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
A survey-based measure of asymmetric macroeconomic risk in the euro area 0 0 0 0 0 0 0 0
Adaptive Models and Heavy Tails 0 0 0 1 0 0 8 43
Adaptive Models and Heavy Tails 0 0 0 159 0 1 40 348
Adaptive models and heavy tails 0 0 0 38 0 0 16 146
Adaptive models and heavy tails 0 0 0 32 0 0 10 94
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 67 0 0 15 105
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 62 0 0 22 129
Adaptive state space models with applications to the business cycle and financial stress 0 0 0 190 0 0 11 341
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 0 1 4 78 0 3 25 281
Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails 0 0 0 11 1 3 23 65
Aggregate Skewness and the Business Cycle 3 6 36 228 5 13 101 587
Aggregate Skewness and the Business Cycle 1 1 9 41 1 1 27 114
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 1 105 0 1 14 262
Aggregate skewness and the business cycle 0 0 0 20 0 1 20 74
Asset Market Participation, Redistribution, and Asset Pricing 0 0 1 27 0 0 14 99
Asset Market Participation, Redistribution, and Asset Pricing 0 0 0 0 1 1 1 1
Asymmetry Reversals and the Business Cycle 0 0 1 3 0 0 15 40
Asymmetry Reversals and the Business Cycle 0 0 0 33 0 0 10 98
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts 1 1 2 14 1 2 8 23
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 6 0 0 10 19
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts 0 0 0 10 0 1 11 29
Bank Assets, Liquidity and Credit Cycles 0 0 1 37 0 0 15 75
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 0 1 57 0 0 21 128
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 0 1 17 0 0 21 57
Chained financial frictions and credit cycles 0 0 0 74 0 1 11 153
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 0 0 0 0 0 0
Commodity Prices and Fiscal (Pro)Cyclicality 0 0 7 7 0 1 5 5
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 0 0 144 0 0 12 245
Consumer Durables and Monetary Policy According to HANK 0 1 31 45 0 7 125 144
Consumer Durables and Monetary Policy According to HANK 0 1 1 1 0 2 2 2
Consumer durables and monetary policy according to HANK 1 3 13 13 2 8 23 23
Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions 0 0 0 68 0 1 7 137
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 15 0 0 3 36
Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives 0 0 0 98 0 0 16 210
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 60 1 6 20 178
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 30 0 0 19 57
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 111 0 4 16 56
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 202 0 2 13 461
Factor Demand Linkages, Technology Shocks and the Business Cycle 0 0 0 107 0 3 24 343
Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 144 0 1 17 451
Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations 0 0 1 86 0 1 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 2 227 1 2 23 824
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 23 0 0 6 144
Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries 0 0 0 80 0 1 10 281
Inflation and Price Flexibility 0 0 6 19 0 2 24 32
Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries 0 0 0 27 0 1 18 96
Leverage and Deepening Business Cycle Skewness 0 0 0 48 0 0 13 173
Leverage and Deepening. Business Cycle Skewness 0 0 0 30 1 2 13 92
Leverage and deepening business cycle skewness 0 1 1 188 1 6 22 326
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 1 151 0 1 21 361
Loss Aversion and the Asymmetric Transmission of Monetary Policy 0 0 2 61 2 4 26 142
Modeling and Forecasting Macroeconomic Downside Risk 0 0 3 89 1 2 18 217
Modeling and forecasting macroeconomic downside risk 0 0 2 58 1 5 29 149
Monetary Policy with Sectoral Linkages and Durable Goods 0 0 0 100 0 0 18 214
Monetary Policy with Sectoral Trade-offs 0 0 1 65 0 3 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 4 14 326
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 1 4 0 2 23 43
Price dividend ratio and long-run stock returns: a score driven state space model 2 2 3 73 3 4 25 154
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 0 14 0 3 11 53
Reference-Dependent Preferences and the Transmission of Monetary Policy 0 0 0 0 0 0 4 8
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 1 3 0 0 11 41
Reference-dependent Preferences and the Transmission of Monetary Policy 0 0 0 1 0 1 7 16
Reference-dependent preferences and the transmission of monetary policy 0 0 1 50 0 0 25 159
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 0 1 22 138
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 0 0 15 180
Risk premia and seasonality in commodity futures 0 0 2 47 1 3 21 149
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 4 0 0 6 25
Size, Age and the Growth of Firms: New Evidence from Quantile Regressions 0 0 0 88 0 0 5 137
Speculation in the Oil Market 0 1 4 179 1 4 25 537
Speculation in the oil market 0 0 3 260 1 4 15 687
Structural Scenario Analysis and Stress Testing with Vector Autoregressions 0 0 0 148 1 1 11 333
Structural Scenario Analysis with SVARs 1 1 7 421 2 4 47 1,020
Taming Momentum Crashes 0 2 3 6 2 6 23 33
Terms-of-Trade Shocks are Not all Alike 0 0 6 176 0 1 41 453
Terms-of-Trade Shocks are Not all Alike 0 0 0 44 0 0 11 222
Terms-of-trade shocks are not all alike 0 0 2 72 0 0 21 136
The Anatomy of Emerging-Market Business Cycles: Global Financial Shocks and Supply-Like Transmission 6 12 12 12 2 16 16 16
The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? 0 0 5 19 2 4 29 47
The Predictive Content of U.S. Energy Information Administration Oil Market Forecasts 0 1 20 20 2 6 12 12
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 1 2 36 1 6 43 118
The taming of the skew: asymmetric inflation risk and monetary policy 1 1 3 23 2 3 40 81
Time-varying Price Flexibility and Inflation Dynamics 0 0 0 67 0 2 17 166
Tracking Weekly Activity using New Data Sources 0 0 0 0 0 0 0 0
Tracking the Slowdown in Long-Run GDP Growth 0 2 5 310 0 4 69 765
Tracking the slowdown in long-run GDP growth 0 0 0 28 0 1 11 81
Tracking the slowdown in long-run GDP growth 0 0 0 64 0 3 11 176
Tracking the slowdown in long-run GDP growth 0 1 1 72 1 3 17 178
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 2 3 0 0 14 17
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 7 26 0 6 36 59
Total Working Papers 16 39 225 6,338 41 187 1,756 16,507
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 78 3 4 19 197
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails 2 6 20 81 3 18 99 267
Aggregate Skewness and the Business Cycle 0 1 1 1 5 8 8 8
Aggregate fluctuations and the cross-sectional dynamics of firm growth 0 0 0 66 0 1 12 244
Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts 0 0 4 18 1 2 19 68
Bank assets, liquidity and credit cycles 0 0 2 49 0 3 16 201
Commodity prices and inflation risk 1 5 9 78 3 12 38 280
Consumer durables and monetary policy according to HANK 4 7 16 16 7 16 38 38
Discretion vs. timeless perspective under model-consistent stabilization objectives 0 0 1 60 0 1 6 189
Efficient matrix approach for classical inference in state space models 0 0 0 23 0 0 5 79
Factor Demand Linkages, Technology Shocks, and the Business Cycle 0 0 2 225 1 3 22 546
Gibrat’s law and quantile regressions: An application to firm growth 0 0 1 49 1 3 23 201
Inflation and price flexibility 0 2 4 4 0 6 22 22
Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries 0 0 1 106 0 0 13 317
Input–output interactions and optimal monetary policy 0 0 2 196 2 3 15 461
Leverage and Deepening Business-Cycle Skewness 1 2 6 110 1 5 38 418
Loss aversion and the asymmetric transmission of monetary policy 0 0 4 205 0 2 36 663
Modeling and Forecasting Macroeconomic Downside Risk 0 3 12 30 2 8 49 93
Monetary Policy with Sectoral Trade‐Offs 0 0 3 70 0 0 21 189
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 0 9 1 2 9 41
Reprint of “Unveiling the dance of commodity prices and the global financial cycle” 0 0 0 2 1 3 19 31
Risk premia and seasonality in commodity futures 0 0 3 44 1 2 27 199
Speculation in the Oil Market 0 0 1 65 1 1 13 244
Speculation in the oil market 0 0 0 86 0 1 7 336
Structural scenario analysis with SVARs 3 9 56 332 7 23 158 935
Terms-of-Trade Shocks Are Not All Alike 1 2 20 28 3 6 101 138
The predictive content of U.S. Energy Information Administration oil market forecasts 0 0 2 2 2 3 7 7
Tracking the Slowdown in Long-Run GDP Growth 0 2 8 253 0 2 36 794
Unveiling the dance of commodity prices and the global financial cycle 0 1 11 53 0 4 58 162
When oil prices jump, is speculation to blame? 0 0 0 35 0 0 5 143
Total Journal Articles 13 41 192 2,374 45 142 939 7,511

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 0 1 6 100
Unveiling the Dance of Commodity Prices and the Global Financial Cycle 0 0 0 0 0 2 18 33
Total Chapters 0 0 0 20 0 3 24 133
1 registered items for which data could not be found
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