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 6 6 6
Adaptive Models and Heavy Tails 0 0 0 1 3 5 11 48
Adaptive Models and Heavy Tails 0 1 1 160 1 2 41 350
Adaptive models and heavy tails 0 0 0 38 3 7 20 153
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 1 1 63 1 3 25 132
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 2 3 17 108
Adaptive state space models with applications to the business cycle and financial stress 0 1 1 191 1 2 13 343
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 0 3 78 3 6 24 287
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 0 11 2 3 25 68
Aggregate Skewness and the Business Cycle 1 1 7 42 2 5 27 119
Aggregate Skewness and the Business Cycle 1 1 27 229 4 14 82 601
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 0 1 15 263
Asset Market Participation, Redistribution, and Asset Pricing 0 7 7 7 4 14 15 15
Asset Market Participation, Redistribution, and Asset Pricing 0 0 1 27 2 4 17 103
Asymmetry Reversals and the Business Cycle 0 1 2 4 4 5 20 45
Asymmetry Reversals and the Business Cycle 0 0 0 33 10 10 19 108
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 2 14 1 1 8 24
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 4 4 14 23
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 3 5 15 34
Bank Assets, Liquidity and Credit Cycles 0 0 0 37 1 2 15 77
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 1 57 3 4 25 132
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 1 17 0 0 19 57
Chained financial frictions and credit cycles 1 1 1 75 4 5 16 158
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 0 0 1 2 2 2
Commodity Prices and Fiscal (Pro)Cyclicality 1 1 8 8 2 3 8 8
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 0 144 1 2 13 247
Consumer Durables and Monetary Policy According to HANK 0 13 14 14 0 4 6 6
Consumer Durables and Monetary Policy According to HANK 3 3 23 48 5 8 101 152
Consumer durables and monetary policy according to HANK 0 0 13 13 4 7 30 30
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 2 4 11 141
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 3 3 5 39
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 1 1 15 211
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 30 1 1 19 58
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 111 1 6 20 62
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 1 60 0 0 17 178
Drivers of Exchange Rates in EMDEs: Implications for Foreign Exchange Intervention 34 35 35 35 22 26 26 26
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 202 1 3 15 464
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 5 5 29 348
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 144 2 4 19 455
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 86 4 4 15 404
Factor demand linkages, technology shocks and the business cycle 0 0 0 96 2 2 6 235
Financial Shocks in Currency Markets: Evidence from UIP Premia 0 7 7 7 5 28 28 28
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 1 227 3 4 22 828
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 3 3 9 147
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 1 2 10 283
Inflation and Price Flexibility 0 2 4 21 1 5 24 37
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 1 1 19 97
Leverage and Deepening Business Cycle Skewness 0 0 0 48 2 2 13 175
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 1 1 13 93
Leverage and deepening business cycle skewness 0 0 1 188 3 5 24 331
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 61 3 3 24 145
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 151 6 7 26 368
Modeling and Forecasting Macroeconomic Downside Risk 0 0 2 89 0 2 17 219
Modeling and forecasting macroeconomic downside risk 0 0 2 58 2 3 28 152
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 1 5 21 219
Monetary Policy with Sectoral Trade-offs 0 0 0 65 2 4 23 162
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 5 6 9 446
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 119 0 0 14 326
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 1 4 0 0 22 43
Price dividend ratio and long-run stock returns: a score driven state space model 1 1 3 74 3 3 22 157
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 1 2 11 55
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 0 1 1 1 8 17
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 1 3 0 0 10 41
Reference-dependent preferences and the transmission of monetary policy 0 0 1 50 4 6 29 165
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 2 6 21 144
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 2 4 17 184
Risk premia and seasonality in commodity futures 0 1 3 48 3 5 26 154
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 1 1 7 26
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 1 2 7 139
Speculation in the Oil Market 0 0 2 179 0 2 20 539
Speculation in the oil market 0 0 2 260 2 4 14 691
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 1 1 1 149 2 3 12 336
Structural Scenario Analysis with SVARs 1 2 8 423 2 5 41 1,025
Taming Momentum Crashes 1 2 5 8 3 64 87 97
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 0 0 9 222
Terms-of-Trade Shocks are Not all Alike 1 1 4 177 1 4 35 457
Terms-of-trade shocks are not all alike 1 1 2 73 3 5 24 141
The Anatomy of Emerging-Market Business Cycles: Global Financial Shocks and Supply-Like Transmission 0 8 20 20 3 9 25 25
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 2 3 8 22 23 30 57 77
The Predictive Content of U.S. Energy Information Administration Oil Market Forecasts 0 0 20 20 1 5 17 17
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 1 1 1 1 1 1 1
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 1 36 1 1 40 119
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 1 9 9 9 2 4 4 4
The taming of the skew: asymmetric inflation risk and monetary policy 0 1 4 24 2 6 40 87
Time-varying Price Flexibility and Inflation Dynamics 0 0 0 67 2 2 17 168
Tracking Weekly Activity using New Data Sources 0 17 17 17 1 9 9 9
Tracking the Slowdown in Long-Run GDP Growth 0 0 4 310 3 6 74 771
Tracking the slowdown in long-run GDP growth 0 0 1 72 0 4 20 182
Tracking the slowdown in long-run GDP growth 0 0 0 28 1 2 11 83
Tracking the slowdown in long-run GDP growth 0 0 0 64 2 3 14 179
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 2 3 2 4 17 21
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 4 26 5 9 36 68
Total Working Papers 50 129 303 6,447 236 490 1,988 16,923
15 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 6 9 9 9
Adaptive models and heavy tails with an application to inflation forecasting 0 0 2 78 3 3 17 200
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 1 3 19 84 3 8 91 275
Aggregate Skewness and the Business Cycle 0 0 1 1 1 1 9 9
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 66 6 6 16 250
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 0 4 18 3 5 21 73
Bank assets, liquidity and credit cycles 0 0 1 49 1 2 14 203
Commodity prices and inflation risk 0 0 9 78 2 4 36 284
Consumer durables and monetary policy according to HANK 0 2 18 18 4 14 52 52
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 1 60 1 1 7 190
Efficient matrix approach for classical inference in state space models 1 1 1 24 3 3 8 82
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 1 225 0 0 19 546
Gibrat’s law and quantile regressions: An application to firm growth 0 0 1 49 2 4 23 205
Inflation and price flexibility 0 0 3 4 1 2 18 24
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 0 106 2 4 13 321
Input–output interactions and optimal monetary policy 1 2 3 198 3 6 18 467
Leverage and Deepening Business-Cycle Skewness 1 2 8 112 1 6 39 424
Loss aversion and the asymmetric transmission of monetary policy 0 0 3 205 2 7 42 670
Modeling and Forecasting Macroeconomic Downside Risk 0 0 11 30 4 5 48 98
Monetary Policy with Sectoral Trade‐Offs 0 0 1 70 1 4 22 193
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 1 1 9 42
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 2 3 22 34
Risk premia and seasonality in commodity futures 0 1 4 45 1 4 28 203
Speculation in the Oil Market 0 0 0 65 1 2 13 246
Speculation in the oil market 0 0 0 86 2 2 8 338
Structural scenario analysis with SVARs 3 6 42 338 13 28 139 963
Terms-of-Trade Shocks Are Not All Alike 0 1 10 29 6 16 72 154
The predictive content of U.S. Energy Information Administration oil market forecasts 0 0 2 2 0 3 10 10
Tracking the Slowdown in Long-Run GDP Growth 0 1 9 254 1 2 31 796
Unveiling the dance of commodity prices and the global financial cycle 0 0 7 53 2 6 46 168
When oil prices jump, is speculation to blame? 0 0 0 35 1 2 7 145
Total Journal Articles 7 19 161 2,393 79 163 907 7,674

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 2 2 16 35
Total Chapters 0 0 0 20 2 3 23 136
1 registered items for which data could not be found
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