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 38 0 1 3 130
Adaptive models and heavy tails 0 0 1 32 0 1 4 84
Adaptive models and heavy tails with an application to inflation forecasting 0 0 1 67 0 0 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 5 71 0 3 28 251
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 1 5 11 0 2 18 41
Aggregate Skewness and the Business Cycle 0 0 8 32 0 3 21 86
Aggregate Skewness and the Business Cycle 3 7 32 191 8 28 100 482
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 2 4 20 1 4 10 53
Asset Market Participation, Redistribution, and Asset Pricing 0 2 6 24 0 4 30 82
Asymmetry Reversals and the Business Cycle 0 0 0 2 2 2 3 23
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 0 0 88
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 0 0 0 12 0 0 1 14
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 1 10 1 1 5 18
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 0 0 0 9
Bank Assets, Liquidity and Credit Cycles 0 1 2 36 0 2 6 60
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 1 5 55 0 2 16 106
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 1 6 16 0 1 8 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 0 1 4 144 0 2 10 233
Consumer Durables and Monetary Policy According to HANK 7 7 7 7 8 8 8 8
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 0 6 40
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 2 3 28 0 3 7 38
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 3 18 58 3 13 46 152
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 1 107 1 1 9 319
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 1 1 202 0 1 5 448
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 1 1 1 386
Factor demand linkages, technology shocks and the business cycle 0 0 1 96 0 0 3 225
Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 2 2 7 224 3 3 14 799
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 1 80 0 0 5 271
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 1 4 137
Inflation and Price Flexibility 10 11 11 11 5 6 6 6
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 0 1 1 48 0 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 0 1 4 304
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 0 59 0 0 2 115
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 150 0 0 3 339
Modeling and Forecasting Macroeconomic Downside Risk 0 3 5 86 0 3 19 199
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 0 2 4 196
Monetary Policy with Sectoral Trade-offs 0 0 2 64 0 0 5 137
Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages 0 0 2 119 0 2 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 3 4 70 0 5 11 128
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 0 0 1 42
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 2 0 0 2 30
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 49 1 1 4 134
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 2 3 11 127
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 1 4 2 2 3 17
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 2 7 172 0 4 24 506
Speculation in the oil market 0 1 3 257 0 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 0 2 10 412 1 6 26 970
Taming Momentum Crashes 1 1 3 3 3 4 9 9
Terms-of-Trade Shocks are Not all Alike 2 7 35 170 4 14 94 411
Terms-of-Trade Shocks are Not all Alike 0 0 3 44 0 0 6 211
Terms-of-trade shocks are not all alike 1 4 9 70 2 6 19 113
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 0 1 13 0 1 7 16
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy 4 8 33 33 5 17 72 72
The taming of the skew: asymmetric inflation risk and monetary policy 0 3 20 20 2 7 37 37
Time-varying Price Flexibility and Inflation Dynamics 0 1 2 67 0 1 3 148
Tracking the Slowdown in Long-Run GDP Growth 0 1 10 304 0 3 26 695
Tracking the slowdown in long-run GDP growth 0 0 1 28 1 1 4 70
Tracking the slowdown in long-run GDP growth 0 0 2 64 0 0 8 165
Tracking the slowdown in long-run GDP growth 0 0 2 71 0 0 7 161
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 1 1 1 1 1 1 2 2
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 1 5 19 0 3 14 22
Total Working Papers 32 82 309 6,088 57 188 867 14,672
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 4 75 0 2 7 178
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 0 5 39 60 5 17 105 160
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 1 1 66 0 2 6 232
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 1 5 14 0 3 16 47
Bank assets, liquidity and credit cycles 0 3 6 47 1 4 16 183
Commodity prices and inflation risk 0 1 13 69 0 3 39 241
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 3 3 59 0 3 4 181
Efficient matrix approach for classical inference in state space models 0 1 1 22 0 1 4 73
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 1 5 223 0 1 6 524
Gibrat’s law and quantile regressions: An application to firm growth 0 1 3 48 1 3 10 176
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 2 2 105 1 5 6 303
Input–output interactions and optimal monetary policy 1 3 8 194 1 3 17 445
Leverage and Deepening Business-Cycle Skewness 1 1 6 104 7 10 37 377
Loss aversion and the asymmetric transmission of monetary policy 0 4 8 200 2 9 35 626
Modeling and Forecasting Macroeconomic Downside Risk 4 7 17 17 4 13 41 41
Monetary Policy with Sectoral Trade‐Offs 1 1 7 67 1 1 8 166
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 1 2 0 0 10 12
Risk premia and seasonality in commodity futures 0 0 4 41 0 1 10 172
Speculation in the Oil Market 0 0 2 64 0 2 12 230
Speculation in the oil market 0 1 1 86 0 1 7 328
Structural scenario analysis with SVARs 2 16 67 272 6 36 188 763
Terms-of-Trade Shocks Are Not All Alike 1 6 6 6 8 32 32 32
Tracking the Slowdown in Long-Run GDP Growth 2 5 16 245 4 9 41 756
Unveiling the dance of commodity prices and the global financial cycle 2 6 42 42 6 17 100 100
When oil prices jump, is speculation to blame? 0 0 1 35 0 0 5 138
Total Journal Articles 14 70 271 2,172 47 178 778 6,516


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 1 2 20 1 2 5 93
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 1 3 14 14
Total Chapters 0 1 2 20 2 5 19 107
1 registered items for which data could not be found


Statistics updated 2025-07-04