Institution: Emory University
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.elenapesavento.com
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 1.01 | 0.00 | 0.00 | 1.01 | 35% |
| Last 10 Years | 0.00 | 1.01 | 0.00 | 0.00 | 1.01 | 29% |
| All Time | 0.00 | 6.39 | 3.03 | 0.34 | 9.75 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Impulse response analysis for structural dynamic models with nonlinear regressors | Journal of Econometrics | A | 4 |
| 2011 | Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks | Journal of Business & Economic Statistics | A | 3 |
| 2009 | TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT | Econometric Theory | B | 2 |
| 2008 | The comovement in inventories and in sales: Higher and higher | Economics Letters | C | 3 |
| 2007 | Impulse response confidence intervals for persistent data: What have we learned? | Journal of Economic Dynamics and Control | B | 2 |
| 2006 | Small‐sample confidence intervals for multivariate impulse response functions at long horizons | Journal of Applied Econometrics | B | 2 |
| 2004 | Analytical evaluation of the power of tests for the absence of cointegration | Journal of Econometrics | A | 1 |