Elena Pesavento

Elena Pesavento

Emory & Henry College

H-index: 14

North America-United States

About Elena Pesavento

Elena Pesavento, With an exceptional h-index of 14 and a recent h-index of 10 (since 2020), a distinguished researcher at Emory & Henry College, specializes in the field of Econometrics, Time Series Analysis.

His recent articles reflect a diverse array of research interests and contributions to the field:

State-dependent local projections

Oil prices uncertainty, endogenous regime switching, and inflation anchoring

Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio

For online publication: Appendix to “State-dependent local projections”

When do state-dependent local projections work?

Additional (Not-for-Publication) Appendix for: Long-Horizon Stock Valuation and Return Forecasts Conditional on Demographic Projections

Long-horizon stock valuation and return forecasts based on demographic projections

Impulse response analysis for structural dynamic models with nonlinear regressors

Elena Pesavento Information

University

Position

___

Citations(all)

1053

Citations(since 2020)

317

Cited By

888

hIndex(all)

14

hIndex(since 2020)

10

i10Index(all)

18

i10Index(since 2020)

10

Email

University Profile Page

Emory & Henry College

Google Scholar

View Google Scholar Profile

Elena Pesavento Skills & Research Interests

Econometrics

Time Series Analysis

Top articles of Elena Pesavento

Title

Journal

Author(s)

Publication Date

State-dependent local projections

Journal of Econometrics

Sílvia Gonçalves

Ana María Herrera

Lutz Kilian

Elena Pesavento

2024/2/27

Oil prices uncertainty, endogenous regime switching, and inflation anchoring

Journal of Applied Econometrics

Yoosoon Chang

Ana María Herrera

Elena Pesavento

2023/9

Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio

Nikolay Gospodinov

Alex Maynard

Elena Pesavento

2023/4/24

For online publication: Appendix to “State-dependent local projections”

Sılvia Gonçalves

Ana Marıa Herrera

Lutz Kilian

Elena Pesavento

2023/4/11

When do state-dependent local projections work?

Sílvia Gonçalves

Ana María Herrera

Lutz Kilian

Elena Pesavento

2022/4/1

Additional (Not-for-Publication) Appendix for: Long-Horizon Stock Valuation and Return Forecasts Conditional on Demographic Projections

Chaoyi Chen

Magyar Nemzeti Bank

Nikolay Gospodinov

Alex Maynard

Elena Pesavento

2022/1/17

Long-horizon stock valuation and return forecasts based on demographic projections

Journal of Empirical Finance

Chaoyi Chen

Nikolay Gospodinov

Alex Maynard

Elena Pesavento

2022/9

Impulse response analysis for structural dynamic models with nonlinear regressors

Journal of Econometrics

Sílvia Gonçalves

Ana María Herrera

Lutz Kilian

Elena Pesavento

2021/11/1

See List of Professors in Elena Pesavento University(Emory & Henry College)

Co-Authors

H-index: 39
Barbara Rossi

Barbara Rossi

Universidad Pompeu Fabra

H-index: 25
Michael Jansson

Michael Jansson

University of California, Berkeley

H-index: 23
Silvia Goncalves

Silvia Goncalves

McGill University

H-index: 23
Ana María Herrera

Ana María Herrera

University of Kentucky

H-index: 11
Alex Maynard

Alex Maynard

University of Guelph

H-index: 5
Chaoyi Chen

Chaoyi Chen

Budapesti Corvinus Egyetem

academic-engine