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 3 5 10 59
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 2 17 237
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 7 9 14 283
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 4 14 238
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 5 8 19 107
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 2 8 20 212
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 1 4 9 434
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 57 1 2 6 246
Nonparametric Local Projections 0 1 1 34 3 13 37 59
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 1 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 2 13 206
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 2 11 350
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 1 2 9 590
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 3 3 5 438
When Do State-Dependent Local Projections Work? 0 0 0 72 8 9 19 80
When do state-dependent local projections work? 0 0 0 5 4 6 11 40
Total Working Papers 0 1 2 789 39 80 219 3,625

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 1 1 7 224
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 1 6 18 187
Impulse response analysis for structural dynamic models with nonlinear regressors 0 0 4 37 1 3 29 106
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 2 3 14 230
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 0 4 2 3 12 33
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 0 1 2 286 6 14 27 728
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 2 4 10 328
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 1 11 111
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 0 0 29 2 2 8 107
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 1 111 0 4 26 446
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 3 4 13 95
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 2 2 9 393
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 0 7 15
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 2 3 10 114
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 0 0 10 183
The comovement in inventories and in sales: Higher and higher 0 0 0 13 2 4 11 75
Total Journal Articles 0 1 8 941 26 54 222 3,375

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Statistics updated 2026-05-06