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 14 0 0 1 49
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 0 0 220
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 1 1 1 270
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 0 0 224
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 0 3 88
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 0 0 0 192
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 0 0 425
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 57 0 0 0 240
Nonparametric Local Projections 0 1 33 33 2 6 24 24
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 0 41
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 0 0 1 193
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 0 0 339
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 0 0 0 581
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 0 1 433
When Do State-Dependent Local Projections Work? 0 1 2 72 0 1 4 61
When do state-dependent local projections work? 0 0 2 5 0 0 9 29
Total Working Papers 0 2 38 787 3 8 44 3,409

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 0 2 217
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 0 2 169
Impulse response analysis for structural dynamic models with nonlinear regressors 0 2 8 33 1 4 19 78
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 65 0 0 1 216
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 2 4 0 0 4 21
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 0 0 6 284 1 4 18 702
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 0 0 2 318
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 1 100
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 1 1 29 0 1 1 99
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 0 1 2 82
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 1 1 110 0 1 7 420
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 1 3 384
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 1 2 8
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 0 0 104
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 0 0 0 173
The comovement in inventories and in sales: Higher and higher 0 0 0 13 0 0 0 64
Total Journal Articles 0 4 18 933 2 13 64 3,155

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06