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
A survey-based measure of asymmetric macroeconomic risk in the euro area 0 6 6 6 2 4 4 4
Adaptive Models and Heavy Tails 1 1 1 160 1 1 40 349
Adaptive Models and Heavy Tails 0 0 0 1 1 2 9 45
Adaptive models and heavy tails 0 0 0 38 0 4 17 150
Adaptive models and heavy tails 0 0 0 32 0 1 10 95
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 0 1 15 106
Adaptive models and heavy tails with an application to inflation forecasting 1 1 1 63 2 2 24 131
Adaptive state space models with applications to the business cycle and financial stress 1 1 1 191 1 1 12 342
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 0 3 78 2 3 22 284
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 0 11 1 2 24 66
Aggregate Skewness and the Business Cycle 0 3 28 228 6 15 90 597
Aggregate Skewness and the Business Cycle 0 1 7 41 0 4 27 117
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 0 1 15 263
Aggregate skewness and the business cycle 0 0 0 20 1 3 23 77
Asset Market Participation, Redistribution, and Asset Pricing 0 7 7 7 3 11 11 11
Asset Market Participation, Redistribution, and Asset Pricing 0 0 1 27 2 2 15 101
Asymmetry Reversals and the Business Cycle 0 1 2 4 0 1 16 41
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 0 10 98
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 1 2 14 0 1 8 23
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 0 0 10 19
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 0 2 12 31
Bank Assets, Liquidity and Credit Cycles 0 0 0 37 1 1 15 76
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 1 57 0 1 22 129
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 1 17 0 0 19 57
Chained financial frictions and credit cycles 0 0 0 74 1 1 12 154
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 0 0 1 1 1 1
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 7 7 1 1 6 6
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 0 144 1 1 13 246
Consumer Durables and Monetary Policy According to HANK 0 13 14 14 2 4 6 6
Consumer Durables and Monetary Policy According to HANK 0 0 26 45 2 3 112 147
Consumer durables and monetary policy according to HANK 0 1 13 13 2 5 26 26
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 0 2 9 139
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 0 0 14 210
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 0 2 36
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 111 1 5 20 61
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 1 60 0 1 17 178
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 30 0 0 18 57
Drivers of Exchange Rates in EMDEs: Implications for Foreign Exchange Intervention 1 1 1 1 4 4 4 4
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 0 0 24 343
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 202 1 2 14 463
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 0 2 18 453
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 86 0 0 12 400
Factor demand linkages, technology shocks and the business cycle 0 0 0 96 0 0 6 233
Financial Shocks in Currency Markets: Evidence from UIP Premia 1 7 7 7 4 23 23 23
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 1 227 1 2 21 825
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 0 1 9 282
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 0 6 144
Inflation and Price Flexibility 0 2 5 21 1 4 24 36
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 0 18 96
Leverage and Deepening Business Cycle Skewness 0 0 0 48 0 0 11 173
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 0 1 13 92
Leverage and deepening business cycle skewness 0 0 1 188 0 3 24 328
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 151 0 1 20 362
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 2 61 0 2 23 142
Modeling and Forecasting Macroeconomic Downside Risk 0 0 3 89 1 3 19 219
Modeling and forecasting macroeconomic downside risk 0 0 2 58 1 2 27 150
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 1 4 22 218
Monetary Policy with Sectoral Trade-offs 0 0 1 65 1 2 23 160
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 1 1 4 441
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 119 0 1 14 326
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 1 4 0 0 23 43
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 0 1 11 54
Price dividend ratio and long-run stock returns: a score driven state space model 0 2 2 73 0 3 22 154
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 0 0 4 8
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 1 3 0 0 11 41
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 0 0 7 16
Reference-dependent preferences and the transmission of monetary policy 0 0 1 50 0 2 25 161
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 0 2 17 182
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 2 4 21 142
Risk premia and seasonality in commodity futures 1 1 3 48 2 3 23 151
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 0 0 6 25
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 0 1 6 138
Speculation in the Oil Market 0 0 3 179 1 3 23 539
Speculation in the oil market 0 0 3 260 0 3 14 689
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 1 2 10 334
Structural Scenario Analysis with SVARs 0 2 8 422 2 5 45 1,023
Taming Momentum Crashes 0 1 4 7 4 63 84 94
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 0 0 9 222
Terms-of-Trade Shocks are Not all Alike 0 0 3 176 0 3 35 456
Terms-of-trade shocks are not all alike 0 0 1 72 1 2 22 138
The Anatomy of Emerging-Market Business Cycles: Global Financial Shocks and Supply-Like Transmission 2 14 20 20 4 8 22 22
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 1 1 6 20 2 9 35 54
The Predictive Content of U.S. Energy Information Administration Oil Market Forecasts 0 0 20 20 2 6 16 16
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 1 1 1 1 0 0 0 0
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 8 8 8 8 2 2 2 2
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 1 36 0 1 39 118
The taming of the skew: asymmetric inflation risk and monetary policy 0 2 4 24 2 6 41 85
Time-varying Price Flexibility and Inflation Dynamics 0 0 0 67 0 0 17 166
Tracking Weekly Activity using New Data Sources 17 17 17 17 8 8 8 8
Tracking the Slowdown in Long-Run GDP Growth 0 0 4 310 1 3 71 768
Tracking the slowdown in long-run GDP growth 0 0 0 64 1 1 12 177
Tracking the slowdown in long-run GDP growth 0 0 0 28 0 1 11 82
Tracking the slowdown in long-run GDP growth 0 0 1 72 1 5 21 182
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 5 26 3 4 33 63
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 2 3 1 2 15 19
Total Working Papers 35 95 272 6,417 90 298 1,866 16,764
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
A survey-based measure of asymmetric macroeconomic risk in the euro area 0 0 0 0 3 3 3 3
Adaptive models and heavy tails with an application to inflation forecasting 0 1 2 78 0 3 16 197
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 1 4 18 83 2 8 93 272
Aggregate Skewness and the Business Cycle 0 0 1 1 0 5 8 8
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 66 0 0 12 244
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 0 4 18 1 3 21 70
Bank assets, liquidity and credit cycles 0 0 1 49 1 1 15 202
Commodity prices and inflation risk 0 1 9 78 0 5 38 282
Consumer durables and monetary policy according to HANK 2 6 18 18 8 17 48 48
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 1 60 0 0 6 189
Efficient matrix approach for classical inference in state space models 0 0 0 23 0 0 5 79
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 1 225 0 1 21 546
Gibrat’s law and quantile regressions: An application to firm growth 0 0 1 49 1 3 22 203
Inflation and price flexibility 0 0 4 4 1 1 20 23
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 1 106 0 2 14 319
Input–output interactions and optimal monetary policy 0 1 3 197 0 5 18 464
Leverage and Deepening Business-Cycle Skewness 0 2 7 111 0 6 40 423
Loss aversion and the asymmetric transmission of monetary policy 0 0 4 205 2 5 41 668
Modeling and Forecasting Macroeconomic Downside Risk 0 0 11 30 0 3 47 94
Monetary Policy with Sectoral Trade‐Offs 0 0 2 70 1 3 23 192
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 0 1 9 41
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 1 2 20 32
Risk premia and seasonality in commodity futures 0 1 4 45 2 4 28 202
Speculation in the Oil Market 0 0 1 65 1 2 13 245
Speculation in the oil market 0 0 0 86 0 0 6 336
Structural scenario analysis with SVARs 3 6 46 335 9 22 145 950
Terms-of-Trade Shocks Are Not All Alike 1 2 14 29 5 13 82 148
The predictive content of U.S. Energy Information Administration oil market forecasts 0 0 2 2 0 5 10 10
Tracking the Slowdown in Long-Run GDP Growth 0 1 9 254 0 1 34 795
Unveiling the dance of commodity prices and the global financial cycle 0 0 8 53 2 4 52 166
When oil prices jump, is speculation to blame? 0 0 0 35 0 1 6 144
Total Journal Articles 7 25 172 2,386 40 129 916 7,595

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 0 0 0 20 0 1 7 101
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 0 0 16 33
Total Chapters 0 0 0 20 0 1 23 134
1 registered items for which data could not be found
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