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 1 8 43
Adaptive Models and Heavy Tails 0 0 0 159 0 3 40 348
Adaptive models and heavy tails 0 0 0 38 0 3 16 146
Adaptive models and heavy tails 0 0 0 32 0 2 10 94
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 2 22 129
Adaptive state space models with applications to the business cycle and financial stress 0 0 0 190 0 2 11 341
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 2 7 78 2 8 30 281
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 0 11 1 3 23 64
Aggregate Skewness and the Business Cycle 2 7 34 225 4 16 100 582
Aggregate Skewness and the Business Cycle 0 0 8 40 0 3 27 113
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 1 4 15 262
Aggregate skewness and the business cycle 0 0 0 20 0 4 21 74
Asset Market Participation, Redistribution, and Asset Pricing 0 0 3 27 0 3 17 99
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 2 10 98
Asymmetry Reversals and the Business Cycle 0 0 1 3 0 4 17 40
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 1 13 0 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 1 1 11 29
Bank Assets, Liquidity and Credit Cycles 0 0 1 37 0 2 15 75
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 2 57 0 3 22 128
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 1 17 0 3 21 57
Chained financial frictions and credit cycles 0 0 0 74 1 3 11 153
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 7 7 0 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 1 1 1 1 2 2 2 2
Consumer Durables and Monetary Policy According to HANK 0 1 38 45 4 11 136 144
Consumer durables and monetary policy according to HANK 1 2 12 12 4 9 21 21
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 0 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 2 111 3 7 16 56
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 60 4 5 25 177
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 2 30 0 4 19 57
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 202 1 3 13 461
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 2 5 24 343
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 1 1 17 451
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 86 0 3 14 400
Factor demand linkages, technology shocks and the business cycle 0 0 0 96 0 1 8 233
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 3 227 0 3 24 823
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 1 3 10 281
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 8 19 1 3 26 32
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 1 4 19 96
Leverage and Deepening Business Cycle Skewness 0 0 0 48 0 2 13 173
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 0 1 12 91
Leverage and deepening business cycle skewness 1 1 1 188 2 8 21 325
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 2 61 0 6 25 140
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 1 1 151 0 6 22 361
Modeling and Forecasting Macroeconomic Downside Risk 0 0 3 89 0 5 17 216
Modeling and forecasting macroeconomic downside risk 0 1 2 58 2 6 28 148
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 0 5 18 214
Monetary Policy with Sectoral Trade-offs 0 0 1 65 3 8 21 158
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 1 3 440
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 119 1 5 13 325
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 1 4 1 5 24 43
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 1 4 11 53
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 1 71 1 3 23 151
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 1 3 0 3 11 41
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 1 1 7 16
Reference-dependent preferences and the transmission of monetary policy 0 0 1 50 0 1 25 159
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 1 4 23 138
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 0 3 15 180
Risk premia and seasonality in commodity futures 0 1 2 47 1 4 21 148
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 0 1 8 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 0 2 7 179 0 6 30 536
Speculation in the oil market 0 0 3 260 1 3 16 686
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 0 2 10 332
Structural Scenario Analysis with SVARs 0 1 8 420 1 5 48 1,018
Taming Momentum Crashes 2 3 3 6 3 10 22 31
Terms-of-Trade Shocks are Not all Alike 0 0 6 176 1 5 42 453
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 2 72 0 5 23 136
The Anatomy of Emerging-Market Business Cycles: Global Financial Shocks and Supply-Like Transmission 6 6 6 6 14 14 14 14
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 0 6 19 2 9 29 45
The Predictive Content of U.S. Energy Information Administration Oil Market Forecasts 0 2 20 20 1 6 10 10
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 1 3 36 0 12 45 117
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 0 0 2 22 1 4 42 79
Time-varying Price Flexibility and Inflation Dynamics 0 0 0 67 1 7 18 166
Tracking the Slowdown in Long-Run GDP Growth 1 2 6 310 1 11 70 765
Tracking the slowdown in long-run GDP growth 0 1 1 72 0 6 16 177
Tracking the slowdown in long-run GDP growth 0 0 0 28 0 2 11 81
Tracking the slowdown in long-run GDP growth 0 0 0 64 1 4 11 176
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 2 3 0 1 15 17
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 7 26 3 10 37 59
Total Working Papers 14 37 234 6,322 78 368 1,794 16,466
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 0 2 16 194
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 2 4 19 79 11 23 104 264
Aggregate Skewness and the Business Cycle 1 1 1 1 3 3 3 3
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 66 0 3 12 244
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 0 4 18 1 2 20 67
Bank assets, liquidity and credit cycles 0 0 2 49 1 5 18 201
Commodity prices and inflation risk 2 5 8 77 5 11 36 277
Consumer durables and monetary policy according to HANK 0 4 12 12 5 13 31 31
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 1 60 0 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 4 21 545
Gibrat’s law and quantile regressions: An application to firm growth 0 0 1 49 0 8 24 200
Inflation and price flexibility 0 2 4 4 0 10 22 22
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 1 106 0 2 14 317
Input–output interactions and optimal monetary policy 0 0 2 196 0 3 14 459
Leverage and Deepening Business-Cycle Skewness 1 1 5 109 3 9 40 417
Loss aversion and the asymmetric transmission of monetary policy 0 0 5 205 0 12 37 663
Modeling and Forecasting Macroeconomic Downside Risk 1 4 13 30 4 10 50 91
Monetary Policy with Sectoral Trade‐Offs 0 0 3 70 0 1 23 189
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 1 1 8 40
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 0 3 18 30
Risk premia and seasonality in commodity futures 0 2 3 44 0 7 26 198
Speculation in the Oil Market 0 0 1 65 0 0 13 243
Speculation in the oil market 0 0 0 86 1 2 8 336
Structural scenario analysis with SVARs 4 9 57 329 11 32 165 928
Terms-of-Trade Shocks Are Not All Alike 0 1 21 27 1 13 103 135
The predictive content of U.S. Energy Information Administration oil market forecasts 0 2 2 2 0 5 5 5
Tracking the Slowdown in Long-Run GDP Growth 1 2 8 253 1 3 38 794
Unveiling the dance of commodity prices and the global financial cycle 0 1 11 53 1 10 62 162
When oil prices jump, is speculation to blame? 0 0 0 35 0 1 5 143
Total Journal Articles 12 39 189 2,361 50 203 950 7,466


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 1 2 7 100
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 1 3 19 33
Total Chapters 0 0 0 20 2 5 26 133
1 registered items for which data could not be found


Statistics updated 2026-07-10