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 1 1 5 7 42
Adaptive Models and Heavy Tails 0 0 0 159 2 35 36 344
Adaptive models and heavy tails 0 0 0 38 0 7 14 143
Adaptive models and heavy tails 0 0 0 32 3 5 9 92
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 3 8 13 102
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 2 15 18 125
Adaptive state space models with applications to the business cycle and financial stress 0 0 0 190 0 5 8 338
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 0 4 75 1 5 25 271
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 2 11 1 12 22 58
Aggregate Skewness and the Business Cycle 1 7 33 214 11 31 111 557
Aggregate Skewness and the Business Cycle 1 3 8 39 3 14 27 109
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 0 6 11 258
Aggregate skewness and the business cycle 0 0 3 20 3 8 20 67
Asset Market Participation, Redistribution, and Asset Pricing 0 1 5 27 1 6 18 94
Asymmetry Reversals and the Business Cycle 0 1 1 3 1 10 15 36
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 5 6 94
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 1 1 13 0 3 7 20
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 2 7 7 16
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 0 3 7 23
Bank Assets, Liquidity and Credit Cycles 0 0 2 37 1 6 14 71
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 1 1 3 57 6 15 19 123
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 1 1 2 17 5 14 17 52
Chained financial frictions and credit cycles 0 0 0 74 0 7 7 149
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 1 144 2 8 11 242
Consumer Durables and Monetary Policy According to HANK 3 17 43 43 16 59 121 121
Consumer durables and monetary policy according to HANK 4 10 10 10 4 12 12 12
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 0 2 4 134
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 0 10 14 208
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 1 3 35
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 3 29 3 10 14 49
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 0 109 0 5 9 48
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 7 60 3 9 35 172
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 1 13 18 335
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 202 0 7 11 457
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 2 13 16 450
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 86 2 5 11 396
Factor demand linkages, technology shocks and the business cycle 0 0 1 96 0 3 9 232
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 5 227 2 11 26 820
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 2 5 141
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 0 3 7 278
Inflation and Price Flexibility 0 1 19 19 2 10 29 29
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 5 8 12 89
Leverage and Deepening Business Cycle Skewness 0 0 1 48 2 7 11 170
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 1 5 9 88
Leverage and deepening business cycle skewness 0 0 0 187 1 7 13 316
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 2 61 3 7 16 131
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 0 150 1 9 14 353
Modeling and Forecasting Macroeconomic Downside Risk 0 1 5 88 1 6 13 209
Modeling and forecasting macroeconomic downside risk 0 0 1 57 2 13 23 140
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 3 5 14 208
Monetary Policy with Sectoral Trade-offs 0 0 1 65 3 9 14 150
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 1 2 439
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 1 119 0 5 10 319
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 1 1 4 1 13 18 37
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 5 71 7 9 26 148
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 0 4 6 48
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 0 1 2 6
Reference-dependent Preferences and the Transmission of Monetary Policy 0 1 1 3 0 6 7 37
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 0 6 6 15
Reference-dependent preferences and the transmission of monetary policy 0 1 1 50 1 15 23 155
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 1 8 19 133
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 3 8 11 176
Risk premia and seasonality in commodity futures 0 1 2 46 4 13 18 141
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 0 4 9 24
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 1 4 4 136
Speculation in the Oil Market 0 0 7 177 3 9 31 530
Speculation in the oil market 0 0 2 258 0 2 11 679
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 0 4 7 329
Structural Scenario Analysis with SVARs 1 2 9 419 9 19 48 1,009
Taming Momentum Crashes 0 0 1 3 3 5 10 15
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 3 5 9 219
Terms-of-Trade Shocks are Not all Alike 0 2 18 176 5 17 61 446
Terms-of-trade shocks are not all alike 0 0 7 72 3 10 26 130
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 2 3 5 18 4 11 18 33
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 11 35 4 17 49 96
The taming of the skew: asymmetric inflation risk and monetary policy 1 1 12 21 5 18 52 71
Time-varying Price Flexibility and Inflation Dynamics 0 0 1 67 0 5 11 158
Tracking the Slowdown in Long-Run GDP Growth 0 1 5 307 6 49 60 749
Tracking the slowdown in long-run GDP growth 0 0 0 71 2 7 10 171
Tracking the slowdown in long-run GDP growth 0 0 0 64 1 6 8 171
Tracking the slowdown in long-run GDP growth 0 0 0 28 0 6 10 79
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 1 1 8 25 2 7 27 45
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 1 3 3 2 8 15 16
Total Working Papers 16 61 267 6,245 175 793 1,556 15,957
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 3 77 3 6 14 190
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 0 5 27 74 5 39 102 235
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 66 3 6 12 241
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 2 4 5 18 3 13 21 65
Bank assets, liquidity and credit cycles 1 1 6 49 1 6 20 196
Commodity prices and inflation risk 1 2 4 72 5 13 36 265
Consumer durables and monetary policy according to HANK 5 8 8 8 8 14 14 14
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 1 4 60 0 3 8 186
Efficient matrix approach for classical inference in state space models 0 0 2 23 0 3 6 77
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 2 224 3 12 18 541
Gibrat’s law and quantile regressions: An application to firm growth 0 1 3 49 1 6 17 189
Inflation and price flexibility 0 1 2 2 0 4 12 12
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 3 106 0 4 17 314
Input–output interactions and optimal monetary policy 1 1 5 196 1 3 14 455
Leverage and Deepening Business-Cycle Skewness 1 2 3 106 6 16 37 402
Loss aversion and the asymmetric transmission of monetary policy 0 1 9 205 4 16 33 648
Modeling and Forecasting Macroeconomic Downside Risk 1 6 16 25 8 25 53 78
Monetary Policy with Sectoral Trade‐Offs 1 1 4 70 3 9 19 184
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 2 6 7 39
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 0 11 13 24
Risk premia and seasonality in commodity futures 0 0 2 42 3 13 19 189
Speculation in the Oil Market 0 0 1 65 2 6 15 242
Speculation in the oil market 0 0 1 86 0 2 6 333
Structural scenario analysis with SVARs 4 16 68 317 9 44 178 889
Terms-of-Trade Shocks Are Not All Alike 1 3 22 22 7 25 115 115
Tracking the Slowdown in Long-Run GDP Growth 1 3 11 249 6 17 46 789
Unveiling the dance of commodity prices and the global financial cycle 2 4 16 50 6 16 68 146
When oil prices jump, is speculation to blame? 0 0 0 35 1 4 4 142
Total Journal Articles 22 61 228 2,307 90 342 924 7,200

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 1 20 0 3 7 98
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 2 7 18 29
Total Chapters 0 0 1 20 2 10 25 127
1 registered items for which data could not be found
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Statistics updated 2026-03-04