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Elena Pesavento

Emory University (from arXiv:2604.18778, 2026) · ORCID · OpenAlex

22 papers in scope · 19 published · 2 on the econ.EM arXiv · 836 citations · h-index 13 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Mikkel Plagborg-Møller
  2. Christian K. Wolf
  3. Eric Qian
  4. José Luis Montiel Olea
  5. Aleksei Nemtyrev
  6. Otilia Boldea
  7. Dake Li
  8. Atsushi Inoue
  9. Ekaterina Zubova
  10. Quinlan Lee
  11. Òscar Jordà
  12. Alexander Wehrli
  13. Daniele Ballinari
  14. Chaoyi Chen
  15. Balázs Vonnák
  16. Giovanni Ballarin
  17. Guido M. Kuersteiner
  18. Christian Gouriéroux
  19. Neil Shephard
  20. Oriol González-Casasús

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(3 of 22)

Semiparametric Local Projections
working paper2026 · arXiv
with Śılvia Gonçalves, Ana María Herrera, Lutz Kilian, Elena Peavento, Iones Kelanemer Holban
Paper profile arXiv arXiv:2606.13519
Estimator Averaging of Local Projection and VAR Impulse Responses
working paper2026 · arXiv
with Chaoyi Chen, Balázs Vonnák
Paper profile arXiv arXiv:2605.05456
Clustered Local Projections for Time-Varying Models
working paper2026 · arXiv
with Ana María Herrera, Alessia Scudiero
Paper profile arXiv arXiv:2604.18778
Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”
published2025 · Journal of Business and Economic Statistics
with Śılvia Gonçalves, Ana María Herrera
Journal of Business and Economic Statistics
State-dependent local projections
published2024 · Journal of Econometrics · 60 citations · first circulated 2023
with Śılvia Gonçalves, Ana María Herrera, Lutz Kilian
Journal of Econometrics
Oil prices uncertainty, endogenous regime switching, and inflation anchoring
published2023 · Journal of Applied Econometrics · 12 citations
with Yoosoon Chang, Ana María Herrera
Journal of Applied Econometrics
Long-horizon stock valuation and return forecasts based on demographic projections
published2022 · Journal of Empirical Finance · 3 citations
with Chaoyi Chen, Nikolay Gospodinov, Alex Maynard
Journal of Empirical Finance
Impulse response analysis for structural dynamic models with nonlinear regressors
published2021 · Journal of Econometrics · 30 citations · first circulated 2020
with Śılvia Gonçalves, Ana María Herrera, Lutz Kilian
Journal of Econometrics
Laundry Fabric Classification in Vertical Axis Washing Machines Using Data-Driven Soft Sensors
published2019 · Energies · 7 citations
with Marco Maggipinto, Fabio Altinier, Giuliano Zambonin, Alessandro Beghi, Gian Antonio Susto
Energies
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
published2011 · Journal of Business and Economic Statistics · 23 citations
with Nikolay Gospodinov, Alex Maynard
Journal of Business and Economic Statistics
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
published2009 · Econometric Theory · 13 citations
with Graham Elliott
Econometric Theory
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
published2009 · Macroeconomic Dynamics · 259 citations
with Ana María Herrera
Macroeconomic Dynamics
The comovement in inventories and in sales: Higher and higher
published2007 · Economics Letters · 14 citations
with Ana María Herrera, Irina Murtazashvili
Economics Letters
Small‐sample confidence intervals for multivariate impulse response functions at long horizons
published2006 · Journal of Applied Econometrics · 47 citations · first circulated 2004
with Barbara Rossi
Journal of Applied Econometrics
Impulse response confidence intervals for persistent data: What have we learned?
published2006 · Journal of Economic Dynamics and Control · 28 citations
with Barbara Rossi
Journal of Economic Dynamics and Control
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison
published2006 · Journal of Time Series Analysis · 19 citations · first circulated 2002
Journal of Time Series Analysis
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
published2006 · Journal of money credit and banking · 57 citations
with Graham Elliott
Journal of money credit and banking
The Decline in U.S. Output Volatility
published2005 · Journal of Business and Economic Statistics · 81 citations
with Ana María Herrera
Journal of Business and Economic Statistics
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
published2005 · Macroeconomic Dynamics · 39 citations · first circulated 2003
with Barbara Rossi
Macroeconomic Dynamics
Higher Power Tests for Bilateral Failure of PPP after 1973
published2005 · Emory Economics · 12 citations
with Graham Elliott
no link
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
published2004 · Journal of Business and Economic Statistics · 45 citations
with Graham Elliott, Michael Jansson
Journal of Business and Economic Statistics
Analytical evaluation of the power of tests for the absence of cointegration
published2004 · Journal of Econometrics · 87 citations · first circulated 2000
Journal of Econometrics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.