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 1 3 5 54
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 10 13 15 235
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 3 4 5 274
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 4 9 10 234
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 1 1 44 4 8 12 99
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 4 7 12 204
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 3 4 5 430
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 57 2 4 4 244
Nonparametric Local Projections 0 0 9 33 12 18 33 46
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 3 4 4 45
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 10 11 11 204
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 3 6 9 348
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 3 5 7 588
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 1 2 3 435
When Do State-Dependent Local Projections Work? 0 0 1 72 4 7 11 71
When do state-dependent local projections work? 0 0 0 5 1 2 7 34
Total Working Papers 0 1 11 788 68 107 153 3,545

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 3 3 6 223
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 9 11 12 181
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 9 37 8 16 33 103
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 5 7 11 227
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 0 4 6 7 9 30
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 0 1 2 285 8 10 18 714
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 3 3 7 324
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 3 10 10 110
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 0 1 29 1 3 7 105
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 2 111 17 20 25 442
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 6 8 11 91
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 4 6 9 391
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 3 6 9 15
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 3 5 7 111
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 4 7 10 183
The comovement in inventories and in sales: Higher and higher 0 0 0 13 3 6 7 71
Total Journal Articles 0 2 15 940 86 128 191 3,321

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Statistics updated 2026-02-12