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 4 6 55
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 12 16 236
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 2 5 7 276
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 2 7 12 236
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 1 1 44 2 10 13 101
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 1 4 6 431
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 4 10 16 208
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 57 1 4 5 245
Nonparametric Local Projections 1 1 2 34 6 22 34 52
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 1 4 5 46
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 2 12 13 206
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 1 6 8 589
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 2 7 11 350
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 2 2 435
When Do State-Dependent Local Projections Work? 0 0 1 72 1 7 12 72
When do state-dependent local projections work? 0 0 0 5 1 3 6 35
Total Working Papers 1 2 4 789 28 119 172 3,573

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 3 6 223
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 3 12 15 184
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 6 37 1 16 30 104
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 1 7 12 228
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 0 4 1 8 10 31
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 1 2 2 286 7 16 23 721
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 1 4 7 325
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 1 8 11 111
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 0 1 29 0 3 7 105
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 0 8 10 91
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 2 111 2 21 25 444
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 4 8 391
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 5 8 15
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 1 6 8 112
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 0 4 10 183
The comovement in inventories and in sales: Higher and higher 0 0 0 13 2 6 9 73
Total Journal Articles 1 3 12 941 20 131 199 3,341

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Statistics updated 2026-03-04