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 3 37
Adaptive Models and Heavy Tails 0 0 0 159 0 1 2 309
Adaptive models and heavy tails 0 0 0 38 0 3 5 133
Adaptive models and heavy tails 0 0 0 32 0 1 3 85
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 0 0 2 107
Adaptive models and heavy tails with an application to inflation forecasting 0 0 1 67 0 1 4 91
Adaptive state space models with applications to the business cycle and financial stress 0 0 4 190 0 0 5 330
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 1 5 75 1 7 29 263
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 4 11 1 1 13 43
Aggregate Skewness and the Business Cycle 1 3 7 35 2 5 19 92
Aggregate Skewness and the Business Cycle 2 10 35 202 12 33 107 519
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 104 0 0 1 248
Aggregate skewness and the business cycle 0 0 4 20 4 4 15 58
Asset Market Participation, Redistribution, and Asset Pricing 0 0 5 26 0 1 19 86
Asymmetry Reversals and the Business Cycle 0 0 0 33 1 1 1 89
Asymmetry Reversals and the Business Cycle 0 0 0 2 0 0 5 25
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 0 12 1 1 3 16
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 0 1 4 19
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 0 0 0 9
Bank Assets, Liquidity and Credit Cycles 0 1 3 37 1 2 8 62
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 3 56 0 0 6 107
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 4 16 0 2 6 38
Chained financial frictions and credit cycles 0 0 0 74 0 0 0 142
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 2 144 1 1 7 234
Consumer Durables and Monetary Policy According to HANK 6 11 25 25 16 32 51 51
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 0 0 0 130
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 1 3 34
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 0 2 3 196
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 0 109 1 2 4 42
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 28 0 1 6 39
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 13 59 0 3 36 161
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 107 0 0 6 319
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 202 0 1 6 449
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 1 1 1 144 1 2 2 436
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 1 1 1 86 1 3 4 389
Factor demand linkages, technology shocks and the business cycle 0 0 1 96 2 4 7 229
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 1 8 226 2 5 17 806
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 1 80 0 2 6 273
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 0 5 138
Inflation and Price Flexibility 1 4 17 17 1 5 13 13
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 0 2 78
Leverage and Deepening Business Cycle Skewness 0 0 1 48 0 2 6 162
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 1 1 3 80
Leverage and deepening business cycle skewness 0 0 0 187 3 3 6 307
Loss Aversion and the Asymmetric Transmission of Monetary Policy 1 1 1 60 2 5 8 121
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 150 0 2 6 342
Modeling and Forecasting Macroeconomic Downside Risk 1 1 5 87 2 3 16 202
Modeling and forecasting macroeconomic downside risk 0 0 3 56 1 4 16 124
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 1 100 2 2 5 198
Monetary Policy with Sectoral Trade-offs 1 1 2 65 2 2 5 139
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 0 0 437
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 2 119 0 0 8 312
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 0 3 1 1 3 21
Price dividend ratio and long-run stock returns: a score driven state space model 0 1 5 71 3 6 18 135
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 1 2 3 44
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 0 0 0 4
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 2 1 1 2 31
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 0 0 1 9
Reference-dependent preferences and the transmission of monetary policy 0 0 0 49 0 2 5 136
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 2 2 2 167
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 2 7 9 123
Risk premia and seasonality in commodity futures 0 0 1 45 0 0 10 128
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 1 4 0 0 5 19
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 0 0 1 132
Speculation in the Oil Market 1 2 9 177 3 7 27 519
Speculation in the oil market 1 1 4 258 2 5 12 677
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 1 148 0 2 3 324
Structural Scenario Analysis with SVARs 1 1 9 415 6 11 30 984
Taming Momentum Crashes 0 0 2 3 0 0 9 10
Terms-of-Trade Shocks are Not all Alike 0 3 22 173 1 10 61 422
Terms-of-Trade Shocks are Not all Alike 0 0 2 44 0 2 7 213
Terms-of-trade shocks are not all alike 0 1 7 71 1 2 14 117
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 0 2 14 1 2 11 20
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 1 35 35 0 4 79 79
The taming of the skew: asymmetric inflation risk and monetary policy 0 0 20 20 3 6 47 47
Time-varying Price Flexibility and Inflation Dynamics 0 0 1 67 2 2 5 151
Tracking the Slowdown in Long-Run GDP Growth 0 1 7 306 0 1 18 697
Tracking the slowdown in long-run GDP growth 0 0 0 71 1 1 2 162
Tracking the slowdown in long-run GDP growth 0 0 0 64 0 0 4 165
Tracking the slowdown in long-run GDP growth 0 0 1 28 1 2 6 72
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 1 3 7 22 2 9 19 32
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 1 1 0 1 4 4
Total Working Papers 19 51 302 6,164 95 242 934 14,993
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 4 76 2 5 10 183
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 0 4 33 65 5 16 94 184
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 66 2 2 8 234
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 0 4 14 3 3 14 52
Bank assets, liquidity and credit cycles 0 1 6 48 2 4 19 189
Commodity prices and inflation risk 0 0 8 69 4 6 34 248
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 3 59 0 0 6 183
Efficient matrix approach for classical inference in state space models 0 0 2 23 0 0 5 74
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 1 5 224 2 3 8 527
Gibrat’s law and quantile regressions: An application to firm growth 0 0 3 48 1 4 15 182
Inflation and price flexibility 1 1 1 1 3 6 6 6
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 1 1 3 106 3 4 11 308
Input–output interactions and optimal monetary policy 1 1 6 195 3 3 14 449
Leverage and Deepening Business-Cycle Skewness 0 0 4 104 2 5 32 385
Loss aversion and the asymmetric transmission of monetary policy 1 1 8 202 1 1 25 628
Modeling and Forecasting Macroeconomic Downside Risk 0 1 14 19 3 6 41 50
Monetary Policy with Sectoral Trade‐Offs 1 2 5 69 2 3 8 171
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 1 1 12 33
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 1 2 0 0 6 12
Risk premia and seasonality in commodity futures 0 0 4 41 1 3 10 175
Speculation in the Oil Market 1 1 3 65 1 2 13 233
Speculation in the oil market 0 0 1 86 0 1 7 330
Structural scenario analysis with SVARs 7 20 69 296 19 47 175 824
Terms-of-Trade Shocks Are Not All Alike 4 11 19 19 16 45 82 82
Tracking the Slowdown in Long-Run GDP Growth 0 0 10 245 4 7 37 765
Unveiling the dance of commodity prices and the global financial cycle 1 4 31 46 8 18 86 122
When oil prices jump, is speculation to blame? 0 0 0 35 0 0 1 138
Total Journal Articles 18 50 248 2,232 88 195 779 6,767


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 0 0 6 94
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 2 4 13 19
Total Chapters 0 0 2 20 2 4 19 113
1 registered items for which data could not be found


Statistics updated 2025-11-08