Elena Pesavento : Citation Profile


Are you Elena Pesavento?

Emory University

10

H index

11

i10 index

490

Citations

RESEARCH PRODUCTION:

14

Articles

14

Papers

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 22
   Journals where Elena Pesavento has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 13 (2.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe68
   Updated: 2024-11-04    RAS profile: 2022-10-24    
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Relations with other researchers


Works with:

Kilian, Lutz (3)

Goncalves, Silvia (3)

Herrera, Ana María (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Elena Pesavento.

Is cited by:

Kilian, Lutz (22)

Perron, Pierre (15)

Shahbaz, Muhammad (12)

Morley, James (10)

Singh, Aarti (9)

Yamamoto, Yohei (8)

Inoue, Atsushi (8)

Smeekes, Stephan (7)

Rossi, Barbara (7)

Rubio-Ramirez, Juan F (7)

Miller, Stephen (7)

Cites to:

Kilian, Lutz (21)

Elliott, Graham (15)

Stock, James (10)

Ramey, Valerie (8)

Vigfusson, Robert (8)

Jansson, Michael (8)

Rogoff, Kenneth (7)

Herrera, Ana María (6)

Hansen, Bruce (6)

Campbell, John (6)

Rossi, Barbara (5)

Main data


Where Elena Pesavento has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics3
Journal of Econometrics2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
Working Papers / Duke University, Department of Economics3
Economics Working Papers / European University Institute2
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego2
Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Elena Pesavento (2024 and 2023)


YearTitle of citing document
2024Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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2023Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834.

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2023Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925.

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2023A hidden risk in climate change: The effect of daily rainfall shocks on industrial activities. (2023). Zhang, Ning ; Kong, Fanbin ; Choi, Yongrok ; Zhou, Tao ; Wu, Zhiyang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:161-180.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

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2023Asymmetric effect of the oil price in the ecuadorian economy. (2023). Carrillo-Maldonado, Paul ; Bunce, Alan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003742.

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2023Is refined oil price regulation a “shock absorber” for crude oil price shocks?. (2023). Wang, Shouyang ; Jiao, Jianbin ; Hu, YI ; Zhang, QI. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005882.

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2023Quantifying the uncertainty of long-term macroeconomic projections. (2023). Demirel, Ufuk ; Otterson, James. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070423000010.

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2024Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins. (2024). Rujin, Svetlana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s016407042300071x.

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2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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2023Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate. (2023). Lunsford, Kurt Graden. In: Working Papers. RePEc:fip:fedcwq:96582.

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2023Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618.

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2023State-Dependent Local Projections: Understanding Impulse Response Heterogeneity. (2023). Cloyne, James ; Taylor, Alan M ; Jorda, Oscar. In: Working Paper Series. RePEc:fip:fedfwp:95706.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601.

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2023.

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2023The Micro and Macro Effects of Changes in the Potential Benefit Duration. (2023). Jessen, Jonas ; Kluve, Jochen ; Gora, Marek ; Galecka-Burdziak, Ewa. In: IZA Discussion Papers. RePEc:iza:izadps:dp15978.

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2023Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Chini, Emilio Zanetti ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318.

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2023On the empirical relevance of the exchange rate as a shock absorber at the zero lower bound. (2023). Hurtgen, Patrick ; Hoffmann, Mathias ; Finck, David. In: Discussion Papers. RePEc:zbw:bubdps:102023.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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Works by Elena Pesavento:


YearTitleTypeCited
2005Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics.
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article20
2005The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment In: Journal of Business & Economic Statistics.
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article67
2011Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks In: Journal of Business & Economic Statistics.
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article21
2009Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks.(2009) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2011Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
article
2004Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series.
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paper1
2000Analytical Evaluation of the Power of Tests for the Absence of Cointegration In: University of California at San Diego, Economics Working Paper Series.
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paper62
2004Analytical evaluation of the power of tests for the absence of cointegration.(2004) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 62
article
2004Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons In: CEPR Discussion Papers.
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paper32
2003Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2004Small sample confidence intervals for multivariate impulse response functions at long horizons.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2006Small-sample confidence intervals for multivariate impulse response functions at long horizons.(2006) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
2009TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT In: Econometric Theory.
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article3
2009OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” In: Macroeconomic Dynamics.
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article174
2005DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE In: Macroeconomic Dynamics.
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article24
2003Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2004Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2006Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? In: Working Papers.
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paper19
2007Impulse response confidence intervals for persistent data: What have we learned?.(2007) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 19
article
2006Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2004Do Technology Shocks Drive Hours Up or Down? In: Econometric Society 2004 North American Summer Meetings.
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paper5
2008The comovement in inventories and in sales: Higher and higher In: Economics Letters.
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article10
2021Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics.
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article9
2020Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2022Long-horizon stock valuation and return forecasts based on demographic projections In: Journal of Empirical Finance.
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article0
2006Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size In: Economics Working Papers.
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paper5
2022When Do State-Dependent Local Projections Work? In: Working Papers.
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paper12
2006On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article26

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