Access Statistics for Ivan Petrella

Author contact details at EconPapers.

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 1 2 3 5 39
Adaptive Models and Heavy Tails 0 0 0 159 11 11 13 320
Adaptive models and heavy tails 0 0 0 38 1 4 9 137
Adaptive models and heavy tails 0 0 0 32 1 3 6 88
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 2 5 8 96
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 2 5 7 112
Adaptive state space models with applications to the business cycle and financial stress 0 0 1 190 2 5 7 335
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 0 5 75 1 5 28 267
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 4 11 0 4 13 46
Aggregate Skewness and the Business Cycle 3 10 36 210 6 25 101 532
Aggregate Skewness and the Business Cycle 1 3 7 37 5 10 23 100
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 1 1 105 2 6 7 254
Aggregate skewness and the business cycle 0 0 4 20 3 8 18 62
Asset Market Participation, Redistribution, and Asset Pricing 1 1 5 27 2 4 17 90
Asymmetry Reversals and the Business Cycle 0 0 0 2 2 3 8 28
Asymmetry Reversals and the Business Cycle 0 0 0 33 3 4 4 92
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 0 12 0 2 4 17
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 3 3 3 12
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 2 3 6 22
Bank Assets, Liquidity and Credit Cycles 0 0 3 37 1 5 12 66
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 3 56 0 1 6 108
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 3 16 5 5 10 43
Chained financial frictions and credit cycles 0 0 0 74 0 0 0 142
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 2 144 5 6 11 239
Consumer Durables and Monetary Policy According to HANK 11 18 37 37 21 48 83 83
Consumer durables and monetary policy according to HANK 0 0 0 0 1 1 1 1
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 0 2 2 132
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 1 1 4 35
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 6 8 11 204
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 1 3 29 2 2 7 41
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 0 109 3 5 8 46
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 10 59 2 4 33 165
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 1 4 7 323
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 202 3 4 8 453
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 1 1 144 4 6 7 441
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 1 1 86 1 4 7 392
Factor demand linkages, technology shocks and the business cycle 0 0 1 96 1 3 8 230
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 1 6 227 5 10 21 814
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 1 2 7 140
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 2 4 8 277
Inflation and Price Flexibility 1 3 19 19 6 13 25 25
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 3 5 81
Leverage and Deepening Business Cycle Skewness 0 0 1 48 2 3 8 165
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 2 6 8 85
Leverage and deepening business cycle skewness 0 0 0 187 1 6 9 310
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 2 2 61 1 6 11 125
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 150 4 6 12 348
Modeling and Forecasting Macroeconomic Downside Risk 0 1 5 87 2 5 15 205
Modeling and forecasting macroeconomic downside risk 0 1 4 57 7 11 23 134
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 0 7 9 203
Monetary Policy with Sectoral Trade-offs 0 1 2 65 2 6 8 143
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 1 2 2 439
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 1 119 0 2 9 314
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 1 1 1 4 4 8 10 28
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 5 71 1 8 22 140
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 1 2 4 45
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 1 2 2 6
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 2 2 3 4 33
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 3 3 4 12
Reference-dependent preferences and the transmission of monetary policy 0 0 0 49 3 7 12 143
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 2 5 5 170
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 4 8 15 129
Risk premia and seasonality in commodity futures 1 1 2 46 4 4 11 132
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 2 3 7 22
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 0 0 0 132
Speculation in the Oil Market 0 1 8 177 4 9 29 525
Speculation in the oil market 0 1 3 258 0 2 11 677
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 1 2 4 326
Structural Scenario Analysis with SVARs 1 4 9 418 4 16 34 994
Taming Momentum Crashes 0 0 2 3 1 1 10 11
Terms-of-Trade Shocks are Not all Alike 1 2 19 175 5 13 59 434
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 0 1 4 214
Terms-of-trade shocks are not all alike 0 1 7 72 2 6 18 122
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 1 2 3 16 3 6 12 25
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 33 35 3 3 73 82
The taming of the skew: asymmetric inflation risk and monetary policy 0 0 20 20 5 14 58 58
Time-varying Price Flexibility and Inflation Dynamics 0 0 1 67 2 6 9 155
Tracking the Slowdown in Long-Run GDP Growth 0 0 5 306 3 6 18 703
Tracking the slowdown in long-run GDP growth 0 0 0 71 1 4 5 165
Tracking the slowdown in long-run GDP growth 0 0 0 64 1 1 4 166
Tracking the slowdown in long-run GDP growth 0 0 1 28 3 5 9 76
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 1 2 3 3 3 7 11 11
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 3 8 24 1 9 24 39
Total Working Papers 24 63 299 6,208 212 478 1,180 15,376
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 0 2 76 1 4 9 185
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 4 8 34 73 20 37 98 216
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 66 0 3 7 235
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 1 1 5 15 3 6 14 55
Bank assets, liquidity and credit cycles 0 0 5 48 3 6 19 193
Commodity prices and inflation risk 1 2 6 71 4 12 34 256
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 3 59 2 2 7 185
Efficient matrix approach for classical inference in state space models 0 0 2 23 0 0 5 74
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 2 224 0 4 7 529
Gibrat’s law and quantile regressions: An application to firm growth 1 1 4 49 3 5 16 186
Inflation and price flexibility 1 2 2 2 2 7 10 10
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 1 3 106 2 7 15 312
Input–output interactions and optimal monetary policy 0 1 6 195 2 8 16 454
Leverage and Deepening Business-Cycle Skewness 0 0 3 104 3 6 30 389
Loss aversion and the asymmetric transmission of monetary policy 1 4 9 205 5 10 27 637
Modeling and Forecasting Macroeconomic Downside Risk 1 1 14 20 8 14 47 61
Monetary Policy with Sectoral Trade‐Offs 0 1 4 69 2 8 13 177
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 0 1 12 33
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 1 2 2 3 8 15
Risk premia and seasonality in commodity futures 0 1 4 42 2 4 10 178
Speculation in the Oil Market 0 1 3 65 3 7 17 239
Speculation in the oil market 0 0 1 86 2 3 10 333
Structural scenario analysis with SVARs 6 18 70 307 19 59 179 864
Terms-of-Trade Shocks Are Not All Alike 1 5 20 20 7 31 97 97
Tracking the Slowdown in Long-Run GDP Growth 1 2 11 247 1 12 36 773
Unveiling the dance of commodity prices and the global financial cycle 1 2 25 47 6 22 80 136
When oil prices jump, is speculation to blame? 0 0 0 35 1 1 1 139
Total Journal Articles 19 51 240 2,265 103 282 824 6,961

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 2 20 0 1 6 95
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 3 8 16 25
Total Chapters 0 0 2 20 3 9 22 120
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09