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 0 1 2 308
Adaptive Models and Heavy Tails 0 0 0 1 0 1 1 35
Adaptive models and heavy tails 0 0 1 38 0 1 2 129
Adaptive models and heavy tails 0 0 1 32 0 1 3 83
Adaptive models and heavy tails with an application to inflation forecasting 0 0 1 67 1 2 3 90
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 0 2 2 107
Adaptive state space models with applications to the business cycle and financial stress 0 1 4 190 0 2 7 330
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 1 8 71 2 9 37 248
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 1 3 4 10 3 6 16 39
Aggregate Skewness and the Business Cycle 1 2 10 32 1 6 25 83
Aggregate Skewness and the Business Cycle 3 10 30 184 8 23 96 454
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 104 0 0 0 247
Aggregate skewness and the business cycle 1 2 3 18 2 5 10 49
Asset Market Participation, Redistribution, and Asset Pricing 0 0 8 22 2 5 40 78
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 0 0 88
Asymmetry Reversals and the Business Cycle 0 0 0 2 0 1 1 21
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 0 12 1 1 1 14
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 1 10 1 1 4 17
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 1 35 1 4 4 58
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 1 4 54 0 2 14 104
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 2 6 15 0 2 9 35
Chained financial frictions and credit cycles 0 0 0 74 0 0 1 142
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 1 5 143 0 3 11 231
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 98 0 1 1 194
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 1 1 32
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 1 26 0 1 4 35
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 109 1 2 7 40
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 2 6 22 55 2 7 43 139
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 107 1 2 8 318
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 201 1 2 5 447
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 143 0 0 2 434
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 85 0 0 0 385
Factor demand linkages, technology shocks and the business cycle 1 1 1 96 2 3 4 225
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 1 7 222 2 3 15 796
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 3 4 136
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 1 80 0 2 5 271
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 1 3 77
Leverage and Deepening Business Cycle Skewness 0 0 0 47 0 2 5 159
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 0 2 3 79
Leverage and deepening business cycle skewness 0 0 1 187 0 2 5 303
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 1 1 150 0 3 4 339
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 0 59 0 1 3 115
Modeling and Forecasting Macroeconomic Downside Risk 0 1 3 83 0 6 21 196
Modeling and forecasting macroeconomic downside risk 0 3 4 56 0 6 11 117
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 1 100 0 0 3 194
Monetary Policy with Sectoral Trade-offs 0 1 3 64 1 2 6 137
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 1 1 2 119 1 5 6 310
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 0 0 437
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 0 3 0 1 1 19
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 1 14 0 1 6 42
Price dividend ratio and long-run stock returns: a score driven state space model 1 1 2 67 1 5 9 123
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 2 0 1 2 30
Reference-dependent preferences and the transmission of monetary policy 0 0 0 49 1 2 3 133
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 0 0 1 165
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 0 0 1 114
Risk premia and seasonality in commodity futures 0 0 2 44 1 3 8 124
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 0 0 1 132
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 1 4 0 0 1 15
Speculation in the Oil Market 0 1 6 170 3 6 26 502
Speculation in the oil market 0 1 2 256 0 2 5 668
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 2 148 0 0 3 322
Structural Scenario Analysis with SVARs 0 1 11 410 3 4 32 964
Taming Momentum Crashes 0 1 2 2 0 4 5 5
Terms-of-Trade Shocks are Not all Alike 0 0 5 44 1 1 9 211
Terms-of-Trade Shocks are Not all Alike 5 7 40 163 12 22 110 397
Terms-of-trade shocks are not all alike 1 1 6 66 3 3 14 107
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 0 13 13 0 2 15 15
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 1 23 25 25 8 46 55 55
The taming of the skew: asymmetric inflation risk and monetary policy 8 17 17 17 11 30 30 30
Time-varying Price Flexibility and Inflation Dynamics 0 0 1 66 0 1 5 147
Tracking the Slowdown in Long-Run GDP Growth 1 2 14 303 3 7 32 692
Tracking the slowdown in long-run GDP growth 0 0 3 64 2 3 9 165
Tracking the slowdown in long-run GDP growth 0 0 3 71 0 1 8 161
Tracking the slowdown in long-run GDP growth 0 1 1 28 0 2 4 69
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 1 2 18 18 1 4 19 19
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 0 1 1 1
Total Working Papers 28 97 313 6,005 83 287 873 14,471
16 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 4 74 0 0 7 176
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 8 16 45 55 10 25 116 143
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 65 1 2 5 230
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 3 4 13 0 3 15 44
Bank assets, liquidity and credit cycles 1 1 4 44 3 5 17 179
Commodity prices and inflation risk 0 3 18 68 9 16 50 238
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 0 56 0 0 2 178
Efficient matrix approach for classical inference in state space models 0 0 0 21 1 3 3 72
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 6 222 0 1 8 523
Gibrat’s law and quantile regressions: An application to firm growth 1 2 2 47 1 3 9 173
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 1 103 1 1 3 298
Input–output interactions and optimal monetary policy 0 2 6 191 1 4 17 442
Leverage and Deepening Business-Cycle Skewness 0 2 8 103 2 8 34 367
Loss aversion and the asymmetric transmission of monetary policy 0 0 6 196 2 7 34 617
Modeling and Forecasting Macroeconomic Downside Risk 1 4 10 10 3 14 28 28
Monetary Policy with Sectoral Trade‐Offs 0 1 9 66 0 1 12 165
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 5 9 0 11 18 32
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 1 2 2 1 5 12 12
Risk premia and seasonality in commodity futures 1 3 4 41 1 3 11 171
Speculation in the Oil Market 0 2 3 64 1 6 14 228
Speculation in the oil market 0 0 0 85 0 4 8 327
Structural scenario analysis with SVARs 7 19 72 256 16 42 206 727
Tracking the Slowdown in Long-Run GDP Growth 2 4 15 240 4 10 39 747
Unveiling the dance of commodity prices and the global financial cycle 2 14 36 36 5 27 83 83
When oil prices jump, is speculation to blame? 0 0 1 35 0 0 6 138
Total Journal Articles 23 77 261 2,102 62 201 757 6,338

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 1 1 19 0 2 3 91
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 0 2 11 11
Total Chapters 0 1 1 19 0 4 14 102
1 registered items for which data could not be found
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Statistics updated 2025-04-04