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
Adaptive Models and Heavy Tails 0 0 0 159 22 33 35 342
Adaptive Models and Heavy Tails 0 0 0 1 2 4 7 41
Adaptive models and heavy tails 0 0 0 32 1 4 7 89
Adaptive models and heavy tails 0 0 0 38 6 10 15 143
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 11 16 18 123
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 3 8 11 99
Adaptive state space models with applications to the business cycle and financial stress 0 0 1 190 3 8 10 338
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 0 4 75 3 7 28 270
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 3 11 11 14 22 57
Aggregate Skewness and the Business Cycle 3 11 36 213 14 27 109 546
Aggregate Skewness and the Business Cycle 1 3 8 38 6 14 27 106
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 1 1 105 4 10 11 258
Aggregate skewness and the business cycle 0 0 4 20 2 6 20 64
Asset Market Participation, Redistribution, and Asset Pricing 0 1 5 27 3 7 20 93
Asymmetry Reversals and the Business Cycle 1 1 1 3 7 10 15 35
Asymmetry Reversals and the Business Cycle 0 0 0 33 2 5 6 94
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 1 1 1 13 3 4 7 20
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 1 4 7 23
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 2 5 5 14
Bank Assets, Liquidity and Credit Cycles 0 0 3 37 4 8 16 70
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 3 56 9 10 15 117
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 3 16 4 9 14 47
Chained financial frictions and credit cycles 0 0 0 74 7 7 7 149
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 2 144 1 6 11 240
Consumer Durables and Monetary Policy According to HANK 3 15 40 40 22 54 105 105
Consumer durables and monetary policy according to HANK 6 6 6 6 7 8 8 8
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 2 4 4 134
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 4 12 15 208
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 1 4 35
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 3 29 5 7 11 46
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 0 109 2 6 9 48
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 1 10 60 4 8 36 169
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 11 15 18 334
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 202 4 8 12 457
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 7 12 14 448
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 86 2 5 9 394
Factor demand linkages, technology shocks and the business cycle 0 0 1 96 2 3 10 232
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 1 6 227 4 12 25 818
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 1 3 7 141
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 1 5 8 278
Inflation and Price Flexibility 0 2 19 19 2 14 27 27
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 3 6 8 84
Leverage and Deepening Business Cycle Skewness 0 0 1 48 3 6 11 168
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 2 7 9 87
Leverage and deepening business cycle skewness 0 0 0 187 5 8 14 315
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 0 150 4 10 15 352
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 1 2 61 3 7 14 128
Modeling and Forecasting Macroeconomic Downside Risk 1 1 5 88 3 6 14 208
Modeling and forecasting macroeconomic downside risk 0 1 3 57 4 14 24 138
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 2 7 11 205
Monetary Policy with Sectoral Trade-offs 0 0 1 65 4 8 11 147
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 2 2 439
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 1 119 5 7 12 319
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 1 1 4 8 15 18 36
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 5 71 1 6 22 141
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 3 4 7 48
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 0 2 2 6
Reference-dependent Preferences and the Transmission of Monetary Policy 1 1 1 3 4 6 8 37
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 3 6 7 15
Reference-dependent preferences and the transmission of monetary policy 1 1 1 50 11 18 23 154
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 3 9 18 132
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 3 6 8 173
Risk premia and seasonality in commodity futures 0 1 2 46 5 9 15 137
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 2 5 9 24
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 3 3 3 135
Speculation in the Oil Market 0 0 7 177 2 8 29 527
Speculation in the oil market 0 0 2 258 2 2 11 679
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 3 5 7 329
Structural Scenario Analysis with SVARs 0 3 8 418 6 16 39 1,000
Taming Momentum Crashes 0 0 2 3 1 2 9 12
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 2 3 6 216
Terms-of-Trade Shocks are Not all Alike 1 3 20 176 7 19 63 441
Terms-of-trade shocks are not all alike 0 1 7 72 5 10 23 127
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 2 3 16 4 9 14 29
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 19 35 10 13 60 92
The taming of the skew: asymmetric inflation risk and monetary policy 0 0 20 20 8 19 66 66
Time-varying Price Flexibility and Inflation Dynamics 0 0 1 67 3 7 12 158
Tracking the Slowdown in Long-Run GDP Growth 1 1 6 307 40 46 57 743
Tracking the slowdown in long-run GDP growth 0 0 0 64 4 5 7 170
Tracking the slowdown in long-run GDP growth 0 0 0 71 4 7 9 169
Tracking the slowdown in long-run GDP growth 0 0 1 28 3 7 12 79
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 2 3 3 3 10 13 14
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 2 8 24 4 11 27 43
Total Working Papers 21 65 293 6,229 406 789 1,514 15,782
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 2 4 11 187
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 1 9 31 74 14 46 106 230
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 66 3 4 10 238
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 1 2 5 16 7 10 20 62
Bank assets, liquidity and credit cycles 0 0 5 48 2 6 21 195
Commodity prices and inflation risk 0 2 6 71 4 12 37 260
Consumer durables and monetary policy according to HANK 3 3 3 3 6 6 6 6
Discretion vs. timeless perspective under model-consistent stabilization objectives 1 1 4 60 1 3 8 186
Efficient matrix approach for classical inference in state space models 0 0 2 23 3 3 8 77
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 2 224 9 11 15 538
Gibrat’s law and quantile regressions: An application to firm growth 0 1 4 49 2 6 17 188
Inflation and price flexibility 0 1 2 2 2 6 12 12
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 3 106 2 6 17 314
Input–output interactions and optimal monetary policy 0 0 6 195 0 5 16 454
Leverage and Deepening Business-Cycle Skewness 1 1 3 105 7 11 36 396
Loss aversion and the asymmetric transmission of monetary policy 0 3 9 205 7 16 31 644
Modeling and Forecasting Macroeconomic Downside Risk 4 5 17 24 9 20 52 70
Monetary Policy with Sectoral Trade‐Offs 0 0 3 69 4 10 16 181
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 4 4 15 37
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 1 2 9 12 15 24
Risk premia and seasonality in commodity futures 0 1 2 42 8 11 16 186
Speculation in the Oil Market 0 0 1 65 1 7 14 240
Speculation in the oil market 0 0 1 86 0 3 7 333
Structural scenario analysis with SVARs 6 17 70 313 16 56 182 880
Terms-of-Trade Shocks Are Not All Alike 1 2 21 21 11 26 108 108
Tracking the Slowdown in Long-Run GDP Growth 1 3 10 248 10 18 43 783
Unveiling the dance of commodity prices and the global financial cycle 1 2 22 48 4 18 78 140
When oil prices jump, is speculation to blame? 0 0 0 35 2 3 3 141
Total Journal Articles 20 53 236 2,285 149 343 920 7,110

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 3 4 9 98
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 2 8 17 27
Total Chapters 0 0 2 20 5 12 26 125
1 registered items for which data could not be found
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Statistics updated 2026-02-12