Search Results - "Pesavento, Elena"

Laundry Fabric Classification in Vertical Axis Washing Machines Using Data-Driven Soft Sensors by Maggipinto, Marco, Pesavento, Elena, Altinier, Fabio, Zambonin, Giuliano, Beghi, Alessandro, Susto, Gian Antonio

“…Embedding household appliances with smart capabilities is becoming common practice among major fabric-care producers that seek competitiveness on the market by…”
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On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 by Elliott, Graham, Pesavento, Elena

“…Point estimates suggest mean reversion in real exchange rates; however, it still remains uncomfortable that models without any mean reversion are often…”
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Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks by Gospodinov, Nikolay, Maynard, Alex, Pesavento, Elena

“…This article clarifies the empirical source of the debate on the effect of technology shocks on hours worked. We find that the contrasting conclusions from…”
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Bileaflet mechanical heart valve closing sounds: in vitro classification by phonocardiographic analysis by Bagno, Andrea, Anzil, Federico, Buselli, Roberto, Pesavento, Elena, Tarzia, Vincenzo, Pengo, Vittorio, Bottio, Tomaso, Gerosa, Gino

“…Bileaflet mechanical heart valves, which exhibit hemodynamic performance fairly similar to that of native valves, can be investigated by the analysis of their…”
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State-dependent local projections by Gonçalves, Sílvia, Herrera, Ana María, Kilian, Lutz, Pesavento, Elena

“…Do state-dependent local projections asymptotically recover the population responses of macroeconomic aggregates to structural shocks? The answer to this…”
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Oil prices uncertainty, endogenous regime switching, and inflation anchoring by Chang, Yoosoon, Herrera, Ana María, Pesavento, Elena

“…Summary Using a novel approach to model regime switching with dynamic feedback and interactions, we extract latent mean and volatility factors in oil price…”
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Long-horizon stock valuation and return forecasts based on demographic projections by Chen, Chaoyi, Gospodinov, Nikolay, Maynard, Alex, Pesavento, Elena

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Impulse response analysis for structural dynamic models with nonlinear regressors by Gonçalves, Sílvia, Herrera, Ana María, Kilian, Lutz, Pesavento, Elena

“…We study the construction of nonlinear impulse responses in linear structural dynamic models that include nonlinearly transformed regressors. We derive the…”
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Analytical evaluation of the power of tests for the absence of cointegration by Pesavento, Elena

“…This paper proposes a theoretical explanation for the common empirical results in which different tests for cointegration give different answers. Using local…”
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Residuals-based tests for the null of no-cointegration: an Analytical comparison by Pesavento, Elena

“…  This article studies the asymptotic distribution of five residuals‐based tests for the null of no‐cointegration under a local alternative when the tests are…”
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TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT by Elliott, Graham, Pesavento, Elena

“…A number of tests have been suggested for the test of the null of no cointegration. Under this null, correlations are spurious in the sense of Granger and…”
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Small-sample confidence intervals for multivariate impulse response functions at long horizons by Pesavento, Elena, Rossi, Barbara

“…Existing methods for constructing confidence bands for multivariate impulse response functions may have poor coverage at long lead times when variables are…”
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Impulse response confidence intervals for persistent data: What have we learned? by Pesavento, Elena, Rossi, Barbara

“…This paper provides a comprehensive comparison of existing methods for constructing confidence bands for univariate impulse response functions in the presence…”
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The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment by Herrera, Ana María, Pesavento, Elena

“…Explanations for the decline in U.S. output volatility since the mid-1980s include: "better policy," "good luck," and technological change. Our multiple-break…”
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The comovement in inventories and in sales: Higher and higher by Herrera, Ana María, Murtazashvili, Irina, Pesavento, Elena

“…We re-examine changes in the cross-section correlation pattern of sales and inventories using Ng's [Ng, S., 2006, Testing cross-section correlation in panel…”
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Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity by Elliott, Graham, Jansson, Michael, Pesavento, Elena

“…Theory often specifies a particular cointegrating vector among integrated variables, and testing for a unit root in the known cointegrating vector is often…”
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Machine Learning-based Laundry Weight Estimation for Vertical Axis Washing Machines by Susto, Gian Antonio, Maggipinto, Marco, Zannon, Giulia, Altinier, Fabio, Pesavento, Elena, Beghi, Alessandro

“…In laundry treatment appliances, the weight of the laundry loaded by the user inside the drum dramatically affects the operating behavior. Therefore, it is…”
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Analytical evaluation and application of tests for cointegration by Pesavento, Elena

“…My dissertation characterizes the properties of some of the tests for integration and cointegration. In this framework all the tests have non-standard…”
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A Soft Sensing Approach for Clothes Load Estimation in Consumer Washing Machines by Susto, Gian Antonio, Zambonin, Giuliano, Altinier, Fabio, Pesavento, Elena, Beghi, Alessandro

“…Fabric care home appliances are pervasive in houses worldwide and manufactures are constantly working for improving product performance, efficiency, and…”
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Newbold conference by Leybourne, Stephen, Taylor, A.M. Robert, Granger, Clive W.J., Phillips, Peter C.B., Hansen, Bruce E, Nielsen, Morten Ørregaard, Harris, David, Harvey, David I, Leybourne, Stephen J, Davidson, James, Hashimzade, Nigar, Cavaliere, Giuseppe, Georgiev, Iliyan, Marsh, Patrick, Magdalinos, Tassos, Robinson, P M, Kew, Hsein, Carrion-i-Silvestre, Josep Lluís, Kim, Dukpa, Perron, Pierre, Hassler, Uwe, Rodrigues, Paulo M.M., Rubia, Antonio, Elliott, Graham, Pesavento, Elena, Westerlund, Joakim, Larsson, Rolf, Gao, Jiti, King, Maxwell, Lu, Zudi, Tjøstheim, Dag

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