Access Statistics for Elena Pesavento

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical Evaluation of the Power of Tests for the Absence of Cointegration 0 0 1 14 0 0 1 49
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 0 0 220
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 0 0 269
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 0 0 224
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 1 2 5 88
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 0 0 0 192
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 0 0 425
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 57 0 0 0 240
Nonparametric Local Projections 8 32 32 32 5 18 18 18
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 0 41
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 0 1 2 193
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 0 1 339
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 0 0 0 581
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 1 1 1 433
When Do State-Dependent Local Projections Work? 0 0 2 71 0 0 6 60
When do state-dependent local projections work? 0 1 2 5 2 6 10 29
Total Working Papers 8 33 37 785 9 28 44 3,401

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical evaluation of the power of tests for the absence of cointegration 0 0 0 51 0 1 2 217
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 1 2 169
Impulse response analysis for structural dynamic models with nonlinear regressors 3 3 13 31 4 7 31 74
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 65 0 0 1 216
Long-horizon stock valuation and return forecasts based on demographic projections 0 1 2 4 0 1 5 21
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 1 1 8 284 2 2 16 698
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 1 1 2 318
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 1 1 100
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 0 0 28 0 0 0 98
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 109 2 4 8 419
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 1 1 3 81
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 1 1 2 383
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 1 1 1 7
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 0 0 104
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 0 0 0 173
The comovement in inventories and in sales: Higher and higher 0 0 0 13 0 0 0 64
Total Journal Articles 4 5 23 929 12 21 74 3,142

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Statistics updated 2025-03-03