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 0 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 1 1 3 89
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 0 33 33 2 4 26 26
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 2 2 2 341
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 0 1 72 0 1 3 62
When do state-dependent local projections work? 0 0 2 5 0 0 8 29
Total Working Papers 0 0 37 787 5 9 46 3,415

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 1 2 218
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 2 2 8 35 6 7 20 84
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 65 2 2 2 218
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 4 284 0 1 15 702
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 1 2 3 320
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 0 1 29 0 0 1 99
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 1 1 2 111 1 1 6 421
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 0 0 2 82
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 1 1 4 385
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 0 2 8
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 1 1 1 105
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 0 1 1 174
The comovement in inventories and in sales: Higher and higher 0 0 0 13 0 0 0 64
Total Journal Articles 3 3 17 936 12 17 66 3,170

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Statistics updated 2025-08-05