Elena Pesavento

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly” Journal of Business and Economic Statistics	2026-04-17	Paper
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks Journal of Business and Economic Statistics	2025-01-20	Paper
State-dependent local projections Journal of Econometrics	2025-01-16	Paper
Impulse response analysis for structural dynamic models with nonlinear regressors Journal of Econometrics	2021-10-26	Paper
Unit Roots, Cointegration, and Pretesting in Var Models VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims	2020-07-10	Paper
Analytical evaluation of the power of tests for the absence of cointegration Journal of Econometrics	2015-12-29	Paper
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT Econometric Theory	2009-12-15	Paper
Impulse response confidence intervals for persistent data: what have we learned? Journal of Economic Dynamics and Control	2009-07-01	Paper
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” Macroeconomic Dynamics	2009-04-21	Paper
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison Journal of Time Series Analysis	2007-12-16	Paper
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE Macroeconomic Dynamics	2006-01-25	Paper

Research outcomes over time

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