11
H index
12
i10 index
508
Citations
Emory University | 11 H index 12 i10 index 508 Citations RESEARCH PRODUCTION: 16 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Elena Pesavento. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Business & Economic Statistics | 3 |
Macroeconomic Dynamics | 2 |
Journal of Econometrics | 2 |
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2025 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | Global and regional long-term climate forecasts: a heterogeneous future. (2025). Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45946. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Labor 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. Full description at Econpapers || Download paper |
2024 | Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242. Full description at Econpapers || Download paper |
2024 | The Changing Nature of Technology Shocks. (2024). Lubik, Thomas ; Gunn, Christopher ; Gortz, Christoph. In: Working Paper. RePEc:fip:fedrwp:99119. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2005 | Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 21 |
2005 | The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 68 |
2011 | Sensitivity 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] | article | 21 |
2009 | Sensitivity 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 | |
2011 | Sensitivity 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 | |
2007 | Residuals‐based tests for the null of no‐cointegration: an Analytical comparison In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
2004 | Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2000 | Analytical 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] | paper | 64 |
2004 | Analytical 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 | |
2004 | Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2003 | Small 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 | |
2004 | Small 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 | |
2006 | Small-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 | |
2006 | Small‐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 | |
2009 | TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
2009 | OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 174 |
2005 | DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 26 |
2003 | Do 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 | |
2004 | Do 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 | |
2006 | Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2007 | Impulse 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: 19 | article | |
2006 | Impulse 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 | |
2004 | Do Technology Shocks Drive Hours Up or Down? In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 5 |
2008 | The comovement in inventories and in sales: Higher and higher In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2021 | Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2020 | Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2022 | Long-horizon stock valuation and return forecasts based on demographic projections In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2006 | Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size In: Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | When Do State-Dependent Local Projections Work? In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2024 | Nonparametric Local Projections In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 25 |
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