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 1 2 8 43
Adaptive Models and Heavy Tails 0 0 0 159 2 5 39 347
Adaptive models and heavy tails 0 0 0 32 2 5 11 94
Adaptive models and heavy tails 0 0 0 38 3 3 17 146
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 3 6 15 105
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 2 6 22 129
Adaptive state space models with applications to the business cycle and financial stress 0 0 0 190 2 3 11 341
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 1 2 6 77 5 8 29 278
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 0 11 1 5 22 62
Aggregate Skewness and the Business Cycle 0 2 8 40 3 7 28 113
Aggregate Skewness and the Business Cycle 4 9 36 222 8 28 110 574
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 3 3 14 261
Aggregate skewness and the business cycle 0 0 0 20 3 9 21 73
Asset Market Participation, Redistribution, and Asset Pricing 0 0 3 27 3 6 19 99
Asymmetry Reversals and the Business Cycle 0 0 1 3 4 5 19 40
Asymmetry Reversals and the Business Cycle 0 0 0 33 2 4 10 98
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 1 13 1 1 7 21
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 0 5 11 28
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 3 5 10 19
Bank Assets, Liquidity and Credit Cycles 0 0 2 37 2 5 17 75
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 1 3 57 3 11 23 128
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 1 2 17 3 10 22 57
Chained financial frictions and credit cycles 0 0 0 74 2 3 10 152
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 7 7 1 1 4 4
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 1 144 3 5 14 245
Consumer Durables and Monetary Policy According to HANK 0 4 44 44 4 32 137 137
Consumer durables and monetary policy according to HANK 0 4 10 10 3 7 15 15
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 2 2 6 136
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 1 1 3 36
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 2 2 16 210
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 2 2 111 3 4 12 52
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 4 60 0 3 29 172
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 1 3 30 4 11 20 57
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 202 1 2 11 459
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 2 6 22 340
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 0 2 16 450
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 86 2 5 14 399
Factor demand linkages, technology shocks and the business cycle 0 0 0 96 0 0 7 232
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 5 227 2 4 26 822
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 3 3 8 144
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 2 2 9 280
Inflation and Price Flexibility 0 0 19 19 1 3 30 30
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 3 11 18 95
Leverage and Deepening Business Cycle Skewness 0 0 1 48 2 5 14 173
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 0 3 11 90
Leverage and deepening business cycle skewness 0 0 0 187 3 5 17 320
Loss Aversion and the Asymmetric Transmission of Monetary Policy 1 1 1 151 5 8 21 360
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 2 61 4 10 23 138
Modeling and Forecasting Macroeconomic Downside Risk 0 1 5 89 4 7 18 215
Modeling and forecasting macroeconomic downside risk 1 1 2 58 2 6 24 144
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 5 9 20 214
Monetary Policy with Sectoral Trade-offs 0 0 1 65 5 8 18 155
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 0 2 439
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 119 2 3 11 322
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 1 4 3 5 22 41
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 3 71 2 9 25 150
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 1 2 8 50
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 2 2 4 8
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 0 0 6 15
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 1 3 3 4 11 41
Reference-dependent preferences and the transmission of monetary policy 0 0 1 50 1 5 26 159
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 3 7 15 180
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 3 5 22 137
Risk premia and seasonality in commodity futures 1 1 2 47 2 9 21 146
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 1 1 10 25
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 1 2 5 137
Speculation in the Oil Market 1 1 8 178 3 6 30 533
Speculation in the oil market 0 2 4 260 0 4 14 683
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 2 3 10 332
Structural Scenario Analysis with SVARs 1 2 10 420 3 16 50 1,016
Taming Momentum Crashes 1 1 2 4 6 15 21 27
Terms-of-Trade Shocks are Not all Alike 0 0 11 176 4 11 50 452
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 3 6 11 222
Terms-of-trade shocks are not all alike 0 0 5 72 5 9 27 136
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 3 6 19 7 14 27 43
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 7 35 7 20 48 112
The taming of the skew: asymmetric inflation risk and monetary policy 0 2 4 22 3 12 46 78
Time-varying Price Flexibility and Inflation Dynamics 0 0 1 67 5 6 17 164
Tracking the Slowdown in Long-Run GDP Growth 0 1 4 308 7 18 68 761
Tracking the slowdown in long-run GDP growth 0 0 0 28 1 1 11 80
Tracking the slowdown in long-run GDP growth 0 0 0 64 1 3 8 173
Tracking the slowdown in long-run GDP growth 0 0 0 71 4 6 14 175
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 2 7 26 4 10 33 53
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 3 3 1 3 16 17
Total Working Papers 13 44 252 6,280 220 529 1,767 16,314
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 1 3 77 1 6 17 193
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 0 1 17 75 8 19 99 249
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 66 2 5 12 243
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 2 5 18 1 4 21 66
Bank assets, liquidity and credit cycles 0 1 4 49 2 3 18 198
Commodity prices and inflation risk 1 2 4 73 2 8 28 268
Consumer durables and monetary policy according to HANK 1 6 9 9 4 16 22 22
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 3 60 2 2 9 188
Efficient matrix approach for classical inference in state space models 0 0 2 23 2 2 7 79
Factor Demand Linkages, Technology Shocks, and the Business Cycle 1 1 2 225 2 5 19 543
Gibrat’s law and quantile regressions: An application to firm growth 0 0 2 49 6 10 25 198
Inflation and price flexibility 0 0 2 2 4 4 16 16
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 2 106 2 3 16 317
Input–output interactions and optimal monetary policy 0 1 4 196 2 4 15 458
Leverage and Deepening Business-Cycle Skewness 0 3 5 108 5 17 45 413
Loss aversion and the asymmetric transmission of monetary policy 0 0 6 205 10 17 40 661
Modeling and Forecasting Macroeconomic Downside Risk 1 3 16 27 4 15 52 85
Monetary Policy with Sectoral Trade‐Offs 0 1 4 70 1 8 24 189
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 0 2 7 39
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 1 4 16 28
Risk premia and seasonality in commodity futures 2 2 3 44 6 11 25 197
Speculation in the Oil Market 0 0 1 65 0 3 14 243
Speculation in the oil market 0 0 1 86 1 2 8 335
Structural scenario analysis with SVARs 3 10 59 323 16 32 169 912
Terms-of-Trade Shocks Are Not All Alike 0 5 23 26 10 24 120 132
The predictive content of U.S. Energy Information Administration oil market forecasts 2 2 2 2 4 4 4 4
Tracking the Slowdown in Long-Run GDP Growth 0 3 10 251 1 9 43 792
Unveiling the dance of commodity prices and the global financial cycle 0 4 13 52 6 18 69 158
When oil prices jump, is speculation to blame? 0 0 0 35 1 2 5 143
Total Journal Articles 11 48 203 2,333 106 259 965 7,369

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 1 20 1 1 8 99
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 1 4 19 31
Total Chapters 0 0 1 20 2 5 27 130
1 registered items for which data could not be found
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Statistics updated 2026-05-06