Elena Pesavento

Elena Pesavento

Professor

Emory University

Biography

Elena Pesavento is a Full Professor in the Department of Economics at Emory University. She holds a BS in Statistics from the University of Padua and a Ph.D. in Economics from the University of California, San Diego. Her research specializes in Time Series Analysis, focusing on inference and testing in Vector Autoregressive (VAR) models. Her scholarly work explores the challenges of inference when variables exhibit non-stationarity (unit roots, cointegration, or structural breaks), as well as high persistency (local to unity). More recently, the focal point of her research is the analysis of non-linear models, concentrating on the identification and estimation of impulse response functions in non-linear VARs.

With a BS in Statistics, her passion for making statistics accessible and engaging for students inspires her teaching of both the undergraduate and graduate level. Elena’s commitment to education is matched by her dedication to faculty governance at Emory, where she has held various leadership roles within the Emory College. She currently serves as the Director of the Economics Department’s Women in Leadership Program, which is dedicated to inspiring and equipping the next generation of leaders with essential leadership skills.”

Outside of her academic life, Elena is an avid dog agility competitor, channeling the same discipline and enthusiasm she brings to her research into her sport.

Interests

  • Time Series Analysis
  • Applied Macroeconomics
  • Oil and Monetary Shocks

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

 
 
 
 
 

Full Professor

Department of Economics - Emory University

Sep 2024 – Present Atlanta, US
 
 
 
 
 

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 – Aug 2024 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

Nonparametric Local Projections
Connectedness and Layers Factors
State-Dependent Local Projections

Contact