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Access Statistics for Elena Pesavento

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical Evaluation of the Power of Tests for the Absence of Cointegration 0 1 1 14 0 1 1 49
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 0 0 220
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 0 0 269
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 0 0 224
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 43 0 0 8 86
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 34 0 0 0 192
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 0 0 425
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size 0 0 1 57 0 0 1 240
Nonparametric Local Projections 0 0 0 0 0 0 0 0
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 0 41
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 0 0 1 192
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 0 1 339
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 0 0 0 581
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 0 0 432
When Do State-Dependent Local Projections Work? 0 0 4 71 0 1 11 60
When do state-dependent local projections work? 0 1 2 4 0 2 6 23
Total Working Papers 0 2 9 752 0 4 29 3,373

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical evaluation of the power of tests for the absence of cointegration 0 0 0 51 0 0 1 216
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 1 1 168
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 12 28 1 3 29 67
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 65 0 0 3 216
Long-horizon stock valuation and return forecasts based on demographic projections 1 1 1 3 2 3 5 20
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 1 2 7 283 2 8 15 696
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 1 106 0 0 2 317
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 0 99
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison 0 0 0 28 0 0 0 98
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 109 0 0 5 415
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 0 0 3 80
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 1 1 382
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 0 0 6
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 0 0 104
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 0 0 0 173
The comovement in inventories and in sales: Higher and higher 0 0 0 13 0 0 0 64
Total Journal Articles 2 4 21 924 5 16 65 3,121

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Statistics updated 2024-12-04