Ivan Petrella : Citation Profile


Are you Ivan Petrella?

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

10

H index

10

i10 index

407

Citations

RESEARCH PRODUCTION:

17

Articles

65

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 33
   Journals where Ivan Petrella has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 23 (5.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe325
   Updated: 2020-10-17    RAS profile: 2020-10-14    
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Relations with other researchers


Works with:

Delle Monache, Davide (14)

Antolin-Diaz, Juan (8)

Santoro, Emiliano (7)

Sola, Martin (5)

Hevia, Constantino (5)

Drechsel, Thomas (5)

Ravn, Søren Hove (4)

Venditti, Fabrizio (4)

Lubello, Federico (4)

Jensen, Henrik (4)

Distante, Roberta (2)

Rossi, Raffaele (2)

Juvenal, Luciana (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)

Drechsel, Thomas (8)

Tenreyro, Silvana (8)

Koopman, Siem Jan (7)

Luciani, Matteo (6)

Pfajfar, Damjan (6)

Holly, Sean (6)

Venditti, Fabrizio (6)

Marcellino, Massimiliano (6)

MORANA, CLAUDIO (6)

Peersman, Gert (6)

Cites to:

Pesaran, M (27)

Giannone, Domenico (25)

Reichlin, Lucrezia (24)

Koop, Gary (18)

Watson, Mark (14)

Zha, Tao (13)

Modugno, Michele (11)

Messina, Julian (11)

Korobilis, Dimitris (11)

Forni, Mario (11)

Cogley, Timothy (10)

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 Group13
Discussion Papers / University of Copenhagen. Department of Economics4
MPRA Paper / University Library of Munich, Germany3
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2
Economy and Society / Fondazione Eni Enrico Mattei (FEEM)2
Working Papers / Fondazione Eni Enrico Mattei2

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.

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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.

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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.

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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.

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

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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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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.

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2019Costly default and asymmetric real business cycles. (2019). Pierrard, Olivier ; Moura, Alban ; Garcia Sanchez, Pablo ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp134.

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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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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.

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2019Domestic and global determinants of inflation: evidence from expectile regression. (2019). Delle Monache, Davide ; Busetti, Fabio ; Caivano, Michele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1225_19.

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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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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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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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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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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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.

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

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

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2019The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?. (2019). Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7826.

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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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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.

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

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2019The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom. (2019). Harrison, Richard ; Drechsel, Thomas ; Tenreyro, Silvana ; Dipace, Federico ; di Pace, Federico ; Broadbent, Ben. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13993.

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

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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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2019Costly Default And Asymmetric Real Business Cycles. (2019). Pierrard, Olivier ; Moura, Alban ; Garcia Sanchez, Pablo ; Fève, Patrick ; Feve, Patrick. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2019018.

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

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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 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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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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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.

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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.

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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.

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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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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.

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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.

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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.

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

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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.

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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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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.

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2020Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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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.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2020Capital flows in the euro area and TARGET2 balances. (2020). Wollmershäuser, Timo ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300017.

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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.

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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.

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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.

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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.

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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.

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2020Transmission of monetary policy in times of high household debt. (2020). Lim, Hyunjoon ; Kim, Youngju. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418302015.

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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.

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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.

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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.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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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.

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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.

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

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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.

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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.

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2020The Macroeconomics of Sticky Prices with Generalized Hazard Functions. (2020). Oskolkov, Aleksei ; Lippi, Francesco ; Alvarez, Fernando. In: EIEF Working Papers Series. RePEc:eie:wpaper:2017.

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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.

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

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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.

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

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2020Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486.

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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.

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2020Common and Idiosyncratic Inflation. (2020). Luciani, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-24.

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2020When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases. (2020). Pfajfar, Damjan ; De Ridder, Maarten ; Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-26.

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2020The Hidden Heterogeneity of Inflation Expectations and its Implications. (2020). Pfajfar, Damjan ; Dräger, Lena ; Lamla, Michael J ; Drager, Lena. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-54.

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

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2020Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Staff Reports. RePEc:fip:fednsr:87987.

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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.

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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.

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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.

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2020Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism. (2020). Drakeford, Benjamin M ; Li, Zhenghui ; Peng, Jiaying. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4465-:d:405903.

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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.

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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.

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

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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.

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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.

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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.

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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.

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2020Why has the U.S. economy stagnated since the Great Recession?. (2020). Morley, James ; Eo, Yunjong. In: Discussion Paper Series. RePEc:iek:wpaper:2001.

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2020Transitory and Permanent Shocks in the Global Market for Crude Oil. (2020). Rebei, Nooman ; Sbia, Rashid. In: IMF Working Papers. RePEc:imf:imfwpa:20/47.

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

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2020.

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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.

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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.

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2020Monetary policy transmission with downward interest rate rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2744.

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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.

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

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

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2020The Macroeconomics of Sticky Prices with Generalized Hazard Functions. (2020). Lippi, Francesco ; Oskolkov, Aleksei ; Alvarez, Fernando E. In: NBER Working Papers. RePEc:nbr:nberwo:27434.

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

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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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2019Leverage and Deepening Business Cycle Skewness.(2019) In: EMF Research Papers.
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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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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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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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paper13
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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2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
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2015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation In: Birkbeck Working Papers in Economics and Finance.
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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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2020Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series.
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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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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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article8
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 In: Bank of England working papers.
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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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2008Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations In: Cambridge Working Papers in Economics.
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paper7
2008 Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations.(2008) In: CDMA Conference Paper Series.
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2010Factor Demand Linkages, Technology Shocks and the Business Cycle In: Cambridge Working Papers in Economics.
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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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paper48
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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2014Following the Trend: Tracking GDP when Long-Run Growth is Uncertain In: CEPR Discussion Papers.
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2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
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2018Structural Scenario Analysis with SVARs In: CEPR Discussion Papers.
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2020Structural Scenario Analysis with SVARs.(2020) In: EMF Research Papers.
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2018Inflation Dynamics and Price Flexibility in the UK In: CEPR Discussion Papers.
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2019Bank Assets, Liquidity and Credit Cycles In: CEPR Discussion 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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2020Not all Terms of Trade Shocks are Alike In: CEPR Discussion Papers.
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2019Not all Terms of Trade Shocks are Alike.(2019) In: EMF Research Papers.
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2014Speculation in the Oil Market In: CEPR Discussion Papers.
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paper135
2011Speculation in the oil market.(2011) In: Working Papers.
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2012Speculation in the oil market.(2012) In: Economic Synopses.
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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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article10
2018Gibrat’s law and quantile regressions: An application to firm growth In: Economics Letters.
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article7
2017Gibrats Law and Quantile Regressions: an Application to Firm Growth.(2017) In: EMF Research Papers.
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2019Efficient matrix approach for classical inference in state space models In: Economics Letters.
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2019Efficient Matrix Approach for Classical Inference in State Space Models.(2019) In: EMF Research Papers.
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2017Structural Scenario Analysis and Stress Testing with Vector Autoregressions In: Working Papers.
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2012When oil prices jump, is speculation to blame? In: The Regional Economist.
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article1
2009Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages In: EPRU Working Paper Series.
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paper1
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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2012Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions In: Discussion Papers.
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paper1
2010Reference-dependent Preferences and the Transmission of Monetary Policy In: Discussion Paper.
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paper5
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 In: EMF Research Papers.
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paper1
2019Time-varying Price Flexibility and Inflation Dynamics In: EMF Research Papers.
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paper3
2020Modelling and Forecasting Macroeconomic Downside Risk In: EMF Research Papers.
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