Elena Pesavento

Elena Pesavento

Associate Professor

Emory University

Biography

Elena Pesavento is an Associate Professor in the Department of Economics at Emory University. Her specialty is Time Series Analysis with focus on inference and testing in Vector Autoregressive Models. In particular, she studies inference when variables are non-stationary (in the presence of unit roots, cointegration or structural breaks) or persistent (local to unity). Her more recent focuses on the analysis of non-linear models with particular interest in identification and estimation of impulse response functions in non-linear VARs. Her BS is Statistics started her passion for making statistics fun to undergraduate and graduate students that she now continues to pursue in her teaching. She is also committed to faculty governance at Emory, having served in leadership roles within the Emory College. In her spare time, she competes in agility with her dogs.

Interests

  • Time Series Analysis
  • Applied Macroeconomics
  • Exchange Rates

Education

  • PhD in Economics, 2000

    University of California, San Diego

  • Visiting Scholar in the EAP program - Department of Economics, 1994

    University of California, Berkeley

  • BA in Statistics and Economic Sciences, 1993

    Universita' di Padova, Italy

Skills

Economics

Statistics

Matlab

Running

Photography

Dogs

Professional Positions

 
 
 
 
 

President

Senate of the Emory College of Arts and Sciences

Sep 2019 – Sep 2020 Atlanta, US
 
 
 
 
 

Department Chair

Department of Economics - Emory University

Sep 2010 – Aug 2013 Atlanta, US
 
 
 
 
 

Visiting Associate Professor

Department of Economics - University of Padua

Jan 2008 – Mar 2008 Padua, Italy
 
 
 
 
 

Associate Professor

Department of Economics - Emory University

Sep 2007 – Present Atlanta, US
 
 
 
 
 

Assistant Professor

Department of Economics - Emory University

Aug 2000 – Aug 2007 Atlanta, US

Projects

Forecasts Based on Demographic Predictions

Long-Horizon Return and Inflation Forecasts Based on Demographic Predictions

Impulse Response Functions in Nonlinear SVARs

Identification, Estimation, and Inference for Impulse Response Functions in Nonlinear Structural VARs

Working Papers

State-Dependent Local Projections
Connectedness and Layers Factors

Contact