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 0 0 1 35
Adaptive Models and Heavy Tails 0 0 0 159 1 1 2 309
Adaptive models and heavy tails 0 0 0 38 2 2 4 132
Adaptive models and heavy tails 0 0 0 32 0 0 2 84
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 1 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 3 6 74 3 8 28 259
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 4 11 0 1 15 42
Aggregate Skewness and the Business Cycle 1 1 7 33 2 3 21 89
Aggregate Skewness and the Business Cycle 2 6 29 194 5 17 97 491
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 104 0 1 1 248
Aggregate skewness and the business cycle 0 0 4 20 0 2 11 54
Asset Market Participation, Redistribution, and Asset Pricing 0 2 5 26 0 3 25 85
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 4 5 25
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 0 12 0 1 2 15
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 0 0 0 9
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 1 2 5 19
Bank Assets, Liquidity and Credit Cycles 1 1 3 37 1 1 7 61
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 1 6 56 0 1 17 107
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 5 16 1 1 8 37
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 3 144 0 0 7 233
Consumer Durables and Monetary Policy According to HANK 3 17 17 17 6 25 25 25
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 0 1 194
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 0 2 33
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 14 58 1 10 45 159
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 28 1 1 7 39
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 1 109 0 0 5 40
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 202 1 1 6 449
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 107 0 1 7 319
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 143 1 1 1 435
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 85 2 3 3 388
Factor demand linkages, technology shocks and the business cycle 0 0 1 96 1 1 4 226
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 3 8 225 0 5 14 801
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 1 5 138
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 1 80 2 2 6 273
Inflation and Price Flexibility 1 13 14 14 1 8 9 9
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 1 4 78
Leverage and Deepening Business Cycle Skewness 0 0 1 48 1 1 5 161
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 0 0 3 79
Leverage and deepening business cycle skewness 0 0 0 187 0 0 4 304
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 0 59 2 3 5 118
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 150 1 2 5 341
Modeling and Forecasting Macroeconomic Downside Risk 0 0 4 86 0 0 17 199
Modeling and forecasting macroeconomic downside risk 0 0 4 56 2 2 16 122
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 1 100 0 0 3 196
Monetary Policy with Sectoral Trade-offs 0 0 1 64 0 0 3 137
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 2 119 0 0 8 312
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 2 20
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 1 1 2 43
Price dividend ratio and long-run stock returns: a score driven state space model 1 1 5 71 2 3 14 131
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 1 0 0 1 9
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 2 0 0 2 30
Reference-dependent preferences and the transmission of monetary policy 0 0 0 49 2 3 6 136
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 0 0 0 165
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 1 2 3 117
Risk premia and seasonality in commodity futures 0 0 1 45 0 3 10 128
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 1 4 0 4 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 0 3 8 175 2 8 29 514
Speculation in the oil market 0 0 3 257 1 3 9 673
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 1 148 0 0 2 322
Structural Scenario Analysis with SVARs 0 2 12 414 2 6 29 975
Taming Momentum Crashes 0 1 3 3 0 4 10 10
Terms-of-Trade Shocks are Not all Alike 0 0 2 44 1 1 6 212
Terms-of-Trade Shocks are Not all Alike 1 3 31 171 3 8 87 415
Terms-of-trade shocks are not all alike 0 1 9 70 0 4 16 115
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 1 2 14 1 3 10 19
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 5 34 34 3 11 78 78
The taming of the skew: asymmetric inflation risk and monetary policy 0 0 20 20 1 7 42 42
Time-varying Price Flexibility and Inflation Dynamics 0 0 2 67 0 1 4 149
Tracking the Slowdown in Long-Run GDP Growth 0 1 8 305 0 1 22 696
Tracking the slowdown in long-run GDP growth 0 0 2 64 0 0 7 165
Tracking the slowdown in long-run GDP growth 0 0 1 28 0 1 4 70
Tracking the slowdown in long-run GDP growth 0 0 2 71 0 0 3 161
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 1 1 1 0 2 3 3
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 1 1 6 20 3 4 17 26
Total Working Papers 11 68 306 6,124 62 198 906 14,813
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 3 75 1 1 7 179
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 1 2 37 62 5 18 101 173
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 66 0 0 6 232
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 0 5 14 0 2 15 49
Bank assets, liquidity and credit cycles 1 1 7 48 1 4 19 186
Commodity prices and inflation risk 0 0 11 69 1 2 38 243
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 3 59 0 2 6 183
Efficient matrix approach for classical inference in state space models 0 1 2 23 0 1 5 74
Factor Demand Linkages, Technology Shocks, and the Business Cycle 1 1 5 224 1 1 6 525
Gibrat’s law and quantile regressions: An application to firm growth 0 0 3 48 2 5 14 180
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 2 105 0 2 7 304
Input–output interactions and optimal monetary policy 0 1 6 194 0 2 14 446
Leverage and Deepening Business-Cycle Skewness 0 1 4 104 2 12 37 382
Loss aversion and the asymmetric transmission of monetary policy 0 1 9 201 0 3 31 627
Modeling and Forecasting Macroeconomic Downside Risk 0 5 16 18 0 7 40 44
Monetary Policy with Sectoral Trade‐Offs 0 1 5 67 0 3 8 168
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 1 9 0 0 12 32
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 1 2 0 0 8 12
Risk premia and seasonality in commodity futures 0 0 4 41 1 1 9 173
Speculation in the Oil Market 0 0 2 64 1 2 14 232
Speculation in the oil market 0 0 1 86 0 1 8 329
Structural scenario analysis with SVARs 5 11 68 281 12 32 179 789
Terms-of-Trade Shocks Are Not All Alike 1 4 9 9 13 26 50 50
Tracking the Slowdown in Long-Run GDP Growth 0 2 12 245 1 7 39 759
Unveiling the dance of commodity prices and the global financial cycle 2 4 43 44 7 17 108 111
When oil prices jump, is speculation to blame? 0 0 1 35 0 0 5 138
Total Journal Articles 11 35 261 2,193 48 151 786 6,620


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 2 6 94
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 2 4 17 17
Total Chapters 0 0 2 20 2 6 23 111
1 registered items for which data could not be found


Statistics updated 2025-09-05