Elena Pesavento : Citation Profile

Emory University

11

H index

12

i10 index

528

Citations

RESEARCH PRODUCTION:

16

Articles

15

Papers

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 22
   Journals where Elena Pesavento has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 14 (2.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe68
   Updated: 2025-12-27    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Kilian, Lutz (4)

Herrera, Ana María (4)

Goncalves, Silvia (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 (24)

Perron, Pierre (17)

Shahbaz, Muhammad (12)

Morley, James (10)

Singh, Aarti (9)

Rodríguez, Gabriel (9)

Yamamoto, Yohei (8)

Inoue, Atsushi (8)

Rodrigues, Paulo (7)

Miller, Stephen (7)

Smeekes, Stephan (7)

Cites to:

Kilian, Lutz (25)

Elliott, Graham (15)

Herrera, Ana María (10)

Stock, James (10)

Ramey, Valerie (9)

Vigfusson, Robert (9)

Jansson, Michael (8)

Rogoff, Kenneth (7)

Hansen, Bruce (6)

Campbell, John (6)

Potter, Simon (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 / Federal Reserve Bank of Dallas3
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

Recent works citing Elena Pesavento (2025 and 2024)

YearTitle of citing document
2025Global Financial Spillovers of ChineseMacroeconomic Surprises. (2025). Turen, Javier ; Gutierrez, Camila ; Vicondoa, Alejandro. In: Working Papers. RePEc:aoz:wpaper:366.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2025The E-Rule: A Novel Composite Indicator for Predicting Economic Recessions. (2025). Ebadi, Esmaeil. In: Papers. RePEc:arx:papers:2503.09839.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2024The Transmission of Supply Shocks in Different Inflation Regimes. (2024). Enders, Zeno ; Arndt, Sarah. In: Working papers. RePEc:bfr:banfra:938.

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2024A residual‐based nonparametric variance ratio no‐cointegration test. (2024). Reichold, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:847-856.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024The Changing Nature of Technology Shocks. (2024). Gunn, Christopher ; Görtz, Christoph ; Lubik, Thomas A ; Grtz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11385.

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2025Global and regional long-term climate forecasts: a heterogeneous future. (2025). Gonzalo, Jesus ; Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45946.

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2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

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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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2025Machine learning the macroeconomic effects of financial shocks. (2025). Marcellino, Massimiliano ; Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000977.

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2024State-dependent local projections. (2024). Kilian, Lutz ; Herrera, Ana María ; Gonalves, Slvia ; Pesavento, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000484.

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2025Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x.

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2024The effects of temperature shocks on energy prices and inflation in the Euro Area. (2024). Lucidi, Francesco ; Tancioni, Massimiliano ; Pisa, Marta Maria. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124001004.

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2024The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491.

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2025Gasoline prices, gasoline price expectations, and inflation expectations in the United States. (2025). Clements, Adam ; Pino, Gabriel ; Vatsa, Puneet. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003329.

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2025Stabilizing Taiwan’s economy: The role of energy pricing policy versus monetary policy. (2025). Wu, Yi-Hua ; Fang, Liang-Jyi. In: Energy. RePEc:eee:energy:v:323:y:2025:i:c:s036054422501196x.

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2025Uncertainty, macroeconomic activity and commodity price: A global analysis. (2025). Shi, Xunpeng ; Zeng, Ting ; He, Jia ; Shen, Yifan. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000493.

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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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2025Oil price swings and inflationary echoes: The impact of oil market shocks on consumer and producer prices in Europe and the U.S.. (2025). Vale, Sofia ; Gago, Joana. In: Resources Policy. RePEc:eee:jrpoli:v:107:y:2025:i:c:s0301420725002090.

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2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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2025Decomposing the monetary policy multiplier. (2025). Venditti, Fabrizio ; Alessandri, Piergiorgio ; Jord, Scar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000546.

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2024Impact of monetary policy shocks in the Peruvian economy over time. (2024). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Rojo, Flavio Prez. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:270-288.

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2024Local Projections. (2024). Jorda, Oscar ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:98669.

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2024The Changing Nature of Technology Shocks. (2024). Lubik, Thomas ; Gunn, Christopher ; Görtz, Christoph ; Gortz, Christoph. In: Working Paper. RePEc:fip:fedrwp:99119.

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2024Evaluating Renewable Energy’s Role in Mitigating CO 2 Emissions: A Case Study of Solar Power in Finland Using the ARDL Approach. (2024). Georgescu, Irina ; Kinnunen, Jani ; Nica, Ionu. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:16:p:4152-:d:1460500.

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2024Inflation Dynamics in OECD Economies: The Role of Crude Oil Import Price, Unconventional Monetary Policy, and Post-Pandemic Demand Shocks. (2024). Opoku, Philemon Kwame. In: Working Papers REM. RePEc:ise:remwps:wp03412024.

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2024Non-linear Cointegration Test, Based on Record Counting Statistic. (2024). Blas, Clara Simn ; Santos-Martn, M T ; Sipols, Ana E ; Fellag, Hocine ; Atil, Lynda. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10520-1.

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2024Business cycles in the USA: the role of monetary policy and oil shocks. (2024). Serletis, Apostolos ; Dery, Cosmas. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-024-02556-5.

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2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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2024An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2024/30.

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2025Are Hysteresis Effects Nonlinear?. (2025). Carnevale, Omar Pietro ; di Francesco, Damiano. In: LEM Papers Series. RePEc:ssa:lemwps:2025/32.

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2025Dynamic Effects of Persistent Shocks. (2025). Sanz, Carlos ; Gonzalo, Jesus ; Alloza, Mario. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:380-394.

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2025Asymmetric transmission of oil supply news. (2025). Gambetti, Luca ; Franconi, Alessandro ; Forni, Mario ; Sala, Luca. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:947-979.

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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.
[Full Text][Citation analysis]		article21
2005The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article69
2011Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		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
2007Residuals‐based tests for the null of no‐cointegration: an Analytical comparison In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article8
2004Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2000Analytical Evaluation of the Power of Tests for the Absence of Cointegration In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper64
2004Analytical evaluation of the power of tests for the absence of cointegration.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		article
2004Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper34
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: 34		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: 34		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: 34		article
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: 34		article
2009TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT In: Econometric Theory.
[Full Text][Citation analysis]		article3
2009OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article179
2005DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article26
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: 26		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: 26		paper
2006Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? In: Working Papers.
[Full Text][Citation analysis]		paper20
2007Impulse response confidence intervals for persistent data: What have we learned?.(2007) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		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: 20		paper
2004Do Technology Shocks Drive Hours Up or Down? In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper5
2008The comovement in inventories and in sales: Higher and higher In: Economics Letters.
[Full Text][Citation analysis]		article10
2021Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
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: 19		paper
2022Long-horizon stock valuation and return forecasts based on demographic projections In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2006Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size In: Economics Working Papers.
[Full Text][Citation analysis]		paper5
2022When Do State-Dependent Local Projections Work? In: Working Papers.
[Full Text][Citation analysis]		paper15
2024Nonparametric Local Projections In: Working Papers.
[Full Text][Citation analysis]		paper3
2006On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article25

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