Ivan Petrella : Citation Profile

Are you Ivan Petrella?

Centre for Economic Policy Research (CEPR) (10% share)
University of Warwick (90% share)

14

H index

19

i10 index

779

Citations

RESEARCH PRODUCTION:

22

Articles

82

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 48
   Journals where Ivan Petrella has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 30 (3.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe325
   Updated: 2024-04-18    RAS profile: 2024-04-16    
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Relations with other researchers

Works with:

Delle Monache, Davide (10)

Santoro, Emiliano (7)

Venditti, Fabrizio (5)

Antolin-Diaz, Juan (4)

Di Pace, Federico (3)

Lubello, Federico (3)

Juvenal, Luciana (3)

De Polis, Andrea (3)

Jensen, Henrik (2)

Hevia, Constantino (2)

Drechsel, Thomas (2)

Ravn, Søren Hove (2)

Theodoridis, Konstantinos (2)

Iseringhausen, Martin (2)

Sola, Martin (2)

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

Is cited by:

Koopman, Siem Jan (13)

Marcellino, Massimiliano (12)

Venditti, Fabrizio (12)

Pfajfar, Damjan (10)

Blasques, Francisco (9)

Pesaran, Mohammad (9)

Melina, Giovanni (8)

Di Pace, Federico (8)

Baumeister, Christiane (8)

Giannone, Domenico (8)

Drechsel, Thomas (8)

Cites to:

Giannone, Domenico (49)

Reichlin, Lucrezia (47)

Pesaran, Mohammad (44)

Koop, Gary (31)

Watson, Mark (26)

Sargent, Thomas (24)

Zha, Tao (22)

Cogley, Timothy (22)

Korobilis, Dimitris (21)

Kilian, Lutz (20)

Campbell, John (19)

Main data

Where Ivan Petrella has published?

Journals with more than one article published# docs
Journal of Applied Econometrics3
Economics Letters3
Journal of Economic Dynamics and Control3
Journal of Monetary Economics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers14
EMF Research Papers / Economic Modelling and Forecasting Group13
MPRA Paper / University Library of Munich, Germany5
Discussion Papers / University of Copenhagen. Department of Economics5
IMF Working Papers / International Monetary Fund3
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Economy and Society / Fondazione Eni Enrico Mattei (FEEM)2
Working Papers / Fondazione Eni Enrico Mattei2
Department of Economics Working Papers / Universidad Torcuato Di Tella2

Recent works citing Ivan Petrella (2024 and 2023)

YearTitle of citing document
2023HOW DO MONTHLY REMITTANCES RESPOND TO NATURAL DISASTERS IN MIGRANTS HOME COUNTRIES?. (2023). Zazzaro, Alberto ; Bettin, Giulia ; Jallow, Amadou. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:179.

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2023Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

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2023Demand-pull and technology-push: What drives the direction of technological change? -- An empirical network-based approach. (2021). Hotte, Kerstin. In: Papers. RePEc:arx:papers:2104.04813.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023Persistent Debt and Business Cycles in an Economy with Production Heterogeneity. (2023). Khan, Aubhik ; Lee, So Young. In: Staff Working Papers. RePEc:bca:bocawp:23-17.

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2023Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23.

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2023Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125.

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2023Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629.

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2023Population Aging, Retirement, and Aggregate Productivity. (2023). Potrafke, Niklas ; Grundler, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10594.

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2023House Price Expectations and Inflation Expectations: Evidence from Survey Data. (2023). Nunes, Ricardo ; Tara, Roshni ; Dhamija, Vedanta. In: Discussion Papers. RePEc:cfm:wpaper:2318.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2023Micro price heterogeneity and optimal inflation. (2023). Weber, Henning ; Santoro, Sergio. In: Occasional Paper Series. RePEc:ecb:ecbops:2023322.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Commodity price shocks, labour market dynamics and monetary policy in small open economies. (2023). Paez-Farrell, Juan ; Naraidoo, Ruthira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300060x.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Stricter energy regulations and water consumption: Firm-level evidence from China. (2023). Yang, Lili ; Lu, Minwei ; Shao, Shuai ; Shi, Qingquan. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000889.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2023Climate change and fossil fuel prices: A GARCH-MIDAS analysis. (2023). Salisu, Afees ; Nmadu, Yaaba B ; Tumala, Mohammed M. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906.

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2023Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?. (2023). Cheffou, Abdoulkarim Idi ; Jawadi, Fredj ; Bu, Ruijun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300556x.

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2023Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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2023Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735.

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2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761.

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2023Time-varying exchange rate pass-through into terms of trade. (2023). Dainauskas, Justas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001067.

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2023The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Zhang, Hongwei ; Shi, Fengyuan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x.

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2023Commodity price shocks: Order within chaos?. (2023). Kabundi, Alain ; Baffes, John. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003513.

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2023Wealth Inequality and Endogenous Growth. (2023). Lee, Byoungchan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:132-148.

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2023Business cycle asymmetry and input-output structure: The role of firm-to-firm networks. (2023). Young, Eric ; Silva, Alvaro ; Miranda-Pinto, Jorge. In: Journal of Monetary Economics. RePEc:eee:moneco:v:137:y:2023:i:c:p:1-20.

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2023Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859.

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2023Effects of oil shocks and central bank credibility on price diffusion. (2023). de Mendonça, Helder ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:304-317.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2023Decomposing the Monetary Policy Multiplier. (2023). Venditti, Fabrizio ; Jorda, Oscar ; Alessandrini, Pietro. In: Working Paper Series. RePEc:fip:fedfwp:96263.

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2023What Can Time-Series Regressions Tell Us About Policy Counterfactuals?. (2023). Wolf, Christian K ; McKay, Alisdair. In: Staff Report. RePEc:fip:fedmsr:95599.

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2023The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States. (2023). Gupta, Rangan ; Sheng, Xin ; Ji, Qiang. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:186-:d:1267655.

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2023How export shocks corrupt: Theory and evidence. (2023). Sekeris, Petros G ; Cariolle, Joel. In: Post-Print. RePEc:hal:journl:hal-04217750.

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2023Was Robert Gibrat Right? A Test Based on the Graphical Model Methodology. (2023). Vivarelli, Marco ; Riso, Luigi ; Guerzoni, Marco. In: IZA Discussion Papers. RePEc:iza:izadps:dp15995.

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2023Catastrophic Damages and the Optimal Carbon Tax Under Loss Aversion. (2023). Safarzynska, Karolina ; Czyz, Dominika. In: Environmental & Resource Economics. RePEc:kap:enreec:v:85:y:2023:i:2:d:10.1007_s10640-023-00768-4.

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2023The Law of Proportionate Effect: A test based on the graphical model methodology. (2023). Vivarelli, Marco ; Riso, Luigi ; Guerzoni, Marco. In: Working Papers. RePEc:mib:wpaper:514.

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2023Predicting loss aversion behavior with machine-learning methods. (2023). Engonul, Ahmet ; Deirmen, Suleyman ; Soyu, Ridvan ; Saltik, Omur. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01620-2.

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2023The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States. (2023). Ji, Qiang ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202302.

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2023How Do Monthly Remittances Respond to Natural Disasters in Migrants’ Home Countries?. (2023). Zazzaro, Alberto ; Bettin, Giulia ; Jallow, Amadou. In: CSEF Working Papers. RePEc:sef:csefwp:673.

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2023Nowcasting Japan’s GDP. (2023). Tachi, Yuta ; Hayashi, Fumio. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02301-w.

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2023Oil Demand and Supply Shocks in Canada’s Economy. (2023). Some, Juste. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:2:d:10.1007_s40953-023-00339-w.

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2023House Price Expectations and Inflation Expectations: Evidence from Survey Data. (2023). Nunes, Ricardo ; Tara, Roshni ; Dhamija, Vedanta. In: School of Economics Discussion Papers. RePEc:sur:surrec:0823.

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2023Consistency, distributional convergence, and optimality of score-driven filters. (2023). Lucas, Andre ; Lin, Yicong ; Beutner, Eric A. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230051.

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2023Determinants of Firm-Level Growth: Lessons from the Czech Republic, Hungary, and Poland. (2023). Mihye, Lee. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:18:y:2023:i:1:p:46-57:n:8.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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2023On the real?time predictive content of financial condition indices for growth. (2023). McCracken, Michael ; Amburgey, Aaron J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:137-163.

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2023Inflation expectations and nonlinearities in the Phillips curve. (2023). Sheremirov, Viacheslav ; Nunes, Ricardo ; Rao, Nikhil ; Doser, Alexander. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:453-471.

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2023Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401.

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2023Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.

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2023Commodity tail risks. (2023). Prokopczuk, Marcel ; Wursig, Christoph Matthias ; Moerke, Mathis ; Ammann, Manuel. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:168-197.

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2023Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825.

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2023Credit Crunch and Downward Nominal Wage Rigidities. (2023). Rouillard, Jeanfranois. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:889-914.

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2023.

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2023Does resident leverage volatility affect corporate profitability?: An empirical study from Chinese A?share listed companies. (2023). Li, Kai ; Xie, Guo. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:3:p:1656-1668.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Discussion Papers. RePEc:zbw:bubdps:252023.

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2023The Law of Proportionate Effect: A test based on the graphical model methodology. (2023). Vivarelli, Marco ; Riso, Luigi ; Guerzoni, Marco. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1248.

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Works by Ivan Petrella:

YearTitleTypeCited
2020Leverage and Deepening Business-Cycle Skewness In: American Economic Journal: Macroeconomics.
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2017Leverage and deepening business cycle skewness.(2017) In: Working Papers.
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2017Leverage and Deepening Business Cycle Skewness.(2017) In: CEPR Discussion Papers.
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2017Leverage and Deepening. Business Cycle Skewness.(2017) In: Discussion Papers.
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2019Leverage and Deepening Business Cycle Skewness.(2019) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 31		paper
2013Asymmetry Reversals and the Business Cycle In: Economy and Society.
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2013Asymmetry Reversals and the Business Cycle.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2014Size, Age and the Growth of Firms: New Evidence from Quantile Regressions In: Economy and Society.
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2014Size, Age and the Growth of Firms: New Evidence from Quantile Regressions.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2022Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals In: Working Papers.
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2022Bond risk premia, priced regime shifts, and macroeconomic fundamentals.(2022) In: Department of Economics Working Papers.
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2016Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers.
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2017Adaptive models and heavy tails with an application to inflation forecasting.(2017) In: International Journal of Forecasting.
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2016Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper.
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2016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting.(2016) In: EMF Research Papers.
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2012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries In: Birkbeck Working Papers in Economics and Finance.
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2012Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries.(2012) In: Journal of Economic Dynamics and Control.
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2011Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries.(2011) In: Discussion Papers.
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2013Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives In: Birkbeck Working Papers in Economics and Finance.
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2013Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives.(2013) In: CEPR Discussion Papers.
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2014Discretion vs. timeless perspective under model-consistent stabilization objectives.(2014) In: Economics Letters.
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2014Adaptive Models and Heavy Tails In: Birkbeck Working Papers in Economics and Finance.
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2016Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers).
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2016Adaptive models and heavy tails.(2016) In: Bank of England working papers.
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2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
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2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
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2018Chained financial frictions and credit cycles In: BCL working papers.
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2020Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers).
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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers.
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2020Modeling and Forecasting Macroeconomic Downside Risk.(2020) In: CEPR Discussion Papers.
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2020Modelling and Forecasting Macroeconomic Downside Risk.(2020) In: EMF Research Papers.
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2013Aggregate fluctuations and the cross-sectional dynamics of firm growth In: Journal of the Royal Statistical Society Series A.
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2019Monetary Policy with Sectoral Trade?Offs In: Scandinavian Journal of Economics.
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2017Monetary Policy with Sectoral Trade-offs.(2017) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2017Monetary Policy with Sectoral Trade-offs.(2017) In: EMF Research Papers.
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2016Tracking the slowdown in long-run GDP growth In: Bank of England working papers.
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2016Tracking the Slowdown in Long-Run GDP Growth.(2016) In: Discussion Papers.
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2017Tracking the slowdown in long-run GDP growth.(2017) In: LSE Research Online Documents on Economics.
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2016Tracking the slowdown in long-run GDP growth.(2016) In: LSE Research Online Documents on Economics.
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2017Tracking the Slowdown in Long-Run GDP Growth.(2017) In: The Review of Economics and Statistics.
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2016Risk Premia and Seasonality in Commodity Futures.(2016) In: CEPR Discussion Papers.
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2016Risk Premia and Seasonality in Commodity Futures.(2016) In: Department of Economics Working Papers.
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2018Risk premia and seasonality in commodity futures.(2018) In: Journal of Applied Econometrics.
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2018Risk Premia and Seasonality in Commodity Futures.(2018) In: EMF Research Papers.
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2020Terms-of-Trade Shocks are Not all Alike.(2020) In: CEPR Discussion Papers.
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2020Terms-of-Trade Shocks are Not all Alike.(2020) In: IMF Working Papers.
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2008Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations In: Cambridge Working Papers in Economics.
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2008 Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations.(2008) In: CDMA Conference Paper Series.
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2009Factor Demand Linkages, Technology Shocks and the Business Cycle.(2009) In: MPRA Paper.
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2012Factor Demand Linkages, Technology Shocks, and the Business Cycle.(2012) In: The Review of Economics and Statistics.
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2014Loss Aversion and the Asymmetric Transmission of Monetary Policy In: CEPR Discussion Papers.
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2014Loss aversion and the asymmetric transmission of monetary policy.(2014) In: Journal of Monetary Economics.
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2012Loss Aversion and the Asymmetric Transmission of Monetary Policy.(2012) In: Discussion Papers.
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2020Structural Scenario Analysis with SVARs.(2020) In: EMF Research Papers.
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2019Time-varying Price Flexibility and Inflation Dynamics.(2019) In: EMF Research Papers.
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2019Bank assets, liquidity and credit cycles.(2019) In: Journal of Economic Dynamics and Control.
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2019Bank Assets, Liquidity and Credit Cycles.(2019) In: EMF Research Papers.
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2012Speculation in the oil market.(2012) In: Economic Synopses.
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2011Speculation in the oil market.(2011) In: Working Papers.
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2015Speculation in the Oil Market.(2015) In: Journal of Applied Econometrics.
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2011Input–output interactions and optimal monetary policy In: Journal of Economic Dynamics and Control.
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2018Gibrat’s law and quantile regressions: An application to firm growth In: Economics Letters.
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2017Gibrats Law and Quantile Regressions: an Application to Firm Growth.(2017) In: EMF Research Papers.
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2012When oil prices jump, is speculation to blame? In: The Regional Economist.
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2009Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages In: EPRU Working Paper Series.
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2010Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages.(2010) In: MPRA Paper.
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2012Monetary Policy with Sectoral Linkages and Durable Goods In: Discussion Papers.
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2014Adaptive Models and Heavy Tails In: Working Papers.
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2010Reference-dependent Preferences and the Transmission of Monetary Policy In: Discussion Paper.
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2010Reference-Dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM.
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2010Reference-dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM.
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2019Commodity Prices and Inflation Risk.(2019) In: EMF Research Papers.
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