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 0 0 2 308
Adaptive models and heavy tails 0 0 1 32 1 1 4 84
Adaptive models and heavy tails 0 0 1 38 1 1 3 130
Adaptive models and heavy tails with an application to inflation forecasting 0 0 1 67 0 1 3 90
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 0 0 2 107
Adaptive state space models with applications to the business cycle and financial stress 0 0 4 190 0 0 6 330
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 0 6 71 2 5 35 251
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 2 5 11 1 5 18 41
Aggregate Skewness and the Business Cycle 0 1 9 32 1 4 26 86
Aggregate Skewness and the Business Cycle 2 7 30 188 10 28 101 474
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 104 0 0 0 247
Aggregate skewness and the business cycle 0 3 5 20 0 5 10 52
Asset Market Participation, Redistribution, and Asset Pricing 0 2 7 24 2 6 34 82
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 0 1 21
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 0 12 0 1 1 14
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 1 10 0 1 4 17
Bank Assets, Liquidity and Credit Cycles 1 1 2 36 2 3 6 60
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 1 1 5 55 1 2 16 106
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 1 1 7 16 1 1 10 36
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 1 1 6 144 2 2 13 233
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 2 33
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 0 0 1 194
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 109 0 1 6 40
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 4 19 57 6 12 46 149
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 2 3 28 1 3 7 38
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 107 0 1 8 318
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 1 1 202 0 2 6 448
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 0 143 0 0 0 434
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 0 1 1 96 0 2 3 225
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 6 222 0 2 12 796
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 1 1 5 137
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 1 80 0 0 5 271
Inflation and Price Flexibility 1 1 1 1 1 1 1 1
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 0 3 77
Leverage and Deepening Business Cycle Skewness 1 1 1 48 1 1 4 160
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 0 0 3 79
Leverage and deepening business cycle skewness 0 0 0 187 1 1 4 304
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 150 0 0 3 339
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 0 59 0 0 2 115
Modeling and Forecasting Macroeconomic Downside Risk 2 3 5 86 2 3 21 199
Modeling and forecasting macroeconomic downside risk 0 0 4 56 0 3 14 120
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 1 100 2 2 4 196
Monetary Policy with Sectoral Trade-offs 0 0 2 64 0 1 5 137
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 1 2 119 1 3 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 0 1 19
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 0 0 3 42
Price dividend ratio and long-run stock returns: a score driven state space model 2 4 5 70 3 6 14 128
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 0 1 3 133
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 0 1 2 115
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 0 0 0 165
Risk premia and seasonality in commodity futures 0 1 3 45 0 2 9 125
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 1 4 0 0 1 15
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 2 2 8 172 3 7 27 506
Speculation in the oil market 1 1 3 257 1 2 7 670
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 1 148 0 0 2 322
Structural Scenario Analysis with SVARs 2 2 12 412 3 8 31 969
Taming Momentum Crashes 0 0 2 2 0 1 6 6
Terms-of-Trade Shocks are Not all Alike 0 0 4 44 0 1 7 211
Terms-of-Trade Shocks are Not all Alike 3 10 39 168 5 22 103 407
Terms-of-trade shocks are not all alike 2 4 8 69 2 7 17 111
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 0 4 13 0 1 8 16
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 1 5 29 29 3 20 67 67
The taming of the skew: asymmetric inflation risk and monetary policy 2 11 20 20 3 16 35 35
Time-varying Price Flexibility and Inflation Dynamics 1 1 2 67 1 1 4 148
Tracking the Slowdown in Long-Run GDP Growth 0 2 11 304 2 6 31 695
Tracking the slowdown in long-run GDP growth 0 0 2 64 0 2 8 165
Tracking the slowdown in long-run GDP growth 0 0 3 71 0 0 8 161
Tracking the slowdown in long-run GDP growth 0 0 1 28 0 0 3 69
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 2 11 19 2 4 16 22
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 0 0 1 1
Total Working Papers 28 78 310 6,056 68 214 887 14,615
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 1 1 4 75 2 2 8 178
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 2 13 45 60 5 22 112 155
Aggregate fluctuations and the cross-sectional dynamics of firm growth 1 1 1 66 1 3 7 232
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 1 1 5 14 2 3 16 47
Bank assets, liquidity and credit cycles 2 4 6 47 2 6 16 182
Commodity prices and inflation risk 0 1 17 69 1 12 45 241
Discretion vs. timeless perspective under model-consistent stabilization objectives 2 3 3 59 2 3 5 181
Efficient matrix approach for classical inference in state space models 1 1 1 22 1 2 4 73
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 1 6 223 0 1 8 524
Gibrat’s law and quantile regressions: An application to firm growth 1 2 3 48 2 3 9 175
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 1 2 2 105 1 5 5 302
Input–output interactions and optimal monetary policy 1 2 8 193 1 3 17 444
Leverage and Deepening Business-Cycle Skewness 0 0 5 103 2 5 30 370
Loss aversion and the asymmetric transmission of monetary policy 1 4 9 200 3 9 35 624
Modeling and Forecasting Macroeconomic Downside Risk 2 4 13 13 4 12 37 37
Monetary Policy with Sectoral Trade‐Offs 0 0 6 66 0 0 8 165
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 3 9 0 0 16 32
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 2 2 0 1 12 12
Risk premia and seasonality in commodity futures 0 1 4 41 0 2 11 172
Speculation in the Oil Market 0 0 3 64 1 3 14 230
Speculation in the oil market 1 1 1 86 1 1 9 328
Structural scenario analysis with SVARs 6 21 72 270 14 46 196 757
Terms-of-Trade Shocks Are Not All Alike 2 5 5 5 12 24 24 24
Tracking the Slowdown in Long-Run GDP Growth 2 5 16 243 3 9 39 752
Unveiling the dance of commodity prices and the global financial cycle 1 6 40 40 5 16 94 94
When oil prices jump, is speculation to blame? 0 0 1 35 0 0 5 138
Total Journal Articles 28 79 281 2,158 65 193 782 6,469


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 1 1 2 20 1 1 4 92
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 1 2 13 13
Total Chapters 1 1 2 20 2 3 17 105
1 registered items for which data could not be found


Statistics updated 2025-06-06