Elena Pesavento
Economics and Econometrics · 2000–2009
A researcher in the Science corpus: 4 papers; trusts 19 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 29 citations into it; #4,552 of 23,481 by trust here, #5,722 by citations
- Finance — 10 citations into it; #7,707 of 10,518 by trust here, #5,938 by citations
Whom Elena Pesavento trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eric Zivot
- Graham Elliott
- Lutz Kilian
- Christopher A. Sims
- V. Ivanov
- Serena Ng
- James D. Hamilton
- A. Inoue
- Michael Jansson
- Ben S. Bernanke
Who trusts Elena Pesavento overall
- Graham Elliott
- Lutz Kilian
- K. Lumpur.
- Ò. Jordà
- Michael Jansson
- Abdulkadir Abdulrashid Rafindadi
- Muhammad Shahbaz
- G. Peersman
- Sahbi Farhani
- Christiane Baumeister
Papers from Elena Pesavento's perspective
Ordered by how strongly the researchers Elena Pesavento trusts endorse each paper. Same corpus, a different order for every researcher.
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- MACROECONOMICS AND REALITY
- Testing for Unit Roots with Stationary Covariates
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
- On Cross-Country Differences in the Persistence of Real Exchange Rates (Social Science Research Network)
- THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED (Econometric Theory)
- Analytical Evaluation of the Power of Tests for the Absence of Cointegration
- Has Monetary Policy Become More Effective? (Review of Economics and Statistics)
- A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries
- Bootstrapping autoregressive processes with possible unit roots
Their papers
- Small sample confidence intervals for multivariate impulse response functions at long horizons (2006) — 64 citations
- OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” (2009) — 252 citations
- Analytical Evaluation of the Power of Tests for the Absence of Cointegration (2000) — 99 citations
- Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity (2004) — 50 citations