Assistant University
Resume:
ELENA PESAVENTO
Department of Economics
Emory University
Atlanta, GA 30322-2240
*******@*****.***
EDUCATION
Doctor of Philosophy - University of California, San Diego Sep 2000
Department of Economics
Dissertation: Analytical Evaluation and Application of Tests for Cointegration
Thesis Advisor: Graham Elliott.
Committee Members: Clive Granger, Valerie Ramey.
Visiting Scholar - University of California, Berkeley Sep 1993 - Aug 1994
EAP program - Department of Economics
Bachelor of Arts - Universita' di Padova, Italy Jul 1993
Statistics and Economics Sciences.
PROFESSIONAL POSITIONS AND TEACHING
Associate Professor - Emory University Sept 2007 - Present
Department of Economics
Visiting Associate Professor University of Padova Jan 2008- Mar 2008
Department of Economics
Assistant Professor - Emory University Aug 2000 Aug 2007
Department of Economics
Jean Monnet Fellow - European University Institute, Florence, Italy Jan 2006 - June 2006
Department of Economics
Visiting Assistant Professor University of Michigan Sept 2005 Dec 2005
Department of Economics
Research Assistant - University of California, San Diego Sep 1995 Sep 2000
Department of Economics
Research Assistant - Nicholas Applegate Capital Management Sep 1998 - Sep 1999
Research Department
Teaching Assistant - University of California, San Diego Sep 1995 - Sep 2000
Department of Economics
RESEARCH INTERESTS
Time Series Analysis and Econometrics. Evaluation and comparison of cointegration tests,
impulse response functions for VAR with local to unity roots.
Macroeconomics: Inventories and output fluctuations.
International Macroeconomics: Modeling of real exchange rates and the PPP theory.
TEACHING EXPERIENCE
Statistics, Applied Econometrics, Time Series Analysis (Graduate level)
Economic Forecasting, Probability and Statistics, Econometrics (Undergraduate level)
Italian conversation
GRADUATE STUDENTS
Debdulal Mallick: What We Know or Do Not Know About the Elasticity of Substitution: Four Essays on
Growth Theory (Thesis Committee Member)
Qi Zhu : Four Essays on Consumer Preferences and Asset Pricing (Thesis Committee Member)
Yan Liu: Three Essays in Financial Econometrics (Main Thesis Advisor, Co-Chair)
Hisham Foad: Better In or Out? Assessing the impact of the European Monetar Union on cross-country
price convergence, foreign direct investment, and foreign portfolio investment. (Main Thesis Advisor,
Co-Chair )
Eric Hallerberg: "An Economic Analysis of Currency Unions: The CFA Franc Zone" (Thesis Committee
Member)
PUBLICATIONS
Testing the null of no cointegration when covariates are known to have a unit root (with Graham Elliott
(UCSD). Econometric Theory, Vol 25, No. 6, December 2009, pp. 1829-1850.
Oil Price Shocks, Systematic Monetary Policy and the Great Moderation (with A. Herrera (MSU)).
Macroeconomic Dynamics, Vol.13, No.1, February 2009, pp.107-137.
The Comovement in Inventories and in Sales: Higher and Higher (with A. Herrera and I. Murtazashvili
(MSU)). Economics Letters, Vol.99, No.9, April 2008, pp.155-158.
Impulse Response Confidence Intervals with Persistent Data: What Have We Learned? (with B. Rossi).
Journal of Economic Dynamics and Control, Vol. 31, No.7, July 2007, pp.2398-2412.
Residuals Based Tests for the Null of No Cointegration: an Analytical Comparison . Journal of Time
Series Analysis, Vol.28, No. 1, January 2007, pp. 111-135.
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
(with B. Rossi (Duke)), Journal of Applied Econometrics, Vol. 21, No. 8, December 2006, pp. 1135-
1155.
On the Failure of PPP for Bilateral Exchange Rates after 1973 (with G. Elliott (UCSD))
Journal of Money Credit and Banking, Vol. 38, No. 6, September 2006, pp.1405-1430.
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment (with A. Herrera
(MSU)). Journal of Business & Economic Statistics, Vol. 23, No.4, October 2005, pp.462-472.
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
(with B. Rossi (Duke)). Macroeconomic Dynamics, Vol. 9, No. 4, September 2005, pp. 478-488.
Optimal Power for Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity
(with G. Elliott and M. Jansson), Journal of Business & Economic Statistics, Vol. 23, No. 1, January
2005, pp.34-48.
An Analytical Evaluation of the Power of Tests for the Absence of Cointegration, Journal of
Econometrics, Vol. 122, No. 2, October 2004, pp. 349-384.
PAPERS UNDER EDITORIAL REVIEW
Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size
Sensitivity of Impulse Responses to Small Low Frequency Co-movements: Reconciling the Evidence on
the Effects of Technology Shocks (with Nikolay Gospodinov and Alex Maynard).
WORK IN PROGRESS
Higher Power Tests for No Cointegration
A Model of Inventories (with A. Herrera (MSU) and Z. Liu (Emory))
EDITORIAL BOARD
Board of Editors: Empirical Economics
PRESENTATIONS
Sensitivity of Impulse Responses to Small Low Frequency Co-movements: Reconciling the Evidence on
the Effects of Technology Shocks
ICEEE/CIdE conference, Ancona, Italy: January 2009
CESG Conference, Montreal, Poster Session: October 2008
Ente Einaudi, Roma, Italy: May 2008
University of Padova, Dept. of Economics Italy: April 2008
Higher Power Tests for No Cointegration
Latin American Meeting of the Econometric Society, Bogota: October 2007
Applied Econometrics Workshop, St Louis Fed, St Louis: August 2007
Econometric Society North American Summer Meeting, Durham: June 2007
Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size
ICEEE/CIdE conference, Rimini, Italy: Jan 2007
University of Montreal, Dept. of Economics, Montreal: Nov 2006
St. Louis Fed, Research Department, St. Louis: May 2006
Workshop in Econometrics and Computational Economics, Helsinki: Mar 2006
European University Institute, Dept. of Economics, Florence: Feb 2006
Unit Root and Cointegration Conference, Faro, Portugal (poster session): Sept 2005
University of Toronto, Dept. of Economics, Toronto: Nov 2005
University of Michigan, Dept. of Economics, Ann Arbor: Nov 2005
Michigan State University, Dept. of Economics, East Lansing: Dec 2005
Econometrics Society World Congress, London, UK: Aug 2005
CSWEP, New Orleans: Nov 2004
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure
Econometric Society North American Summer Meeting, Providence: June 2004
Conference for young researchers on Forecasting Time Series, Duke: May 2004
Georgia Tech University, Dept. of Economics, Atlanta: Sep 2004
Southern Economic Meeting, New Orleans, Nov 2004
Inventory Behavior and Production Variability: Inventory Investment and Systematic Monetary Policy
EC2 Conference, Rotterdam, Netherlands (poster session): Dec 2006
Federal Reserve Bank of Dallas, Dallas*: Apr 2005
University of Birmingham, Dept. of Economics, Birmingham: Mar 2005
Bocconi University, IGIER, Milan: Mar 2005
American Economic Association Meeting, San Diego*: Jan 2004
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
European Econometric Society Meeting, Madrid, Spain: Aug 2004
The Society for Nonlinear Dynamics and Econometrics,
Symposium, FRB of Atlanta, Atlanta: Mar 2004
Emory University, Dept. of Economics, Atlanta: Feb 2004
Econometrics Society North America Winter Meeting, San Diego: Jan 2004
1st Conference Euro Area Business Cycle Network, Frankfurt: Dec 2003
NBER/NSF Time Series Conference, Chicago (poster session): Sept 2003
Queen Mary University of London, Dept. of Economics, London: Mar2005
Optimal Power for Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity
European Econometric Society Meeting, Stockholm, Sweden: Aug 2003
EC2 Conference, Bologna, Italy (poster session): Dec 2002
Higher Power Tests for the Bilateral Failures of PPP after 1973
Canadian Economic Association Meeting, Calgary, Canada: June 2002
University of Georgia, Dept. of Economics, Athens: Nov 2001
Residuals Bases Tests for Cointegration: an Analytical Comparison
Econometric Society North American Summer Meeting, Los Angeles: July 2002
Australasian Econometric Society Meeting, Auckland, New Zealand: July 2001
An Analytical Evaluation of the power of tests for the absence of cointegration
Canadian Economic Association Meeting, Montreal, Canada: June 2001
Michigan State University, Dept. of Economics, East Lansing: May 2001
Midwest Economic Association Meeting, Cleveland: Mar 2001
Indiana University, Dept. of Economics, Bloomington: Feb 2001
Econometrics Society North America Winter Meeting, New Orleans: Jan 2001
Purdue University, Dept. of Economics, West Lafayette: Apr 2000
Emory University, Dept. of Economics, Atlanta: Apr 2000
Washington State University, Dept. of Economics, Pullman: Mar 2000
University of Houston, Dept. of Economics, Houston: Mar 2000
Delaware University, Dept. of Economics, Delaware: Feb 2000
PROFESSIONAL ACTIVITIES
Journal Referee: American Economic Review, Journal of International Money and Finance, Journal of
the Japanese and International Economies, Econometrics Reviews, NSF, Journal of
Econometrics, Journal of Economic Dynamics and Control, Journal of
Macroeconomics, Journal of Applied Econometrics, International Journal of
Forecasting, Journal of Business & Economic Statistics, Journal of Statistical
Simulation and Computation, Macroeconomic Dynamics, Empirical Economics,
Journal of the European Economic Association, Journal of Money Credit and Banking,
International Economic Review, Review of Economic and Statistics, Econometric
Theory.
AWARDS
Marco Fanno Fellowship, University of Padova, Italy 2008
Jean Monet Fellowship, European University Institute, Florence, Italy. 2006
PEO International Peace Scholarship 1996, 1997, 1998
University of Padova Fellowship for Study in a Foreign Country 1994, 1995, 1996
Education Abroad Candidate Award 1992
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