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 6 6 6 6 2 2 2 2
Adaptive Models and Heavy Tails 0 0 0 1 1 1 9 44
Adaptive Models and Heavy Tails 0 0 0 159 0 0 39 348
Adaptive models and heavy tails 0 0 0 32 1 1 11 95
Adaptive models and heavy tails 0 0 0 38 4 4 18 150
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 1 1 15 106
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 0 0 22 129
Adaptive state space models with applications to the business cycle and financial stress 0 0 0 190 0 0 11 341
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 0 4 78 1 3 23 282
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 0 11 0 2 23 65
Aggregate Skewness and the Business Cycle 0 1 8 41 3 4 28 117
Aggregate Skewness and the Business Cycle 0 5 34 228 4 13 100 591
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 1 2 15 263
Aggregate skewness and the business cycle 0 0 0 20 2 2 22 76
Asset Market Participation, Redistribution, and Asset Pricing 0 0 1 27 0 0 14 99
Asset Market Participation, Redistribution, and Asset Pricing 7 7 7 7 7 8 8 8
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 0 10 98
Asymmetry Reversals and the Business Cycle 1 1 2 4 1 1 16 41
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 2 3 12 31
Bank Assets, Liquidity and Credit Cycles 0 0 0 37 0 0 14 75
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 1 57 1 1 22 129
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 1 17 0 0 20 57
Chained financial frictions and credit cycles 0 0 0 74 0 1 11 153
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 7 7 0 0 5 5
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 0 0 0 0 0 0
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 0 144 0 0 12 245
Consumer Durables and Monetary Policy According to HANK 0 0 28 45 1 5 120 145
Consumer Durables and Monetary Policy According to HANK 13 14 14 14 2 4 4 4
Consumer durables and monetary policy according to HANK 0 2 13 13 1 7 24 24
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 2 2 9 139
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 0 0 16 210
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 0 3 36
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 111 4 7 20 60
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 30 0 0 18 57
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 60 0 5 19 178
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 0 2 24 343
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 202 1 2 13 462
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 2 3 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 7 233
Financial Shocks in Currency Markets: Evidence from UIP Premia 6 6 6 6 19 19 19 19
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 2 227 0 1 23 824
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 1 2 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 2 2 7 21 3 4 26 35
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 1 18 96
Leverage and Deepening Business Cycle Skewness 0 0 0 48 0 0 12 173
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 0 1 13 92
Leverage and deepening business cycle skewness 0 1 1 188 2 5 24 328
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 151 1 1 21 362
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 2 61 0 2 24 142
Modeling and Forecasting Macroeconomic Downside Risk 0 0 3 89 1 2 19 218
Modeling and forecasting macroeconomic downside risk 0 0 2 58 0 3 27 149
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 3 3 21 217
Monetary Policy with Sectoral Trade-offs 0 0 1 65 1 4 22 159
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 119 0 2 14 326
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 0 3 440
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 1 4 0 1 23 43
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 1 2 11 54
Price dividend ratio and long-run stock returns: a score driven state space model 0 2 2 73 0 4 23 154
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 0 1 0 1 7 16
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 1 50 2 2 25 161
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 2 2 17 182
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 2 3 23 140
Risk premia and seasonality in commodity futures 0 0 2 47 0 2 21 149
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 1 1 6 138
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 0 0 6 25
Speculation in the Oil Market 0 0 4 179 1 2 24 538
Speculation in the oil market 0 0 3 260 2 4 16 689
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 0 1 11 333
Structural Scenario Analysis with SVARs 1 2 8 422 1 4 46 1,021
Taming Momentum Crashes 1 3 4 7 57 62 80 90
Terms-of-Trade Shocks are Not all Alike 0 0 5 176 3 4 41 456
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 0 0 10 222
Terms-of-trade shocks are not all alike 0 0 2 72 1 1 22 137
The Anatomy of Emerging-Market Business Cycles: Global Financial Shocks and Supply-Like Transmission 6 18 18 18 2 18 18 18
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 0 5 19 5 9 33 52
The Predictive Content of U.S. Energy Information Administration Oil Market Forecasts 0 0 20 20 2 5 14 14
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 0 0 0 0 0 0
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 2 36 0 1 40 118
The taming of the skew: asymmetric inflation risk and monetary policy 1 2 4 24 2 5 41 83
Time-varying Price Flexibility and Inflation Dynamics 0 0 0 67 0 1 17 166
Tracking Weekly Activity using New Data Sources 0 0 0 0 0 0 0 0
Tracking the Slowdown in Long-Run GDP Growth 0 1 5 310 2 3 71 767
Tracking the slowdown in long-run GDP growth 0 0 1 72 3 4 20 181
Tracking the slowdown in long-run GDP growth 0 0 0 64 0 1 11 176
Tracking the slowdown in long-run GDP growth 0 0 0 28 1 1 12 82
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 6 26 1 4 34 60
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 2 3 1 1 15 18
Total Working Papers 44 74 258 6,382 167 286 1,861 16,674
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 0 0 0 0
Adaptive models and heavy tails with an application to inflation forecasting 0 1 3 78 0 3 18 197
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 1 5 20 82 3 17 97 270
Aggregate Skewness and the Business Cycle 0 1 1 1 0 8 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 20 69
Bank assets, liquidity and credit cycles 0 0 1 49 0 1 15 201
Commodity prices and inflation risk 0 3 9 78 2 10 39 282
Consumer durables and monetary policy according to HANK 0 4 16 16 2 14 40 40
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 2 21 546
Gibrat’s law and quantile regressions: An application to firm growth 0 0 1 49 1 2 22 202
Inflation and price flexibility 0 0 4 4 0 0 22 22
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 1 106 2 2 15 319
Input–output interactions and optimal monetary policy 1 1 3 197 3 5 18 464
Leverage and Deepening Business-Cycle Skewness 1 3 7 111 5 9 41 423
Loss aversion and the asymmetric transmission of monetary policy 0 0 4 205 3 3 39 666
Modeling and Forecasting Macroeconomic Downside Risk 0 1 12 30 1 7 50 94
Monetary Policy with Sectoral Trade‐Offs 0 0 3 70 2 2 23 191
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 0 2 9 41
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 0 1 19 31
Risk premia and seasonality in commodity futures 1 1 4 45 1 2 27 200
Speculation in the Oil Market 0 0 1 65 0 1 12 244
Speculation in the oil market 0 0 0 86 0 1 7 336
Structural scenario analysis with SVARs 0 7 51 332 6 24 152 941
Terms-of-Trade Shocks Are Not All Alike 0 1 19 28 5 9 93 143
The predictive content of U.S. Energy Information Administration oil market forecasts 0 0 2 2 3 5 10 10
Tracking the Slowdown in Long-Run GDP Growth 1 2 9 254 1 2 36 795
Unveiling the dance of commodity prices and the global financial cycle 0 0 9 53 2 3 53 164
When oil prices jump, is speculation to blame? 0 0 0 35 1 1 6 144
Total Journal Articles 5 30 186 2,379 44 139 935 7,555

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 1 2 7 101
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 0 1 16 33
Total Chapters 0 0 0 20 1 3 23 134
1 registered items for which data could not be found
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