My Resume'
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Elena Pesavento
Department of Economics
Emory University
Atlanta, GA 30322
Office: 326 Rich Building
Phone: (404) 712-9297
Fax: (404) 727-4639
epesave at emory.edu
Education
Doctor of Philosophy - University of California, San Diego
September 2000
Department of Economics
Dissertation: Analytical Evaluation and Application of Tests for Cointegration
Thesis Advisor: Graham Elliott
Visiting Scholar - University of California, Berkeley
September 1993 - August 1994
EAP program - Department of Economics
Bachelor of Arts - Universita' di Padova, Italy
July 1993
Statistics and Economics Sciences
Employment and Teaching History
Associate Professor - Emory University
September 2007 - Present
Department of Economics
Assistant Professor - Emory University
August 2000 - August 2007
Department of Economics
Jean Monnet Fellow - European University Institute, Florence, Italy
January 2006 - June 2006
Department of Economics
Visiting Assistant Professory - University of Michigan, Ann Arbor
September 2005 - December 2005
Department of Economics
Research Assistant - University of California, San Diego
September 1995 - September 2000
Department of Economics
Research Assistant - Nicholas Applegate Capital Management
September 1998 - September 1999
Research Department
Teaching Assistant - University of California, San Diego
September 1995 - September 2000
Department of Economics
Research Interests
- Time Series Analysis and Econometrics. Evaluation and comparison of cointegration tests, IRF for VAR with local to unity roots.
- International Macroeconomics: Modeling of real exchange rates and study of the PPP theory.
- Macroeconomics: Inventories and output fluctuations.
Teaching Experience
- Statistics, Applied Econometrics, Time Series Analysis (Graduate course)
- Economic Forecasting / Econometrics (Undergraduate course)
- Probability and Statistics, Econometrics, International Trade, Introduction to Economics, Macroeconomics, and Economic History. (Undergraduate course- Teaching Assistant)
- Italian conversation
Publications
"An Analytical Evaluation of the Power of Tests for the Absence of Cointegration", Journal of Econometrics, 122/2, 2004, 349-384.
"Optimal Power for Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity" (with Graham Elliott (UCSD) and Michael Jansson (UC Berkeley)), Journal of Business & Economic Statistics, Vol. 23, No. 1, January 2005, pp.34-48.
"The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment" (with Ana 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 Barbara Rossi (Duke)) Macroeconomic Dynamics, Vol. 9, No. 4, September 2005, pp. 478-488.
"On the Failure of PPP for Bilateral Exchange Rates After 1973", (with Graham Elliott (UCSD)) Journal of Money, Credit, and Banking, Vol. 38, No. 6, September 2006, pp. 1405-1430.
"Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons" (with Barbara Rossi (Duke)),Journal of Applied Econometrics, Vol.21, No.8, December 2006, pp.1135-1155.
"Residuals Based Tests for the Null of No Cointegration: an Analytical Comparison", Journal of Time Series Analysis, Vol.28, No.1, January 2007, pp.111-137.
"Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?" (with Barbara Rossi (Duke)), Journal of Economic Dynamics and Control, Vol.31, No.7, July 2007, pp.2398-2412.
"The Comovement in Inventories and in Sales: Higher and Higher" (with Ana Herrera and Irina Murtazashvili, (MSU)), accepted, Economics Letters
"Oil Price Shocks, Systematic Monetary Policy and the "Great Moderation"" (with Ana Herrera (MSU)), accepted, Macroeconomic Dynamics.
Papers Under Editorial Review
"Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size".
Work In Progress
"Higher Power Tests for no Cointegration"
"The comovement between inventory investment and sales."
Presentations
"An Analytical Evaluation of the power of tests for the absence of cointegration".
- Econometrics Society North America Winter Meeting, New Orleans: Jan 2001
- Midwest Economic Association Meeting, Cleveland: Mar 2001
- Canadian Economic Association Meeting, Montreal, Canada: June 2001
"Residuals Bases Tests for Cointegration: an Analytical Comparison".
- Australasian Econometric Society Meeting, Auckland, New Zealand: July 2001
- Econometric Society North American Summer Meeting, Los Angeles: July 2002
"Higher Power Tests for the Bilateral Failures of PPP after 1973".
- Canadian Economic Association Meeting, Calgary, Canada: June 2002
"Optimal Power for Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity".
- EC2 Conference, Bologna, (poster session), Italy: Dec 2002
- European Econometric Society Meeting, Stockholm, Sweden: Aug 2003
"Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizions".
- NBER/NSF Time Series Conference, Chicago (poster session): Sept 2003
- 1st Conference Euro Area Business Cycle Network, Frankfurt: Dec 2003
- Econometrics Society North America Winter Meeting, San Diego: Jan 2004
- The Society for Nonlinear Dynamics and Econometrics, Symposium, Atlanta: Mar 2004
- European Econometric Society Meeting, Madrid, Spain: Aug 2004
"Inventory Behavior and Production Variability: Inventory Investment and Systematic Monetary Policy".
- American Economic Association Meeting, San Diego: Jan 2004
"Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure"
- Conference for young researched on Forecasting Time Series, Duke: May 2004
- Econometric Society North American Summer Meeting, Providence: June 2004
"Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size"
- CSWEP, New Orleans: November 2004
- Econometrics Society World Congress, London, UK: August 2005
- Unit Roots and Cointegration Conference (poster session), Faro, Portugal: September 2005
- Workshop in Econometrics and Computational Economics, Helsinki: Mar 2006
- ICEEE/CIdE conference, Rimini, Italy:Jan 2007
"Higher Power Tests for No Cointegration"
- Econometric Society North American Summer Meeting, Durham: June 2007
- Applied Econometrics Workshop, St Louis Fed, St Louis: August 2007
- Latin American Meeting of the Econometric Society, Bogota: October 2007
Seminar Presentations
- Delaware University, Illinois State University, Emory University, Purdue University, University of Houston, and Washington State University, 2000
- University of Georgia, Indiana University, Michigan State University, 2001
- Emory University, 2002
- Georgia Tech University, Emory University, 2004
- University of Birmingham, IGIER- Bocconi, Queen Mary, University of Michigan, University of Toronto, Michigan State University, 2005
- European University Institute,Federal Reserve Bank of St Louis, University of Montreal, 2006
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.
Awards
- Jean Monnet 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
