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Information about:
Elena Pesavento

Personal Details | Affiliation | Works
This is information that was supplied by Elena Pesavento in registering through RePEc. If you are Elena Pesavento , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Elena
Middle Name:
Last Name: Pesavento
Suffix:

RePEc Short-ID: ppe68

Email:
Homepage: http://www.elenapesavento.com
Postal Address: Department of Economics Emory University Atlanta, GA30322-2240 USA
Phone: 404-712-9297

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Elena Pesavento & Barbara Rossi, 2006. "Impulse Responses Confidence Intervals for Persistent Data: What Have We Learned?," Emory Economics 0603, Department of Economics, Emory University (Atlanta). [Downloadable!]
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  2. Elena Pesavento, 2006. "Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size," Emory Economics 0606, Department of Economics, Emory University (Atlanta). [Downloadable!]
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  3. Graham Elliott & Elena Pesavento, 2005. "Higher Power Tests for Bilateral Failure of PPP after 1973," Emory Economics 0502, Department of Economics, Emory University (Atlanta). [Downloadable!]

  4. Elena Pesavento, 2005. "Residuals Bases Tests for the Null of No Cointegration: an Analytical Comparison," Emory Economics 0503, Department of Economics, Emory University (Atlanta). [Downloadable!]

  5. Barbara Rossi & Elena Pesavento, 2004. "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings 96, Econometric Society. [Downloadable!]

  6. Graham Elliott & Michael Jansson & Elena Pesavento, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series 2004-08, Department of Economics, UC San Diego. [Downloadable!]

  7. Elena Pesavento & Barbara Rossi, 2003. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure," Emory Economics 0326, Department of Economics, Emory University (Atlanta). [Downloadable!]
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    Published as:

  8. Graham Elliott & Michael Jansson & Elena Pesavento, 2003. "Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity," Emory Economics 0303, Department of Economics, Emory University (Atlanta). [Downloadable!]
    Published as:

  9. Ana Maria Herrero & Elena Pesavento, 2003. "The Decline In US Output Volatility: Structural Changes in Inventories or Sales?," Emory Economics 0301, Department of Economics, Emory University (Atlanta). [Downloadable!]

  10. Rossi, Barbara & Pesavento, Elena, 2003. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers 03-19, Duke University, Department of Economics. [Downloadable!]
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  11. Elena Pesavento, 2000. "Analytical Evaluation of the Power of Tests for the Absence of Cointegration," University of California at San Diego, Economics Working Paper Series 2000-24, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

Articles

  1. Herrera, Ana Mari­a & Murtazashvili, Irina & Pesavento, Elena, 2008. "The comovement in inventories and in sales: Higher and higher," Economics Letters, Elsevier, vol. 99(1), pages 155-158, April. [Downloadable!] (restricted)

  2. Pesavento, Elena & Rossi, Barbara, 2007. "Impulse response confidence intervals for persistent data: What have we learned?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2398-2412, July. [Downloadable!] (restricted)
    Other versions:

  3. Elena Pesavento, 2007. "Residuals-based tests for the null of no-cointegration: an Analytical comparison," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(1), pages 111-137, 01. [Downloadable!] (restricted)

  4. Barbara Rossi & Elena Pesavento, 2006. "Small-sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155. [Downloadable!]
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  5. Elliott, Graham & Pesavento, Elena, 2006. "On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1405-1430, September. [Downloadable!] (restricted)

  6. Graham Elliott & Michael Jansson & Elena Pesavento, 2005. "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 34-48, January. [Downloadable!] (restricted)
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  7. Herrera, Ana Maria & Pesavento, Elena, 2005. "The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 462-472, October. [Downloadable!] (restricted)

  8. Pesavento, Elena & Rossi, Barbara, 2005. "Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure," Macroeconomic Dynamics, Cambridge University Press, vol. 9(04), pages 478-488, October. [Downloadable!]
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  9. Pesavento, Elena, 2004. "Analytical evaluation of the power of tests for the absence of cointegration," Journal of Econometrics, Elsevier, vol. 122(2), pages 349-384, October. [Downloadable!] (restricted)
    Other versions:

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2006-03-25 2006-04-22
  2. NEP-DGE: Dynamic General Equilibrium (2) 2004-04-11 2004-11-07
  3. NEP-ECM: Econometrics (10) 2003-06-09 2004-03-28 2004-10-21 2005-01-16 2005-01-16 2005-02-13 2006-03-25 2006-04-22 2006-08-12 2006-09-11 Author is listed
  4. NEP-ETS: Econometric Time Series (10) 2003-06-04 2004-03-28 2004-10-21 2005-01-16 2005-01-16 2005-02-13 2006-03-25 2006-04-22 2006-08-12 2006-09-11 Author is listed
  5. NEP-IFN: International Finance (1) 2005-01-16
  6. NEP-LAB: Labour Economics (1) 2004-10-30
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This page was last updated on 2008-10-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.