Ivan Petrella : Citation Profile

Are you Ivan Petrella?

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

12

H index

17

i10 index

611

Citations

RESEARCH PRODUCTION:

20

Articles

73

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 47
   Journals where Ivan Petrella has often published
   Relations with other researchers
   Recent citing documents: 231.    Total self citations: 27 (4.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe325
   Updated: 2022-05-21    RAS profile: 2022-04-12    
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Relations with other researchers

Works with:

Delle Monache, Davide (17)

Santoro, Emiliano (14)

Antolin-Diaz, Juan (11)

Drechsel, Thomas (6)

Hevia, Constantino (5)

Sola, Martin (5)

Venditti, Fabrizio (5)

Lubello, Federico (4)

Ravn, Søren Hove (4)

Jensen, Henrik (4)

Di Pace, Federico (3)

Rossi, Raffaele (2)

Distante, Roberta (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 (12)

Pesaran, M (9)

Marcellino, Massimiliano (9)

Rodríguez Caballero, Carlos (9)

Blasques, Francisco (8)

Drechsel, Thomas (8)

Melina, Giovanni (8)

Martínez Fritscher, André (8)

Di Pace, Federico (8)

Cantelmo, Alessandro (8)

Tenreyro, Silvana (8)

Cites to:

Giannone, Domenico (33)

Pesaran, M (29)

Reichlin, Lucrezia (28)

Koop, Gary (20)

Watson, Mark (20)

Cogley, Timothy (15)

Sargent, Thomas (15)

Zha, Tao (14)

Banbura, Marta (13)

Korobilis, Dimitris (12)

Forni, Mario (12)

Main data

Where Ivan Petrella has published?

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

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group13
Discussion Papers / University of Copenhagen. Department of Economics4
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
MPRA Paper / University Library of Munich, Germany3
Economy and Society / Fondazione Eni Enrico Mattei (FEEM)2
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Ivan Petrella (2022 and 2021)

YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2021Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09.

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2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

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2022Quasi 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.

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2022Measuring 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.

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2021Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

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2020Equilibrium Oil Market Share under the COVID-19 Pandemic. (2020). Wang, Xiaozhou ; Shi, Yun ; Chen, Xiaojun. In: Papers. RePEc:arx:papers:2007.15265.

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2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

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2020Sectoral Labor Mobility and Optimal Monetary Policy. (2020). Cantelmo, Alessandro ; Melina, Giovanni. In: Papers. RePEc:arx:papers:2010.14668.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2021Demand-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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2021Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182.

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2021Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM). (2021). Hopp, Daniel. In: Papers. RePEc:arx:papers:2106.08901.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: Papers. RePEc:arx:papers:2110.03411.

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2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

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2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; Dinino, Virginia ; Alvarez, Irma Alonso. In: Working Papers. RePEc:bde:wpaper:2006.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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2021Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168.

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2020How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763.

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2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

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2021Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828.

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2021Empirical Investigation of a Sufficient Statistic for Monetary Shocks. (2021). LE BIHAN, Hervé ; Gautier, Erwan ; Lippi, Francesco ; Ferrara, Andrea ; Alvarez, Fernando. In: Working papers. RePEc:bfr:banfra:839.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2020Inventory Shock and Price-Setting. (2020). Vu, Nam ; Talavera, Oleksandr. In: Discussion Papers. RePEc:bir:birmec:20-14.

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2021Monetary Policy, Sectoral Comovement and the Credit Channel. (2021). Görtz, Christoph ; Di Pace, Federico ; Gortz, Christoph ; Dipace, Federico. In: Discussion Papers. RePEc:bir:birmec:21-07.

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2020The effectiveness of monetary policy and output fluctuations: An asymmetric analysis. (2020). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:161-181.

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2020THE U.S. LABOR INCOME SHARE AND AUTOMATION SHOCKS. (2020). Charalampidis, Nikolaos. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:1:p:294-318.

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2021Why are Fiscal Multipliers Asymmetric? The Role of Credit Constraints. (2021). Trzeciakiewicz, Dawid ; Ozkan, Gulcin ; McManus, Richard. In: Economica. RePEc:bla:econom:v:88:y:2021:i:349:p:32-69.

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2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2020The Impact of the 2008 Crisis on UK Prices: What We Can Learn from the CPI Microdata. (2020). Tian, Kun ; Luintel, Kul ; Dixon, Huw. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1322-1341.

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2021Mortgage lending, monetary policy, and prudential measures in small euro?area economies: Evidence from Ireland and the Netherlands. (2021). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:117-143.

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2020The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031.

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2020Estimating hysteresis effects. (2020). Furlanetto, Francesco ; Lepetit, Antoine ; Ulvedal, PL ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2020_13.

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2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102.

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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.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Sectoral comovement, monetary policy and the credit channel. (2021). Di Pace, Federico ; Gortz, Christoph ; Dipace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:0925.

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2021Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk. (2021). Lloyd, Simon ; Panchev, Konstantin ; Manuel, ED. In: Bank of England working papers. RePEc:boe:boeewp:0940.

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2021The importance of supply and demand for oil prices: evidence from non-Gaussianity. (2021). Braun, Robin. In: Bank of England working papers. RePEc:boe:boeewp:0957.

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2020Vulnerable Growth: A Revisit. (2020). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:2022.

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2020Prospect Theory and sentiment-driven fluctuations. (2020). Marchetti, Enrico ; giuli, francesco ; Francesco, Giuli ; Giuseppe, Ciccarone. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:25:n:10.

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2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

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2020When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases. (2020). Pfajfar, Damjan ; de Ridder, M ; Berge, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2041.

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2021Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2021). Manuel, Ed ; Lloyd, Simon ; Panchev, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2156.

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2021.

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2020Sectoral Labor Mobility and Optimal Monetary Policy. (2020). Cantelmo, Alessandro ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8638.

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2021Monetary Policy, Sectoral Comovement and the Credit Channel. (2021). Gortz, Christoph ; Dipace, Federico ; di Pace, Federico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9142.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2022The Hidden Heterogeneity of Inflation and Interest Rate Expectations: The Role of Preferences. (2022). Dräger, Lena ; Pfajfar, Damjan ; Lamla, Michael J ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9637.

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

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2021Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/3.

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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.

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2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

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2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003.

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2021Energy Transition Metals. (2021). Stuermer, Martin ; Pescatori, Andrea ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1976.

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2020Monetary Policy Transmission with Downward Interest Rate Rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-6.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
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.

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2020Do non-performing loans matter for bank lending and the business cycle in euro area countries?. (2020). Pancaro, Cosimo ; Moccero, Diego ; Martin, Reiner ; Huljak, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20202411.

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2020Who’s afraid of euro area monetary tightening? CESEE shouldn’t. (2020). Moder, Isabella ; Schuler, Tobias ; Geis, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20202416.

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2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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2021Measuring price selection in microdata: it’s not there. (2021). Schoenle, Raphael ; Karadi, Peter ; Wursten, Jesse. In: Working Paper Series. RePEc:ecb:ecbwps:20212566.

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2021Monetary policy, agent heterogeneity and inequality: insights from a three-agent New Keynesian model. (2021). Eskelinen, Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20212590.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Paper Series. RePEc:ecb:ecbwps:20212613.

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2021Macroeconomic reversal rate in a low interest rate environment. (2021). Samarina, Anna ; Konietschke, Paul ; Stanga, Irina M ; van den End, Jan Willem. In: Working Paper Series. RePEc:ecb:ecbwps:20212620.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

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2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2021The price adjustment hazard function: Evidence from high inflation periods. (2021). Villar, Daniel ; Luo, Shaowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921000701.

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2021Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis. (2021). Nautz, Dieter ; Diegel, Max. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001275.

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2021The productivity growth slowdown and Kaldor’s growth facts. (2021). Herrendorf, Berthold ; Duernecker, Georg ; Valentinyi, Akos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001354.

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2022Technology, demand, and productivity: What an industry model tells us about business cycles. (2022). Reiter, Michael ; Molnarova, Zuzana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002074.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2021The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115.

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2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

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2022The Euro Area credit crunch conundrum: Was it demand or supply driven?. (2022). Serati, Massimiliano ; Venegoni, Andrea ; Pacicco, Fausto. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002698.

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2022Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013.

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2021Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:362-370.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2022Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996.

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2021Technology shocks and sectoral labour market spill-overs. (2021). Dragomirescu-Gaina, Catalin ; Elia, Leandro. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000616.

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2021Quantile eco-efficiency estimation and convergence: A nonparametric frontier approach. (2021). Tzeremes, Nickolaos ; Stengos, Thanasis ; POLEMIS, MICHAEL. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521000902.

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2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

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2021Missing observations in observation-driven time series models. (2021). Blasques, Francisco ; Koopman, S J ; Gorgi, P. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:542-568.

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2021Costly default and skewed business cycles. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Feve, Patrick ; Pierrard, Olivier. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302609.

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2021Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380.

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2021When is the fiscal multiplier high? A comparison of four business cycle phases. (2021). Pfajfar, Damjan ; de Ridder, Maarten ; Berge, Travis. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001823.

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2021Optimal policy design in nonlinear DSGE models: An n-order accurate approximation. (2021). Hansen, James ; Gross, Isaac. In: European Economic Review. RePEc:eee:eecrev:v:140:y:2021:i:c:s0014292121002221.

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2020The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model. (2020). Iseringhausen, Martin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:275-292.

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2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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2021The effect of structural oil shocks on bank systemic risk in the GCC countries. (2021). Maghyereh, Aktham ; Abdoh, Hussein. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004400.

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2021Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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More than 100 citations found, this list is not complete...

Works by Ivan Petrella:

YearTitleTypeCited
2020Leverage and Deepening Business-Cycle Skewness In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article18
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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This paper has another version. Agregated cites: 18		paper
2019Leverage and Deepening Business Cycle Skewness.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 18		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.
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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.
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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]		paper11
2017Adaptive models and heavy tails with an application to inflation forecasting.(2017) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 11		article
2016Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 11		paper
2016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting.(2016) In: EMF Research Papers.
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This paper has another version. Agregated cites: 11		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]		paper15
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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This paper has another version. Agregated cites: 15		article
2011Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 15		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.
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This paper has another version. Agregated cites: 0		paper
2014Discretion vs. timeless perspective under model-consistent stabilization objectives.(2014) In: Economics Letters.
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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]		paper11
2016Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers).
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This paper has another version. Agregated cites: 11		paper
2016Adaptive models and heavy tails.(2016) In: Bank of England working papers.
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This paper has another version. Agregated cites: 11		paper
2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 11		paper
2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 11		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]		paper11
2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
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This paper has another version. Agregated cites: 11		chapter
2018Chained financial frictions and credit cycles In: BCL working papers.
[Full Text][Citation analysis]		paper0
2020Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper0
2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2020Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series.
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2021Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model.(2021) In: Journal of Business & Economic Statistics.
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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 0		paper
2021Modeling and forecasting macroeconomic downside risk In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper23
2020Modeling and Forecasting Macroeconomic Downside Risk.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 23		paper
2020Modelling and Forecasting Macroeconomic Downside Risk.(2020) In: EMF Research Papers.
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This paper has another version. Agregated cites: 23		paper
2013Aggregate fluctuations and the cross-sectional dynamics of firm growth In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article14
2019Monetary Policy with Sectoral Trade?Offs In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article15
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: 15		paper
2017Monetary Policy with Sectoral Trade-offs.(2017) In: EMF Research Papers.
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This paper has another version. Agregated cites: 15		paper
2016Tracking the slowdown in long-run GDP growth In: Bank of England working papers.
[Full Text][Citation analysis]		paper82
2016Tracking the Slowdown in Long-Run GDP Growth.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		paper
2017Tracking the slowdown in long-run GDP growth.(2017) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 82		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: 82		paper
2017Tracking the Slowdown in Long-Run GDP Growth.(2017) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 82		article
2016Risk premia and seasonality in commodity futures In: Bank of England working papers.
[Full Text][Citation analysis]		paper6
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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This paper has another version. Agregated cites: 6		article
2018Risk Premia and Seasonality in Commodity Futures.(2018) In: EMF Research Papers.
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This paper has another version. Agregated cites: 6		paper
2021Terms-of-trade shocks are not all alike In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2020Terms-of-Trade Shocks are Not all Alike.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 3		paper
2020Terms-of-Trade Shocks are Not all Alike.(2020) In: IMF Working Papers.
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This paper has another version. Agregated cites: 3		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]		paper35
2009Factor Demand Linkages, Technology Shocks and the Business Cycle.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		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: 35		article
2021Aggregate Skewness and the Business Cycle In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2014Loss Aversion and the Asymmetric Transmission of Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper65
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: 65		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: 65		paper
2014Following the Trend: Tracking GDP when Long-Run Growth is Uncertain In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2018Structural Scenario Analysis with SVARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2021Structural scenario analysis with SVARs.(2021) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 30		article
2020Structural Scenario Analysis with SVARs.(2020) In: EMF Research Papers.
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This paper has another version. Agregated cites: 30		paper
2018Inflation Dynamics and Price Flexibility in the UK In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Bank Assets, Liquidity and Credit Cycles In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
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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This paper has another version. Agregated cites: 1		paper
2021Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2014Speculation in the Oil Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper176
2012Speculation in the oil market.(2012) In: Economic Synopses.
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This paper has another version. Agregated cites: 176		article
2011Speculation in the oil market.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 176		paper
2015Speculation in the Oil Market.(2015) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 176		article
2011Input–output interactions and optimal monetary policy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article16
2018Gibrat’s law and quantile regressions: An application to firm growth In: Economics Letters.
[Full Text][Citation analysis]		article15
2017Gibrats Law and Quantile Regressions: an Application to Firm Growth.(2017) In: EMF Research Papers.
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This paper has another version. Agregated cites: 15		paper
2019Efficient matrix approach for classical inference in state space models In: Economics Letters.
[Full Text][Citation analysis]		article4
2019Efficient Matrix Approach for Classical Inference in State Space Models.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 4		paper
2017Structural Scenario Analysis and Stress Testing with Vector Autoregressions In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Dividend Momentum and Stock Return Predictability: A Bayesian Approach In: Working Papers.
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2021Dividend Momentum and Stock Return Predictability: A Bayesian Approach.(2021) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 0		paper
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.
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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]		paper4
2010Reference-Dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 4		paper
2010Reference-dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 4		paper
2022Commodity prices and inflation risk In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2019Commodity Prices and Inflation Risk.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 1		paper
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]		paper11

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