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 0 159 1 25 37 345
Adaptive Models and Heavy Tails 0 0 0 1 0 3 7 42
Adaptive models and heavy tails 0 0 0 38 0 6 14 143
Adaptive models and heavy tails 0 0 0 32 0 4 9 92
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 0 6 12 102
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 2 15 20 127
Adaptive state space models with applications to the business cycle and financial stress 0 0 0 190 1 4 9 339
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 1 1 5 76 2 6 25 273
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 1 11 3 15 22 61
Aggregate Skewness and the Business Cycle 4 8 34 218 9 34 112 566
Aggregate Skewness and the Business Cycle 1 3 8 40 1 10 27 110
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 0 4 11 258
Aggregate skewness and the business cycle 0 0 2 20 3 8 21 70
Asset Market Participation, Redistribution, and Asset Pricing 0 0 5 27 2 6 18 96
Asymmetry Reversals and the Business Cycle 0 0 0 33 2 4 8 96
Asymmetry Reversals and the Business Cycle 0 1 1 3 0 8 15 36
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 1 1 13 0 3 6 20
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 5 6 11 28
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 0 4 7 16
Bank Assets, Liquidity and Credit Cycles 0 0 2 37 2 7 15 73
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 1 3 57 2 17 21 125
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 1 2 17 2 11 19 54
Chained financial frictions and credit cycles 0 0 0 74 1 8 8 150
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 1 144 0 3 11 242
Consumer Durables and Monetary Policy According to HANK 1 7 44 44 12 50 133 133
Consumer durables and monetary policy according to HANK 0 10 10 10 0 11 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 15 0 0 3 35
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 0 4 14 208
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 29 4 12 18 53
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 5 60 0 7 33 172
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 1 1 110 1 3 9 49
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 202 1 5 11 458
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 3 15 20 338
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 0 9 16 450
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 86 1 5 12 397
Factor demand linkages, technology shocks and the business cycle 0 0 0 96 0 2 7 232
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 0 0 5 227 0 6 24 820
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 1 5 141
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 0 1 7 278
Inflation and Price Flexibility 0 0 19 19 0 4 29 29
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 3 11 15 92
Leverage and Deepening Business Cycle Skewness 0 0 1 48 1 6 12 171
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 2 5 11 90
Leverage and deepening business cycle skewness 0 0 0 187 1 7 14 317
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 0 150 2 7 16 355
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 2 61 3 9 19 134
Modeling and Forecasting Macroeconomic Downside Risk 1 2 6 89 2 6 15 211
Modeling and forecasting macroeconomic downside risk 0 0 1 57 2 8 25 142
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 1 6 15 209
Monetary Policy with Sectoral Trade-offs 0 0 1 65 0 7 13 150
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 152 0 0 2 439
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 0 119 1 6 10 320
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 1 4 1 10 19 38
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 4 71 0 8 25 148
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 1 4 7 49
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 0 0 2 6
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 0 3 6 15
Reference-dependent Preferences and the Transmission of Monetary Policy 0 1 1 3 1 5 8 38
Reference-dependent preferences and the transmission of monetary policy 0 1 1 50 3 15 25 158
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 1 5 20 134
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 1 7 12 177
Risk premia and seasonality in commodity futures 0 0 2 46 3 12 20 144
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 0 2 9 24
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 0 4 4 136
Speculation in the Oil Market 0 0 7 177 0 5 28 530
Speculation in the oil market 2 2 4 260 4 6 15 683
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 1 4 8 330
Structural Scenario Analysis with SVARs 0 1 9 419 4 19 49 1,013
Taming Momentum Crashes 0 0 1 3 6 10 16 21
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 0 5 8 219
Terms-of-Trade Shocks are Not all Alike 0 1 13 176 2 14 51 448
Terms-of-trade shocks are not all alike 0 0 6 72 1 9 24 131
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 1 3 6 19 3 11 21 36
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 0 0 10 35 9 23 50 105
The taming of the skew: asymmetric inflation risk and monetary policy 1 2 5 22 4 17 45 75
Time-varying Price Flexibility and Inflation Dynamics 0 0 1 67 1 4 12 159
Tracking the Slowdown in Long-Run GDP Growth 1 2 5 308 5 51 62 754
Tracking the slowdown in long-run GDP growth 0 0 0 28 0 3 10 79
Tracking the slowdown in long-run GDP growth 0 0 0 64 1 6 7 172
Tracking the slowdown in long-run GDP growth 0 0 0 71 0 6 10 171
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 3 3 0 5 15 16
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 1 2 8 26 4 10 30 49
Total Working Papers 15 52 254 6,260 134 715 1,607 16,091
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 1 3 77 2 7 16 192
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 1 2 20 75 6 25 98 241
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 66 0 6 11 241
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 3 5 18 0 10 21 65
Bank assets, liquidity and credit cycles 0 1 5 49 0 3 17 196
Commodity prices and inflation risk 0 1 4 72 1 10 28 266
Consumer durables and monetary policy according to HANK 0 8 8 8 4 18 18 18
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 1 4 60 0 1 8 186
Efficient matrix approach for classical inference in state space models 0 0 2 23 0 3 5 77
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 2 224 0 12 18 541
Gibrat’s law and quantile regressions: An application to firm growth 0 0 2 49 3 6 19 192
Inflation and price flexibility 0 0 2 2 0 2 12 12
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 3 106 1 3 17 315
Input–output interactions and optimal monetary policy 0 1 5 196 1 2 14 456
Leverage and Deepening Business-Cycle Skewness 2 4 5 108 6 19 41 408
Loss aversion and the asymmetric transmission of monetary policy 0 0 9 205 3 14 34 651
Modeling and Forecasting Macroeconomic Downside Risk 1 6 16 26 3 20 53 81
Monetary Policy with Sectoral Trade‐Offs 0 1 4 70 4 11 23 188
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 0 6 7 39
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 3 12 15 27
Risk premia and seasonality in commodity futures 0 0 1 42 2 13 20 191
Speculation in the Oil Market 0 0 1 65 1 4 15 243
Speculation in the oil market 0 0 1 86 1 1 7 334
Structural scenario analysis with SVARs 3 13 64 320 7 32 169 896
Terms-of-Trade Shocks Are Not All Alike 4 6 26 26 7 25 122 122
The predictive content of U.S. Energy Information Administration oil market forecasts 0 0 0 0 0 0 0 0
Tracking the Slowdown in Long-Run GDP Growth 2 4 11 251 2 18 44 791
Unveiling the dance of commodity prices and the global financial cycle 2 5 16 52 6 16 69 152
When oil prices jump, is speculation to blame? 0 0 0 35 0 3 4 142
Total Journal Articles 15 57 220 2,322 63 302 925 7,263

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 1 5 19 30
Total Chapters 0 0 1 20 1 8 26 128
1 registered items for which data could not be found
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Statistics updated 2026-04-09