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 0 14 2 2 4 53
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 5 5 225
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 1 2 271
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 1 5 6 230
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 1 1 1 44 4 4 9 95
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 2 2 427
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 2 8 8 200
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 57 1 2 2 242
Nonparametric Local Projections 0 0 32 33 4 7 32 34
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 1 1 42
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 1 194
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 2 4 6 345
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 2 4 4 585
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 1 1 2 434
When Do State-Dependent Local Projections Work? 0 0 1 72 2 5 7 67
When do state-dependent local projections work? 0 0 1 5 1 3 8 33
Total Working Papers 1 1 35 788 23 55 99 3,477

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 4 220
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 3 3 172
Impulse response analysis for structural dynamic models with nonlinear regressors 1 2 9 37 7 9 27 95
Impulse response confidence intervals for persistent data: What have we learned? 0 1 1 66 1 4 6 222
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 1 4 1 3 4 24
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 1 1 2 285 1 2 10 706
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 0 0 4 321
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 4 7 8 107
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 0 1 29 2 4 6 104
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 2 3 5 85
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 2 111 2 4 10 425
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 2 5 387
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 2 3 6 12
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 2 2 4 108
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 0 4 6 179
The comovement in inventories and in sales: Higher and higher 0 0 0 13 1 3 4 68
Total Journal Articles 2 4 16 940 25 54 112 3,235

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Statistics updated 2026-01-09