Access Statistics for Ivan Petrella

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Models and Heavy Tails 0 0 0 159 1 1 2 308
Adaptive Models and Heavy Tails 0 0 0 1 1 1 1 35
Adaptive models and heavy tails 0 0 1 38 1 1 2 129
Adaptive models and heavy tails 0 0 1 32 1 1 3 83
Adaptive models and heavy tails with an application to inflation forecasting 0 1 1 67 1 2 2 89
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 2 2 2 107
Adaptive state space models with applications to the business cycle and financial stress 1 3 4 190 2 4 8 330
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 1 10 71 4 8 44 246
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 1 2 3 9 1 4 14 36
Aggregate Skewness and the Business Cycle 4 12 30 181 9 26 101 446
Aggregate Skewness and the Business Cycle 1 3 12 31 3 7 28 82
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 104 0 0 0 247
Aggregate skewness and the business cycle 1 1 2 17 3 4 10 47
Asset Market Participation, Redistribution, and Asset Pricing 0 1 10 22 3 5 45 76
Asymmetry Reversals and the Business Cycle 0 0 0 2 1 1 1 21
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 0 0 88
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 0 12 0 0 0 13
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 1 10 0 1 4 16
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 0 0 0 9
Bank Assets, Liquidity and Credit Cycles 1 1 1 35 3 3 3 57
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 1 1 4 54 2 3 14 104
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 2 2 6 15 2 2 9 35
Chained financial frictions and credit cycles 0 0 0 74 0 0 1 142
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 1 1 5 143 2 4 11 231
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 0 0 0 130
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 1 1 1 194
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 1 1 1 32
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 109 0 1 6 39
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 1 26 0 2 5 35
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 3 6 23 53 4 8 48 137
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 201 1 1 4 446
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 1 1 107 1 2 7 317
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 143 0 0 2 434
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 85 0 0 0 385
Factor demand linkages, technology shocks and the business cycle 0 0 0 95 1 1 2 223
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 1 2 8 222 1 3 15 794
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 1 1 80 1 4 5 271
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 2 3 5 136
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 1 1 3 77
Leverage and Deepening Business Cycle Skewness 0 0 1 47 2 3 6 159
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 1 2 3 79
Leverage and deepening business cycle skewness 0 0 1 187 2 2 5 303
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 1 1 150 2 3 5 339
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 0 59 1 1 3 115
Modeling and Forecasting Macroeconomic Downside Risk 0 1 4 83 2 9 27 196
Modeling and forecasting macroeconomic downside risk 2 3 5 56 3 8 12 117
Monetary Policy with Sectoral Linkages and Durable Goods 0 1 1 100 0 1 3 194
Monetary Policy with Sectoral Trade-offs 0 1 3 64 0 2 5 136
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 1 1 118 2 5 5 309
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 0 0 437
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 0 3 1 1 1 19
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 1 66 3 5 8 122
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 1 14 1 1 6 42
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 0 0 0 4
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 2 1 1 2 30
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 1 1 1 9
Reference-dependent preferences and the transmission of monetary policy 0 0 0 49 1 1 2 132
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 0 0 1 114
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 0 0 1 165
Risk premia and seasonality in commodity futures 0 0 2 44 1 4 7 123
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 0 0 1 132
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 1 4 0 0 1 15
Speculation in the Oil Market 0 1 6 170 1 4 25 499
Speculation in the oil market 0 2 2 256 0 3 5 668
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 3 148 0 0 4 322
Structural Scenario Analysis with SVARs 0 2 15 410 0 3 34 961
Taming Momentum Crashes 1 1 2 2 2 4 5 5
Terms-of-Trade Shocks are Not all Alike 2 4 46 158 7 15 117 385
Terms-of-Trade Shocks are Not all Alike 0 1 5 44 0 3 9 210
Terms-of-trade shocks are not all alike 0 0 7 65 0 0 13 104
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 1 13 13 0 4 15 15
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 8 24 24 24 15 47 47 47
Time-varying Price Flexibility and Inflation Dynamics 0 0 1 66 1 1 8 147
Tracking the Slowdown in Long-Run GDP Growth 1 2 13 302 3 8 31 689
Tracking the slowdown in long-run GDP growth 0 0 3 64 0 1 7 163
Tracking the slowdown in long-run GDP growth 1 1 1 28 2 2 4 69
Tracking the slowdown in long-run GDP growth 0 0 3 71 1 1 9 161
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 0 1 1 1
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 1 2 17 17 2 4 18 18
Total Working Papers 33 89 311 5,969 114 259 866 14,382
14 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive models and heavy tails with an application to inflation forecasting 0 2 4 74 0 3 7 176
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 4 12 40 47 9 29 122 133
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 65 1 2 4 229
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 2 3 4 13 2 4 15 44
Bank assets, liquidity and credit cycles 0 1 3 43 2 5 15 176
Commodity prices and inflation risk 3 7 20 68 6 13 47 229
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 0 56 0 1 2 178
Efficient matrix approach for classical inference in state space models 0 0 0 21 2 2 2 71
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 7 222 0 1 9 523
Gibrat’s law and quantile regressions: An application to firm growth 1 1 1 46 1 4 8 172
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 1 103 0 0 3 297
Input–output interactions and optimal monetary policy 2 2 6 191 3 4 16 441
Leverage and Deepening Business-Cycle Skewness 1 2 8 103 5 10 37 365
Loss aversion and the asymmetric transmission of monetary policy 0 1 8 196 2 8 37 615
Modeling and Forecasting Macroeconomic Downside Risk 2 4 9 9 7 14 25 25
Monetary Policy with Sectoral Trade‐Offs 0 2 10 66 0 2 14 165
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 5 9 10 11 18 32
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 1 1 2 2 2 4 11 11
Risk premia and seasonality in commodity futures 0 3 4 40 0 3 11 170
Speculation in the Oil Market 0 2 4 64 1 6 14 227
Speculation in the oil market 0 0 0 85 1 4 8 327
Structural scenario analysis with SVARs 6 14 73 249 13 37 210 711
Tracking the Slowdown in Long-Run GDP Growth 0 3 14 238 3 13 39 743
Unveiling the dance of commodity prices and the global financial cycle 8 16 34 34 16 30 78 78
When oil prices jump, is speculation to blame? 0 0 1 35 0 0 6 138
Total Journal Articles 30 76 258 2,079 86 210 758 6,276

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation 1 1 1 19 2 3 3 91
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 1 4 11 11
Total Chapters 1 1 1 19 3 7 14 102
1 registered items for which data could not be found
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Statistics updated 2025-03-03