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 5 11 60
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 2 18 238
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 1 8 14 284
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 2 14 238
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 1 7 20 108
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 0 4 20 212
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 3 9 434
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 0 57 0 1 6 246
Nonparametric Local Projections 1 1 2 35 1 8 36 60
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 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 0 13 206
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 1 1 12 351
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 0 1 9 590
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 1 4 6 439
When Do State-Dependent Local Projections Work? 0 0 0 72 3 11 22 83
When do state-dependent local projections work? 0 0 0 5 0 5 11 40
Total Working Papers 1 1 3 790 10 62 226 3,635

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 7 224
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 1 4 19 188
Impulse response analysis for structural dynamic models with nonlinear regressors 1 1 5 38 1 3 29 107
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 1 3 15 231
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 0 4 2 4 14 35
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 0 0 2 286 0 7 26 728
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 0 3 10 328
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 11 111
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 0 0 29 1 3 9 108
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 1 111 0 2 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 5 14 96
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 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 0 2 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 0 2 11 75
Total Journal Articles 1 1 9 942 7 41 227 3,382

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Statistics updated 2026-06-04