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 7 56
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 11 16 236
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 5 7 276
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 2 8 14 238
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 1 7 14 102
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 2 10 18 210
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 2 6 8 433
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 57 0 3 5 245
Nonparametric Local Projections 0 1 1 34 4 22 36 56
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 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 0 12 13 206
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 0 4 8 589
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 5 11 350
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 1 2 435
When Do State-Dependent Local Projections Work? 0 0 1 72 0 5 12 72
When do state-dependent local projections work? 0 0 0 5 1 3 7 36
Total Working Papers 0 1 3 789 13 109 183 3,586

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 2 14 17 186
Impulse response analysis for structural dynamic models with nonlinear regressors 0 0 5 37 1 10 29 105
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 0 6 12 228
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 0 4 0 7 10 31
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 0 1 2 286 1 16 24 722
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 1 5 8 326
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 4 11 111
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 0 0 29 0 1 6 105
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 1 111 2 21 26 446
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 1 7 10 92
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 4 7 391
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 3 7 15
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 4 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 0 5 9 73
Total Journal Articles 0 1 9 941 8 114 200 3,349

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Statistics updated 2026-04-09