11
H index
12
i10 index
496
Citations
Elena Pesavento : Citation Profile
Emory University | RESEARCH PRODUCTION: 15 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2000 - 2022). Relations with other researchers
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:
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Main data
Where Elena Pesavento has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Business & Economic Statistics | 3 |
| Journal of Econometrics | 2 |
| Macroeconomic Dynamics | 2 |
Recent works citing Elena Pesavento (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | 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 |
| 2023 | Another 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. Full description at Econpapers || Download paper |
| 2023 | Nearly Unbiased Estimation of Autoregressive Models for Bounded Near?Integrated Stochastic Processes*. (2021). Montañés, Antonio ; Carrion-i-Silvestre, Josep ; CarrioniSilvestre, Josep Lluis ; Montaes, Antonio ; Gadea, Maria Dolores. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:273-297. Full description at Econpapers || Download paper |
| 2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper |
| 2023 | Enter 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. Full description at Econpapers || Download paper |
| 2023 | A 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. 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 |
| 2023 | Moments, 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. Full description at Econpapers || Download paper |
| 2023 | Asymmetric 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. Full description at Econpapers || Download paper |
| 2023 | Is 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. Full description at Econpapers || Download paper |
| 2023 | Quantifying 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. 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 |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate. (2023). Lunsford, Kurt Graden. In: Working Papers. RePEc:fip:fedcwq:96582. Full description at Econpapers || Download paper |
| 2023 | Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618. Full description at Econpapers || Download paper |
| 2023 | State-Dependent Local Projections: Understanding Impulse Response Heterogeneity. (2023). Cloyne, James ; Taylor, Alan M ; Jorda, Oscar. In: Working Paper Series. RePEc:fip:fedfwp:95706. Full description at Econpapers || Download paper |
| 2023 | Financial 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. Full description at Econpapers || Download paper |
| 2023 | Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Modelling 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. Full description at Econpapers || Download paper |
| 2023 | Large timeâ€varying parameter VARs: A nonparametric approach. (2019). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:7:p:1027-1049. Full description at Econpapers || Download paper |
| 2023 | On 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. Full description at Econpapers || Download paper |
| 2023 | Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023. Full description at Econpapers || Download paper |
Works by Elena Pesavento:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | |
| 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 | 63 |
| 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: 63 | article | |
| 2004 | Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 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: 32 | 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: 32 | 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: 32 | 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: 32 | 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 | 25 |
| 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: 25 | 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: 25 | 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 | 12 |
| 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 | 26 |
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