Ivan Petrella : Citation Profile


Are you Ivan Petrella?

8

H index

6

i10 index

351

Citations

RESEARCH PRODUCTION:

17

Articles

57

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 29
   Journals where Ivan Petrella has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 20 (5.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe325
   Updated: 2020-05-16    RAS profile: 2020-05-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Delle Monache, Davide (12)

Antolin-Diaz, Juan (7)

Santoro, Emiliano (7)

Drechsel, Thomas (5)

Sola, Martin (5)

Hevia, Constantino (5)

Ravn, Søren Hove (4)

Venditti, Fabrizio (4)

Jensen, Henrik (4)

Lubello, Federico (4)

Distante, Roberta (2)

Juvenal, Luciana (2)

Rossi, Raffaele (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ivan Petrella.

Is cited by:

Pesaran, M (9)

Koopman, Siem Jan (7)

Drechsel, Thomas (7)

Leon-Ledesma, Miguel (6)

Holly, Sean (6)

MORANA, CLAUDIO (6)

Blasques, Francisco (6)

Sévi, Benoît (5)

Tenreyro, Silvana (5)

Venditti, Fabrizio (5)

Vespignani, Joaquin (5)

Cites to:

Pesaran, M (27)

Reichlin, Lucrezia (25)

Giannone, Domenico (24)

Koop, Gary (18)

Zha, Tao (13)

Korobilis, Dimitris (12)

Watson, Mark (12)

Forni, Mario (11)

Modugno, Michele (11)

Koopman, Siem Jan (11)

Messina, Julian (11)

Main data


Where Ivan Petrella has published?


Journals with more than one article published# docs
Economics Letters3
Journal of Economic Dynamics and Control3
Journal of Applied Econometrics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group10
Discussion Papers / University of Copenhagen. Department of Economics4
MPRA Paper / University Library of Munich, Germany3
Working Papers / Fondazione Eni Enrico Mattei2
Economy and Society / Fondazione Eni Enrico Mattei (FEEM)2

Recent works citing Ivan Petrella (2020 and 2019)


YearTitle of citing document
2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: AMSE Working Papers. RePEc:aim:wpaimx:1918.

Full description at Econpapers || Download paper

2019A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics. (2019). Lillo, Fabrizio ; Corsi, Fulvio ; Bormetti, Giacomo ; Buccheri, Giuseppe . In: Papers. RePEc:arx:papers:1803.04894.

Full description at Econpapers || Download paper

2019Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

Full description at Econpapers || Download paper

2019Measuring productivity dispersion: a parametric approach using the L\{e}vy alpha-stable distribution. (2019). Lafond, François ; Farmer, Doyne J ; Koutroumpis, Pantelis ; Winkler, Julian ; Heinrich, Torsten ; Yang, Jangho. In: Papers. RePEc:arx:papers:1910.05219.

Full description at Econpapers || Download paper

2019The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665.

Full description at Econpapers || Download paper

2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

Full description at Econpapers || Download paper

2019New Kid on the Block? China vs the US in World Oil Markets. (2019). Cross, Jamie ; Zhang, BO ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0074.

Full description at Econpapers || Download paper

2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

Full description at Econpapers || Download paper

2019Uncertainty, Attention Allocation and Monetary Policy Asymmetry. (2019). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1905.

Full description at Econpapers || Download paper

2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

Full description at Econpapers || Download paper

2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

Full description at Econpapers || Download paper

2019The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom. (2018). Tenreyro, Silvana ; Harrison, Richard ; Drechsel, Thomas ; Di Pace, Federico ; Dipace, Federico ; Broadbent, Ben. In: Discussion Papers. RePEc:cfm:wpaper:1916.

Full description at Econpapers || Download paper

2019Asset Integration, Risk Taking and Loss Aversion in the Laboratory. (2019). Oxoby, Robert ; Morrison, William G. In: Working Papers. RePEc:clg:wpaper:2019-04.

Full description at Econpapers || Download paper

2019Monetary policy for commodity booms and busts. (2019). Drechsel, Thomas ; Tenreyro, Silvana ; McLeay, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14030.

Full description at Econpapers || Download paper

2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

Full description at Econpapers || Download paper

2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

Full description at Econpapers || Download paper

2019EME financial conditions: which global shocks matter?. (2019). Manu, Ana-Simona ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192282.

Full description at Econpapers || Download paper

2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; DiNino, Virginia ; Alvarez, Irma Alonso. In: Working Paper Series. RePEc:ecb:ecbwps:20202368.

Full description at Econpapers || Download paper

2019A nowcasting model for Ecuador: Implementing a time-varying mean output growth. (2019). Baquero, Daniel ; Gonzalez-Astudillo, Manuel. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:250-263.

Full description at Econpapers || Download paper

2019Steady state adjusting trends using a data-driven local polynomial regression. (2019). Fritz, Marlon. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:312-325.

Full description at Econpapers || Download paper

2019Can Gaussian factor models of commodity prices capture the financialization phenomenon?. (2019). Faquieri, Winicius Botelho ; Lucena, Fernando Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300117.

Full description at Econpapers || Download paper

2019Accelerating score-driven time series models. (2019). Koopman, S J ; Gorgi, P ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:359-376.

Full description at Econpapers || Download paper

2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145.

Full description at Econpapers || Download paper

2019Agreement matters: OPEC announcement effects on WTI term structure. (2019). Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:589-609.

Full description at Econpapers || Download paper

2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

Full description at Econpapers || Download paper

2019CO2 emissions and economic activity: A short-to-medium run perspective. (2019). Fosten, Jack. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:415-429.

Full description at Econpapers || Download paper

2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

Full description at Econpapers || Download paper

2019Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2019). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1735-1747.

Full description at Econpapers || Download paper

2020The role of intermediate goods in international monetary cooperation. (2020). Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619302116.

Full description at Econpapers || Download paper

2019The role of market expectations in commodity price dynamics: Evidence from oil data. (2019). Jin, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:1-18.

Full description at Econpapers || Download paper

2019Commodity price risk management and fiscal policy in a sovereign default model. (2019). Lopez-Martin, Bernabe ; Fritscher, Andre Martinez ; Leal, Julio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:304-323.

Full description at Econpapers || Download paper

2019New dynamics of consumption and output. (2019). Kim, Chang-Jin ; Xuan, Chunji. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:50-59.

Full description at Econpapers || Download paper

2019Macroeconomic equilibrium and nominal price rigidities under imperfect rationality. (2019). Marchetti, Enrico ; giuli, francesco ; Ciccarone, Giuseppe . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:60-78.

Full description at Econpapers || Download paper

2019Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour. (2019). Awan, Obaid A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318300060.

Full description at Econpapers || Download paper

2019Revisiting the asymmetric effects of bank credit on the business cycle: A panel quantile regression approach. (2019). Zhang, Liwen ; Xue, Wenjun. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300015.

Full description at Econpapers || Download paper

2019Speculation and its impact on liquidity in commodity markets. (2019). Ludwig, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:532-547.

Full description at Econpapers || Download paper

2019Unemployment expectations: A socio-demographic analysis of the effect of news. (2019). Sorić, Petar ; Lolić, Ivana ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Labour Economics. RePEc:eee:labeco:v:60:y:2019:i:c:p:64-74.

Full description at Econpapers || Download paper

2019Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario . In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

Full description at Econpapers || Download paper

2019The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Rodriguez, Ivan ; Sharma, Shahil. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392.

Full description at Econpapers || Download paper

2019Forecasting the oil prices: What is the role of skewness risk?. (2019). Wang, Yang ; Yin, Libo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s037843711930175x.

Full description at Econpapers || Download paper

2019Which firms survive in a crisis? Corporate dynamics in Greece 2001-2014. (2019). Christodoulakis, Nicos ; Axioglou, Christos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100401.

Full description at Econpapers || Download paper

2019The Role of Households Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of h. (2019). Hubert, Paul ; Cumming, Fergus. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1920.

Full description at Econpapers || Download paper

2019Now-casting Spain. (2019). García, Manu ; Rubio-Ramirez, Juan F ; Garcia, Manu. In: Working Papers. RePEc:fda:fdaddt:2019-03.

Full description at Econpapers || Download paper

2020Variation in the Phillips Curve Relation across Three Phases of the Business Cycle. (2019). Verbrugge, Randal ; Ashley, Richard. In: Working Papers. RePEc:fip:fedcwq:190900.

Full description at Econpapers || Download paper

2018Income Inequality, Financial Crises, and Monetary Policy. (2018). Sim, Jae ; Cairo, Isabel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-48.

Full description at Econpapers || Download paper

2019Duration Dependence, Monetary Policy Asymmetries, and the Business Cycle. (2019). Pfajfar, Damjan ; Berge, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-20.

Full description at Econpapers || Download paper

2019Binary Conditional Forecasts. (2019). Owyang, Michael ; McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2019-029.

Full description at Econpapers || Download paper

2019What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?. (2019). Schwartzman, Felipe ; Matthes, Christian. In: Working Paper. RePEc:fip:fedrwp:19-09.

Full description at Econpapers || Download paper

2019Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267.

Full description at Econpapers || Download paper

2019The Oil Market Reactions to OPEC’s Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961.

Full description at Econpapers || Download paper

2019Firm Growth and R&D in the Korean Pharmaceutical Industry. (2019). Lee, Chulung ; Eum, Soomin ; Chung, Hyunseog. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2865-:d:232732.

Full description at Econpapers || Download paper

2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

Full description at Econpapers || Download paper

2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: Working Papers. RePEc:hal:wpaper:halshs-02193700.

Full description at Econpapers || Download paper

2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

Full description at Econpapers || Download paper

2020The Hidden Heterogeneity of Inflation Expectations and its Implications. (2020). Pfajfar, Damjan ; Lamla, Michael ; Drager, Lena. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-666.

Full description at Econpapers || Download paper

2019Which firms survive in a crisis? Corporate dynamics in Greece 2001-2014. (2019). Christodoulakis, Nicos ; Axioglou, Christos. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:133.

Full description at Econpapers || Download paper

2019Asymmetric Double Pareto Distributions: Maximum Likelihood Estimation with Application to the Growth Rate Distribution of Firms.. (2019). Halvarsson, Daniel. In: Ratio Working Papers. RePEc:hhs:ratioi:0327.

Full description at Econpapers || Download paper

2019Asset Integration, Risk Taking and Loss Aversion in the Laboratory. (2019). Oxoby, Robert ; Morrison, William G. In: IZA Discussion Papers. RePEc:iza:izadps:dp12268.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2018Money as meta-rule: Buchanan’s constitutional economics as a foundation for monetary stability. (2018). Smith, Daniel ; Boettke, Peter ; Salter, Alexander W. In: Public Choice. RePEc:kap:pubcho:v:176:y:2018:i:3:d:10.1007_s11127-018-0580-y.

Full description at Econpapers || Download paper

2019‘Better late than never’: the interplay between green technology and age for firm growth. (2019). Rizzo, Ugo ; Rentocchini, Francesco ; Montresor, Sandro ; Marzucchi, Alberto ; Leoncini, Riccardo. In: Small Business Economics. RePEc:kap:sbusec:v:52:y:2019:i:4:d:10.1007_s11187-017-9939-6.

Full description at Econpapers || Download paper

2019The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1906.

Full description at Econpapers || Download paper

2019Expectations During the U.S. Housing Boom: Inferring Beliefs from Actions. (2019). Weber, Sebastian ; Towbin, Pascal ; Ben-David, Itzhak. In: NBER Working Papers. RePEc:nbr:nberwo:25702.

Full description at Econpapers || Download paper

2019Measuring Global Economic Activity. (2019). Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:25778.

Full description at Econpapers || Download paper

2020Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: NBER Working Papers. RePEc:nbr:nberwo:26962.

Full description at Econpapers || Download paper

2019Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England. (2019). Barwell, Richard ; Chadha, Jagjit S. In: National Institute of Economic and Social Research (NIESR) Occasional Papers. RePEc:nsr:niesro:58.

Full description at Econpapers || Download paper

2019Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution. (2019). Lafond, François ; Farmer, Doyne J ; Koutroumpis, Pantelis ; Winkler, Julian ; Heinrich, Torsten ; Yang, Jangho. In: MPRA Paper. RePEc:pra:mprapa:96474.

Full description at Econpapers || Download paper

2019A note on the estimation of competition-productivity nexus: A panel quantile approach. (2019). POLEMIS, MICHAEL. In: MPRA Paper. RePEc:pra:mprapa:96808.

Full description at Econpapers || Download paper

2020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024.

Full description at Econpapers || Download paper

2019Labor Market Frictions, Monetary Policy, and Durable Goods. (). Hertweck, Matthias ; Di Pace, Federico. In: Review of Economic Dynamics. RePEc:red:issued:18-237.

Full description at Econpapers || Download paper

2018LTV vs. DTI Constraints: When Did They Bind, and How Do They Interact?. (2018). Ingholt, Marcus. In: 2018 Meeting Papers. RePEc:red:sed018:866.

Full description at Econpapers || Download paper

2019The Demand Origins of Business Cycles. (2019). Schwartzman, Felipe ; Matthes, Christian. In: 2019 Meeting Papers. RePEc:red:sed019:1122.

Full description at Econpapers || Download paper

2019Skewed Business Cycles. (2019). Salgado Ibáñez, Sergio ; Guvenen, Fatih ; bloom, nicholas. In: 2019 Meeting Papers. RePEc:red:sed019:1189.

Full description at Econpapers || Download paper

2019The UK and Western Productivity Puzzle: Does Arthur Lewis Hold the Key?. (2019). Oulton, Nicholas. In: International Productivity Monitor. RePEc:sls:ipmsls:v:36:y:2019:5.

Full description at Econpapers || Download paper

2019The New Keynesian Model and Sacrifice Ratios: Some Measurement Issues. (2019). Lunardelli, André ; Nakane, Marcio Issao. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2019wpecon18.

Full description at Econpapers || Download paper

2019Moody oil: What is driving the crude oil price?. (2019). Leinert, Lisa ; Lechthaler, Filippo. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1504-x.

Full description at Econpapers || Download paper

2020Why are Bayesian trend-cycle decompositions of US real GDP so different?. (2020). Kim, Jaeho ; Chon, Sora . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1554-0.

Full description at Econpapers || Download paper

2019Greenhouse gas emissions–crude oil prices: an empirical investigation in a nonlinear framework. (2019). Nikolaos, Sariannidis ; Eleni, Zafeiriou ; Constantinos, Katrakilidis ; Bantis, Dimitris. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:21:y:2019:i:6:d:10.1007_s10668-018-0163-6.

Full description at Econpapers || Download paper

2019Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

Full description at Econpapers || Download paper

2019Why has the US economy stagnated since the Great Recession?. (2019). Morley, James ; Eo, Yunjong. In: Working Papers. RePEc:syd:wpaper:2017-14.

Full description at Econpapers || Download paper

2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep027.

Full description at Econpapers || Download paper

2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep030.

Full description at Econpapers || Download paper

2019Secular Stagnation and Income Distribution Dynamics. (2019). Mendieta-Muñoz, Ivan ; David, Ivan Mendieta-Munoz. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_05.

Full description at Econpapers || Download paper

2020Industry evidence and the vanishing cyclicality of labor productivity.. (2020). Molnarova, Zuzana . In: Vienna Economics Papers. RePEc:vie:viennp:2001.

Full description at Econpapers || Download paper

2019Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23.

Full description at Econpapers || Download paper

2019Indicator-based estimates of the output gap in the euro area. (2019). Weiske, Sebastian. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203604.

Full description at Econpapers || Download paper

Works by Ivan Petrella:


YearTitleTypeCited
2020Leverage and Deepening Business-Cycle Skewness In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article4
2017Leverage and deepening business cycle skewness.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2017Leverage and Deepening Business Cycle Skewness.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Leverage and Deepening Business Cycle Skewness.(2019) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013Asymmetry Reversals and the Business Cycle In: Economy and Society.
[Full Text][Citation analysis]
paper2
2013Asymmetry Reversals and the Business Cycle.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Size, Age and the Growth of Firms: New Evidence from Quantile Regressions In: Economy and Society.
[Full Text][Citation analysis]
paper4
2014Size, Age and the Growth of Firms: New Evidence from Quantile Regressions.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2016Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers.
[Full Text][Citation analysis]
paper7
2017Adaptive models and heavy tails with an application to inflation forecasting.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2016Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting.(2016) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper11
2012Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries.(2012) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2011Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2013Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper0
2013Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Discretion vs. timeless perspective under model-consistent stabilization objectives.(2014) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014Adaptive Models and Heavy Tails In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper9
2016Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2016Adaptive models and heavy tails.(2016) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper8
2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
chapter
2018Chained financial frictions and credit cycles In: BCL working papers.
[Full Text][Citation analysis]
paper0
2013Aggregate fluctuations and the cross-sectional dynamics of firm growth In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article10
2019Monetary Policy with Sectoral Trade‐Offs In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]
article7
2017Monetary Policy with Sectoral Trade-offs.(2017) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2017Monetary Policy with Sectoral Trade-offs.(2017) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016Tracking the slowdown in long-run GDP growth In: Bank of England working papers.
[Full Text][Citation analysis]
paper46
2016Tracking the Slowdown in Long-Run GDP Growth.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2017Tracking the slowdown in long-run GDP growth.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2016Tracking the slowdown in long-run GDP growth.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2017Tracking the Slowdown in Long-Run GDP Growth.(2017) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article
2016Risk premia and seasonality in commodity futures In: Bank of England working papers.
[Full Text][Citation analysis]
paper5
2016Risk Premia and Seasonality in Commodity Futures.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016Risk Premia and Seasonality in Commodity Futures.(2016) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2018Risk premia and seasonality in commodity futures.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2018Risk Premia and Seasonality in Commodity Futures.(2018) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2008Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper7
2008 Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations.(2008) In: CDMA Conference Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2010Factor Demand Linkages, Technology Shocks and the Business Cycle In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper27
2009Factor Demand Linkages, Technology Shocks and the Business Cycle.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2012Factor Demand Linkages, Technology Shocks, and the Business Cycle.(2012) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2014Loss Aversion and the Asymmetric Transmission of Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper38
2014Loss aversion and the asymmetric transmission of monetary policy.(2014) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2012Loss Aversion and the Asymmetric Transmission of Monetary Policy.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2014Following the Trend: Tracking GDP when Long-Run Growth is Uncertain In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper6
2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper5
2018Structural Scenario Analysis with SVARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper6
2018Inflation Dynamics and Price Flexibility in the UK In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2019Bank Assets, Liquidity and Credit Cycles In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2019Bank assets, liquidity and credit cycles.(2019) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Bank Assets, Liquidity and Credit Cycles.(2019) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Speculation in the Oil Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper124
2011Speculation in the oil market.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124
paper
2012Speculation in the oil market.(2012) In: Economic Synopses.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124
article
2015Speculation in the Oil Market.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124
article
2020Price dividend ratio and long-run stock returns: a score driven state space model In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Input–output interactions and optimal monetary policy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article8
2018Gibrat’s law and quantile regressions: An application to firm growth In: Economics Letters.
[Full Text][Citation analysis]
article7
2017Gibrats Law and Quantile Regressions: an Application to Firm Growth.(2017) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019Efficient matrix approach for classical inference in state space models In: Economics Letters.
[Full Text][Citation analysis]
article1
2019Efficient Matrix Approach for Classical Inference in State Space Models.(2019) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Structural Scenario Analysis and Stress Testing with Vector Autoregressions In: Working Papers.
[Full Text][Citation analysis]
paper0
2012When oil prices jump, is speculation to blame? In: The Regional Economist.
[Full Text][Citation analysis]
article1
2009Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages In: EPRU Working Paper Series.
[Full Text][Citation analysis]
paper1
2010Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Monetary Policy with Sectoral Linkages and Durable Goods In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2012Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions In: Discussion Papers.
[Full Text][Citation analysis]
paper1
2010Reference-dependent Preferences and the Transmission of Monetary Policy In: Discussion Paper.
[Full Text][Citation analysis]
paper5
2019Not all Terms of Trade Shocks are Alike In: EMF Research Papers.
[Full Text][Citation analysis]
paper0
2019Time-varying Price Flexibility and Inflation Dynamics In: EMF Research Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team