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 11 0 0 2 33
Do Technology Shocks Drive Hours Up or Down? 0 0 0 43 0 1 4 210
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 0 5 251
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 35 0 1 2 206
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 31 0 0 4 184
Higher Power Tests for Bilateral Failure of PPP after 1973 0 0 0 115 0 0 2 417
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 1 2 415
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 32 0 0 1 184
Impulse Responses Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 63 0 0 3 196
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 54 0 0 0 230
Near-optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size 0 0 0 72 0 0 0 312
Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity 0 0 0 84 0 0 4 293
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 1 1 3 23
Residuals Based Tests for the Null of No Cointegration: An Analytical Comparison 0 0 0 106 0 0 3 843
Residuals-based Tests for Cointegration: An Analytical Comparison 0 0 0 2 0 0 4 22
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 1 39 1 4 9 155
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 1 77 0 1 5 327
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 122 0 1 1 559
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 1 65 0 0 4 416
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 162 0 0 3 591
Total Working Papers 0 0 4 1,252 2 10 61 5,867


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 1 41 0 1 10 170
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 1 39 0 0 3 155
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 59 3 3 10 187
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 0 1 7 244 1 4 18 580
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 2 2 102 1 4 4 293
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 3 90
Residuals-based tests for the null of no-cointegration: an Analytical comparison 0 0 0 25 0 0 2 85
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 1 2 95 0 4 20 339
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 73 0 1 5 373
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 29 0 0 0 91
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 53 0 0 0 159
The comovement in inventories and in sales: Higher and higher 0 0 1 12 0 0 4 48
Total Journal Articles 0 4 14 795 5 17 79 2,570


Statistics updated 2019-07-03