?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2398-2412, July.
- Elena Pesavento, Barbara Rossi, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Economics Working Papers ECO2006/19, European University Institute.
- Elena Pesavento & Barbara Rossi, 2004.
"Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure,"
Econometrics
0411002, University Library of Munich, Germany.
- Pesavento, Elena & Rossi, Barbara, 2005. "Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure," Macroeconomic Dynamics, Cambridge University Press, vol. 9(4), pages 478-488, September.
- Rossi, Barbara & Pesavento, Elena, 2003. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure," Working Papers 03-23, Duke University, Department of Economics.
- Barbara Rossi & Elena Pesavento, 2004. "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings 96, Econometric Society.
- Elliott, Graham & Jansson, Michael & Pesavento, Elena, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series qt2bv7n071, Department of Economics, UC San Diego.
- Rossi, Barbara & Pesavento, Elena, 2003.
"Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons,"
Working Papers
03-19, Duke University, Department of Economics.
- Elena Pesavento & Barbara Rossi, 2006. "Small‐sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155, December.
- Barbara Rossi & Elena Pesavento, 2006. "Small-sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155.
- Barbara Rossi (Duke) & Elena Pesavento (Emory), 2004. "Small sample confidence intervals for multivariate impulse response functions at long horizons," Econometric Society 2004 North American Winter Meetings 364, Econometric Society.
- Rossi, Barbara & Pesavento, Elena, 2004. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers 4536, C.E.P.R. Discussion Papers.
- Pesavento, Elena, 2000.
"Analytical Evaluation of the Power of Tests for the Absence of Cointegration,"
University of California at San Diego, Economics Working Paper Series
qt4cq4773c, Department of Economics, UC San Diego.
- Pesavento, Elena, 2004. "Analytical evaluation of the power of tests for the absence of cointegration," Journal of Econometrics, Elsevier, vol. 122(2), pages 349-384, October.
Articles
- Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2022. "Long-horizon stock valuation and return forecasts based on demographic projections," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 190-215.
- Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021.
"Impulse response analysis for structural dynamic models with nonlinear regressors,"
Journal of Econometrics, Elsevier, vol. 225(1), pages 107-130.
- Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020. "Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors," Working Papers 2019, Federal Reserve Bank of Dallas.
- Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011.
"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, vol. 29(4), pages 455-467.
- Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2011. "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, vol. 29(4), pages 455-467, October.
- GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009. "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche 03-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Elliott, Graham & Pesavento, Elena, 2009. "Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1829-1850, December.
- Herrera, Ana María & Pesavento, Elena, 2009. "Oil Price Shocks, Systematic Monetary Policy, And The “Great Moderation”," Macroeconomic Dynamics, Cambridge University Press, vol. 13(1), pages 107-137, February.
- Herrera, Ana Maria & Murtazashvili, Irina & Pesavento, Elena, 2008. "The comovement in inventories and in sales: Higher and higher," Economics Letters, Elsevier, vol. 99(1), pages 155-158, April.
- Pesavento, Elena & Rossi, Barbara, 2007.
"Impulse response confidence intervals for persistent data: What have we learned?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2398-2412, July.
- Elena Pesavento, Barbara Rossi, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Economics Working Papers ECO2006/19, European University Institute.
- Pesavento, Elena & Rossi, Barbara, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers 06-03, Duke University, Department of Economics.
- Elena Pesavento, 2007. "Residuals‐based tests for the null of no‐cointegration: an Analytical comparison," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 111-137, January.
- Elliott, Graham & Pesavento, Elena, 2006. "On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1405-1430, September.
- Barbara Rossi & Elena Pesavento, 2006.
"Small-sample confidence intervals for multivariate impulse response functions at long horizons,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155.
- Elena Pesavento & Barbara Rossi, 2006. "Small‐sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155, December.
- Rossi, Barbara & Pesavento, Elena, 2003. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers 03-19, Duke University, Department of Economics.
- Barbara Rossi (Duke) & Elena Pesavento (Emory), 2004. "Small sample confidence intervals for multivariate impulse response functions at long horizons," Econometric Society 2004 North American Winter Meetings 364, Econometric Society.
- Rossi, Barbara & Pesavento, Elena, 2004. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers 4536, C.E.P.R. Discussion Papers.
- Graham Elliott & Michael Jansson & Elena Pesavento, 2005. "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 34-48, January.
- Herrera, Ana Maria & Pesavento, Elena, 2005. "The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 462-472, October.
- Pesavento, Elena & Rossi, Barbara, 2005.
"Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure,"
Macroeconomic Dynamics, Cambridge University Press, vol. 9(4), pages 478-488, September.
- Elena Pesavento & Barbara Rossi, 2004. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure," Econometrics 0411002, University Library of Munich, Germany.
- Rossi, Barbara & Pesavento, Elena, 2003. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure," Working Papers 03-23, Duke University, Department of Economics.
- Pesavento, Elena, 2004.
"Analytical evaluation of the power of tests for the absence of cointegration,"
Journal of Econometrics, Elsevier, vol. 122(2), pages 349-384, October.
- Pesavento, Elena, 2000. "Analytical Evaluation of the Power of Tests for the Absence of Cointegration," University of California at San Diego, Economics Working Paper Series qt4cq4773c, Department of Economics, UC San Diego.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (6) 2004-03-28 2005-02-13 2006-03-25 2006-09-11 2020-08-24 2022-06-20. Author is listed
- NEP-ETS: Econometric Time Series (6) 2004-03-28 2005-02-13 2006-03-25 2006-09-11 2020-08-24 2022-06-20. Author is listed
- NEP-DGE: Dynamic General Equilibrium (2) 2004-04-11 2004-11-07
- NEP-CBA: Central Banking (1) 2006-03-25
- NEP-LAB: Labour Economics (1) 2004-10-30
- NEP-ORE: Operations Research (1) 2020-08-24
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