Oil price shocks, systematic monetary policy, and the “Great Moderation” AM Herrera, E Pesavento Macroeconomic Dynamics 13 (1), 107-137, 2009 | 312 | 2009 |
Analytical evaluation of the power of tests for the absence of cointegration E Pesavento Journal of Econometrics 122 (2), 349-384, 2004 | 117 | 2004 |
The decline in US output volatility: structural changes and inventory investment AM Herrera, E Pesavento Journal of Business & Economic Statistics 23 (4), 462-472, 2005 | 103 | 2005 |
Unit Roots, Cointegration, and Pretesting in Var Models☆ The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the … N Gospodinov, A María Herrera, E Pesavento VAR models in macroeconomics–new developments and applications: Essays in …, 2013 | 94 | 2013 |
Small‐sample confidence intervals for multivariate impulse response functions at long horizons E Pesavento, B Rossi Journal of Applied Econometrics 21 (8), 1135-1155, 2006 | 64 | 2006 |
On the failure of purchasing power parity for bilateral exchange rates after 1973 G Elliott, E Pesavento Journal of Money, Credit and Banking, 1405-1430, 2006 | 51 | 2006 |
Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity G Elliott, M Jansson, E Pesavento Journal of Business & Economic Statistics 23 (1), 34-48, 2005 | 51 | 2005 |
Do technology shocks drive hours up or down? A little evidence from an agnostic procedure E Pesavento, B Rossi Macroeconomic Dynamics 9 (4), 478-488, 2005 | 47 | 2005 |
Higher power tests for bilateral failure of PPP after 1973 G Elliott, E Pesavento Emory Univ., Department of Economics, 2004 | 41 | 2004 |
Sensitivity of impulse responses to small low-frequency comovements: Reconciling the evidence on the effects of technology shocks N Gospodinov, A Maynard, E Pesavento Journal of Business & Economic Statistics 29 (4), 455-467, 2011 | 33 | 2011 |
Impulse response analysis for structural dynamic models with nonlinear regressors S Gonçalves, AM Herrera, L Kilian, E Pesavento Journal of Econometrics 225 (1), 107-130, 2021 | 30 | 2021 |
Impulse response confidence intervals for persistent data: What have we learned? E Pesavento, B Rossi Journal of Economic Dynamics and Control 31 (7), 2398-2412, 2007 | 28 | 2007 |
When do state-dependent local projections work? S Gonçalves, AM Herrera, L Kilian, E Pesavento CEPR Discussion Paper No. DP17265, 2022 | 25 | 2022 |
Residuals‐based tests for the null of no‐cointegration: an analytical comparison E Pesavento Journal of Time Series Analysis 28 (1), 111-137, 2007 | 19 | 2007 |
Testing the null of no cointegration when covariates are known to have a unit root G Elliott, E Pesavento Econometric Theory 25 (6), 1829-1850, 2009 | 12 | 2009 |
Oil price shocks, systematic monetary policy and the great moderation, Michigan State Univeristy AM Herrera, E Pesavento Unpublished manuscript, 2007 | 12 | 2007 |
State-dependent local projections S Gonçalves, AM Herrera, L Kilian, E Pesavento Journal of Econometrics, 105702, 2024 | 11 | 2024 |
The comovement in inventories and in sales: Higher and higher AM Herrera, I Murtazashvili, E Pesavento Economics Letters 99 (1), 155-158, 2008 | 10 | 2008 |
Near-optimal unit root tests with stationary covariates with better finite sample size E Pesavento European University Institute, 2006 | 10 | 2006 |
Small sample confidence intervals for multivariate impulse response functions at long horizons E Pesavento, B Rossi Available at SSRN 598145, 2004 | 6 | 2004 |