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Number of items: 25.
2024
Juvenal, Luciana and Petrella, Ivan (2024) Unveiling the dance of commodity prices and the global financial cycle. Journal of International Economics, 150 . 103913. doi:10.1016/j.jinteco.2024.103913 ISSN 0022-1996.
Drechsel, Thomas, Antolin-Diaz, Juan and Petrella, Ivan (2024) Advances in nowcasting economic activity : the role of heterogeneous dynamics and fat tails. Journal of Econometrics, 238 (2). 105634. doi:10.1016/j.jeconom.2023.105634 ISSN 0304-4076.
Di Pace, Federico, Juvenal, Luciana and Petrella, Ivan (2024) Terms-of-Trade shocks are not all alike. American Economic Journal: Macroeconomics . ISSN 1945-7707. (In Press)
2023
De Polis, A., Delle Monache, D. and Petrella, Ivan (2023) Modeling and forecasting macroeconomic downside risk. Journal of Business and Economic Statistics . doi:10.1080/07350015.2023.2277171 ISSN 0735-0015. (In Press)
Iseringhausen, Martin, Petrella, Ivan and Theodoridis, Konstantinos (2023) Aggregate skewness and the business cycle. Review of Economics and Statistics . doi:10.1162/rest_a_01390 ISSN 0034-6535. (In Press)
Garratt, Anthony, Petrella, Ivan and Zhang, Yunyi (2023) Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. Energy Economics, 121 . 106620. doi:10.1016/j.eneco.2023.106620 ISSN 0140-9883.
2022
Garratt, Anthony and Petrella, Ivan (2022) Commodity prices and inflation risk. Journal of Applied Econometrics, 37 (2). pp. 392-414. doi:10.1002/jae.2868 ISSN 0883-7252.
2021
Antolin-Diaz, Juan, Petrella, Ivan and Rubio-Ramirez, Juan (2021) Structural scenario analysis with SVARs. Journal of Monetary Economics, 117 . pp. 798-815. doi:10.1016/j.jmoneco.2020.06.001 ISSN 0304-3932.
Delle Monache, Davide, Venditti, Fabrizio and Petrella, Ivan (2021) Price dividend ratio and long-run stock returns : a score driven state space model. Journal of Business and Economic Statistics, 39 (4). pp. 1054-1065. doi:10.1080/07350015.2020.1763805 ISSN 0735-0015.
2020
Jensen, Henrik, Petrella, Ivan, Ravn, SΓΈren Hove and Santoro, Emiliano (2020) Leverage and deepening business cycle skewness. American Economic Journal: Macroeconomics, 12 (1). pp. 245-281. doi:10.1257/mac.20170319 ISSN 1945-7707.
2019
Lubello, Federico, Petrella, Ivan and Santoro, Emiliano (2019) Bank assets, liquidity and credit cycles. Journal of Economic Dynamics and Control, 105 . pp. 265-282. doi:10.1016/j.jedc.2019.06.003 ISSN 0165-1889.
Delle Monache, Davide and Petrella, Ivan (2019) Efficient matrix approach for classical inference in state space models. Economics Letters, 181 . pp. 22-27. doi:10.1016/j.econlet.2019.04.012 ISSN 0165-1765.
Petrella, Ivan, Rossi, Raffaele and Santoro, Emiliano (2019) Monetary policy with sectoral trade-offs. The Scandinavian Journal of Economics, 121 (1). pp. 55-88. doi:10.1111/sjoe.12266 ISSN 0347-0520.
2018
Hevia, Constantino, Petrella, Ivan and Sola, Martin (2018) Risk premia and seasonality in commodity futures. Journal of Applied Econometrics, 33 (6). pp. 853-873. doi:10.1002/jae.2631 ISSN 0883-7252.
Distante, Roberta, Petrella, Ivan and Santoro, Emiliano (2018) Gibrat's Law and quantile regressions : an application to firm growth. Economics Letters, 164 . pp. 5-9. doi:10.1016/j.econlet.2017.12.028 ISSN 0165-1765.
2017
Antolin-Diaz, Juan, Drechsel, Thomas and Petrella, Ivan (2017) Tracking the slowdown in long-run GDP growth. Review of Economics and Statistics, 99 (2). pp. 343-356. doi:10.1162/REST_a_00646 ISSN 0034-6535.
Delle Monache, Davide and Petrella, Ivan (2017) Adaptive models and heavy tails with an application to inflation forecasting. International Journal of Forecasting, 33 (2). pp. 482-501. doi:10.1016/j.ijforecast.2016.11.007 ISSN 0169-2070.
2016
Monache, Davide Delle, Petrella, Ivan and Venditti, Fabrizio (2016) Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. Advances in Econometrics, 35 . pp. 539-565. doi:10.1108/S0731-905320150000035013 ISSN 0731-9053.
2015
Juvenal, Luciana and Petrella, Ivan (2015) Speculation in the oil market. Journal of Applied Econometrics, 30 (4). pp. 621-649. ISSN 0883-7252.
2014
Santoro, Emiliano, Petrella, Ivan, Pfajfar, Damjan and Gaffeo, Edoardo (2014) Loss aversion and the asymmetric transmission of monetary policy. Journal of Monetary Economics, 68 . pp. 19-36. doi:10.1016/j.jmoneco.2014.07.009 ISSN 0304-3932.
Petrella, Ivan, Rossi, Raffaele and Santoro, Emiliano (2014) Discretion vs. timeless perspective under model-consistent stabilization objectives. Economics Letters, 122 (1). pp. 84-88. doi:10.1016/j.econlet.2013.11.004 ISSN 0165-1765.
2013
Holly, Sean, Petrella, Ivan and Santoro, Emiliano (2013) Aggregate fluctuations and the cross-sectional dynamics of firm growth. Journal of the Royal Statistical Society: Series A (Statistics in Society), 176 (2). pp. 459-479. doi:10.1111/j.1467-985X.2012.01047.x ISSN 0964-1998.
Holly, Sean and Petrella, Ivan (2013) Factor demand linkages, technology shocks, and the business cycle. Review of Economics and Statistics, 94 (4). pp. 948-963. doi:10.1162/REST_a_00253 ISSN 0034-6535.
2012
Petrella, Ivan and Santoro, Emiliano (2012) Inflation dynamics and real marginal costs : new evidence from U.S. manufacturing industries. Journal of Economic Dynamics and Control, 36 (5). pp. 779-794. doi:10.1016/j.jedc.2012.01.009 ISSN 0165-1889.
2011
Petrella, Ivan and Santoro, Emiliano (2011) Inputβoutput interactions and optimal monetary policy. Journal of Economic Dynamics and Control, 35 (11). pp. 1817-1830. doi:10.1016/j.jedc.2011.04.015 ISSN 0165-1889.
This list was generated on Thu Apr 18 12:38:23 2024 BST.