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 0 159 1 4 40 348
Adaptive Models and Heavy Tails 0 0 0 1 0 1 8 43
Adaptive models and heavy tails 0 0 0 32 0 2 10 94
Adaptive models and heavy tails 0 0 0 38 0 3 16 146
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 0 3 15 105
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 0 4 22 129
Adaptive state space models with applications to the business cycle and financial stress 0 0 0 190 0 3 11 341
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 1 3 7 78 1 8 28 279
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 0 11 1 5 22 63
Aggregate Skewness and the Business Cycle 1 9 35 223 4 21 104 578
Aggregate Skewness and the Business Cycle 0 1 8 40 0 4 27 113
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 0 3 14 261
Aggregate skewness and the business cycle 0 0 0 20 1 7 22 74
Asset Market Participation, Redistribution, and Asset Pricing 0 0 3 27 0 5 17 99
Asymmetry Reversals and the Business Cycle 0 0 1 3 0 4 19 40
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 4 10 98
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 1 13 1 2 8 22
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 0 3 10 19
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 0 5 11 28
Bank Assets, Liquidity and Credit Cycles 0 0 1 37 0 4 15 75
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 2 57 0 5 22 128
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 1 17 0 5 21 57
Chained financial frictions and credit cycles 0 0 0 74 0 3 10 152
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 7 7 1 2 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 3 12 245
Consumer Durables and Monetary Policy According to HANK 0 0 0 0 0 0 0 0
Consumer Durables and Monetary Policy According to HANK 1 2 45 45 3 19 140 140
Consumer durables and monetary policy according to HANK 1 1 11 11 2 5 17 17
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 1 3 7 137
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 1 3 36
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 0 2 16 210
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 2 30 0 8 19 57
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 60 1 1 24 173
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 2 2 111 1 5 13 53
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 1 6 23 341
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 202 1 3 12 460
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 0 0 16 450
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 86 1 4 15 400
Factor demand linkages, technology shocks and the business cycle 0 0 0 96 1 1 8 233
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 5 227 1 3 27 823
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 0 2 9 280
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 3 7 144
Inflation and Price Flexibility 0 0 18 19 1 2 30 31
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 6 18 95
Leverage and Deepening Business Cycle Skewness 0 0 0 48 0 3 13 173
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 1 3 12 91
Leverage and deepening business cycle skewness 0 0 0 187 3 7 19 323
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 2 61 2 9 25 140
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 1 1 151 1 8 22 361
Modeling and Forecasting Macroeconomic Downside Risk 0 1 3 89 1 7 17 216
Modeling and forecasting macroeconomic downside risk 0 1 2 58 2 6 26 146
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 0 6 18 214
Monetary Policy with Sectoral Trade-offs 0 0 1 65 0 5 18 155
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 1 1 3 440
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 119 2 5 12 324
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 1 4 1 5 23 42
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 1 71 0 2 22 150
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 2 4 10 52
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 0 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 0 4 11 41
Reference-dependent preferences and the transmission of monetary policy 0 0 1 50 0 4 26 159
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 0 4 22 137
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 0 4 15 180
Risk premia and seasonality in commodity futures 0 1 2 47 1 6 22 147
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 0 1 10 25
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 0 1 5 137
Speculation in the Oil Market 1 2 7 179 3 6 30 536
Speculation in the oil market 0 2 3 260 2 6 15 685
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 0 3 10 332
Structural Scenario Analysis with SVARs 0 1 8 420 1 8 48 1,017
Taming Momentum Crashes 0 1 2 4 1 13 22 28
Terms-of-Trade Shocks are Not all Alike 0 0 8 176 0 6 45 452
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 0 3 11 222
Terms-of-trade shocks are not all alike 0 0 3 72 0 6 25 136
The Anatomy of Emerging-Market Business Cycles: Global Financial Shocks and Supply-Like Transmission 0 0 0 0 0 0 0 0
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 1 6 19 0 10 27 43
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 1 1 7 36 5 21 50 117
The taming of the skew: asymmetric inflation risk and monetary policy 0 1 2 22 0 7 43 78
Time-varying Price Flexibility and Inflation Dynamics 0 0 0 67 1 7 17 165
Tracking the Slowdown in Long-Run GDP Growth 1 2 5 309 3 15 69 764
Tracking the slowdown in long-run GDP growth 0 0 0 64 2 4 10 175
Tracking the slowdown in long-run GDP growth 0 0 0 28 1 2 12 81
Tracking the slowdown in long-run GDP growth 1 1 1 72 2 6 16 177
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 3 3 0 1 16 17
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 1 7 26 3 11 34 56
Total Working Papers 8 36 232 6,288 65 419 1,764 16,379
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 77 1 4 16 194
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 2 3 17 77 4 18 98 253
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 66 1 3 12 244
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 0 4 18 0 1 19 66
Bank assets, liquidity and credit cycles 0 0 2 49 2 4 18 200
Commodity prices and inflation risk 2 3 6 75 4 7 31 272
Consumer durables and monetary policy according to HANK 3 4 12 12 4 12 26 26
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 1 60 1 3 8 189
Efficient matrix approach for classical inference in state space models 0 0 1 23 0 2 6 79
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 1 2 225 1 3 20 544
Gibrat’s law and quantile regressions: An application to firm growth 0 0 1 49 2 11 25 200
Inflation and price flexibility 2 2 4 4 6 10 22 22
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 1 106 0 3 15 317
Input–output interactions and optimal monetary policy 0 0 3 196 1 4 15 459
Leverage and Deepening Business-Cycle Skewness 0 2 5 108 1 12 44 414
Loss aversion and the asymmetric transmission of monetary policy 0 0 5 205 2 15 39 663
Modeling and Forecasting Macroeconomic Downside Risk 2 4 16 29 2 9 50 87
Monetary Policy with Sectoral Trade‐Offs 0 0 4 70 0 5 24 189
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 0 0 7 39
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 2 6 18 30
Risk premia and seasonality in commodity futures 0 2 3 44 1 9 26 198
Speculation in the Oil Market 0 0 1 65 0 1 13 243
Speculation in the oil market 0 0 0 86 0 2 7 335
Structural scenario analysis with SVARs 2 8 55 325 5 28 160 917
Terms-of-Trade Shocks Are Not All Alike 1 5 22 27 2 19 110 134
The predictive content of U.S. Energy Information Administration oil market forecasts 0 2 2 2 1 5 5 5
Tracking the Slowdown in Long-Run GDP Growth 1 3 9 252 1 4 41 793
Unveiling the dance of commodity prices and the global financial cycle 1 3 13 53 3 15 67 161
When oil prices jump, is speculation to blame? 0 0 0 35 0 1 5 143
Total Journal Articles 16 42 191 2,349 47 216 947 7,416


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 99
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 1 3 19 32
Total Chapters 0 0 0 20 1 4 26 131
1 registered items for which data could not be found


Statistics updated 2026-06-04