Elena Pesavento
Elena Pesavento
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Title
Cited by
Cited by
Year
Oil price shocks, systematic monetary policy, and the “Great Moderation”
AM Herrera, E Pesavento
Macroeconomic Dynamics 13 (1), 107-137, 2009
2602009
Analytical evaluation of the power of tests for the absence of cointegration
E Pesavento
Journal of Econometrics 122 (2), 349-384, 2004
952004
The decline in US output volatility: structural changes and inventory investment
AM Herrera, E Pesavento
Journal of Business & Economic Statistics 23 (4), 462-472, 2005
932005
Unit roots, cointegration and pre-testing in VAR models
N Gospodinov, AM Herrera, E Pesavento
Advances in Econometrics 32, 81-115, 2013
542013
Small‐sample confidence intervals for multivariate impulse response functions at long horizons
E Pesavento, B Rossi
Journal of Applied Econometrics 21 (8), 1135-1155, 2006
522006
Small‐sample confidence intervals for multivariate impulse response functions at long horizons
E Pesavento, B Rossi
Journal of Applied Econometrics 21 (8), 1135-1155, 2006
522006
On the failure of purchasing power parity for bilateral exchange rates after 1973
G Elliott, E Pesavento
Journal of Money, Credit and Banking, 1405-1430, 2006
462006
Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity
G Elliott, M Jansson, E Pesavento
Journal of Business & Economic Statistics 23 (1), 34-48, 2005
452005
Do technology shocks drive hours up or down? A little evidence from an agnostic procedure
E Pesavento, B Rossi
Macroeconomic Dynamics 9 (4), 478-488, 2005
432005
Higher power tests for bilateral failure of PPP after 1973
G Elliott, E Pesavento
Journal of Money, Credit and Banking 38 (6), 1405-1430, 2006
382006
Sensitivity of impulse responses to small low-frequency comovements: Reconciling the evidence on the effects of technology shocks
N Gospodinov, A Maynard, E Pesavento
Journal of Business & Economic Statistics 29 (4), 455-467, 2011
302011
Sensitivity of impulse responses to small low-frequency comovements: Reconciling the evidence on the effects of technology shocks
N Gospodinov, A Maynard, E Pesavento
Journal of Business & Economic Statistics 29 (4), 455-467, 2011
302011
Impulse response confidence intervals for persistent data: What have we learned?
E Pesavento, B Rossi
Journal of Economic Dynamics and Control 31 (7), 2398-2412, 2007
212007
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison
E Pesavento
Journal of Time Series Analysis 28 (1), 111-137, 2007
162007
Oil price shocks, systematic monetary policy and the great moderation, Michigan State Univeristy
AM Herrera, E Pesavento
Unpublished manuscript, 2007
112007
Testing the null of no cointegration when covariates are known to have a unit root
G Elliott, E Pesavento
Econometric Theory 25 (6), 1829-1850, 2009
92009
The comovement in inventories and in sales: Higher and higher
AM Herrera, I Murtazashvili, E Pesavento
Economics Letters 99 (1), 155-158, 2008
92008
Near-optimal unit root tests with stationary covariates with better finite sample size
E Pesavento
European University Institute, 2006
72006
Analytical Evaluation of the Power of Tests for the Absence of Cointegration
E Pesavento
UCSD Economics Discussion Paper, 2000
72000
Small sample confidence intervals for multivariate impulse response functions at long horizons
E Pesavento, B Rossi
CEPR Discussion Paper, 2004
62004
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