12
H index
17
i10 index
611
Citations
University of Warwick (90% share) | 12 H index 17 i10 index 611 Citations RESEARCH PRODUCTION: 20 Articles 73 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ivan Petrella. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 3 |
Journal of Applied Econometrics | 3 |
Economics Letters | 3 |
The Review of Economics and Statistics | 2 |
Journal of Monetary Economics | 2 |
Year | Title of citing document | |
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2021 | Expecting 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09. Full description at Econpapers || Download paper | |
2021 | Machine 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. Full description at Econpapers || Download paper | |
2022 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper | |
2022 | Measuring productivity dispersion: a parametric approach using the L\{e}vy alpha-stable distribution. (2019). Lafond, François ; Farmer, Doyne J ; Koutroumpis, Pantelis ; Winkler, Julian ; Heinrich, Torsten ; Yang, Jangho. In: Papers. RePEc:arx:papers:1910.05219. Full description at Econpapers || Download paper | |
2021 | Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561. Full description at Econpapers || Download paper | |
2020 | Equilibrium Oil Market Share under the COVID-19 Pandemic. (2020). Wang, Xiaozhou ; Shi, Yun ; Chen, Xiaojun. In: Papers. RePEc:arx:papers:2007.15265. Full description at Econpapers || Download paper | |
2020 | Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718. Full description at Econpapers || Download paper | |
2020 | Sectoral Labor Mobility and Optimal Monetary Policy. (2020). Cantelmo, Alessandro ; Melina, Giovanni. In: Papers. RePEc:arx:papers:2010.14668. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2021 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2021 | Demand-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. Full description at Econpapers || Download paper | |
2021 | Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182. Full description at Econpapers || Download paper | |
2021 | Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM). (2021). Hopp, Daniel. In: Papers. RePEc:arx:papers:2106.08901. Full description at Econpapers || Download paper | |
2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
2021 | Investigating 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2020 | Strategic 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Nowcasting 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. Full description at Econpapers || Download paper | |
2020 | How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763. Full description at Econpapers || Download paper | |
2021 | The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806. Full description at Econpapers || Download paper | |
2021 | Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828. Full description at Econpapers || Download paper | |
2021 | Empirical 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. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2020 | Inventory Shock and Price-Setting. (2020). Vu, Nam ; Talavera, Oleksandr. In: Discussion Papers. RePEc:bir:birmec:20-14. Full description at Econpapers || Download paper | |
2021 | Monetary 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | THE 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. Full description at Econpapers || Download paper | |
2021 | Why 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. Full description at Econpapers || Download paper | |
2021 | FINANCIALIZATION 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. Full description at Econpapers || Download paper | |
2021 | AN 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Mortgage 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. Full description at Econpapers || Download paper | |
2020 | The nature of trade, global production fragmentation and inflationary dynamics: Crossâ€country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031. Full description at Econpapers || Download paper | |
2020 | Estimating hysteresis effects. (2020). Furlanetto, Francesco ; Lepetit, Antoine ; Ulvedal, PL ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2020_13. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836. Full description at Econpapers || Download paper | |
2021 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper | |
2021 | Sectoral 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. Full description at Econpapers || Download paper | |
2021 | Foreign 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Vulnerable Growth: A Revisit. (2020). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:2022. Full description at Econpapers || Download paper | |
2020 | Prospect 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. Full description at Econpapers || Download paper | |
2020 | Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108. Full description at Econpapers || Download paper | |
2020 | When 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. Full description at Econpapers || Download paper | |
2021 | Foreign 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2020 | Sectoral Labor Mobility and Optimal Monetary Policy. (2020). Cantelmo, Alessandro ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8638. Full description at Econpapers || Download paper | |
2021 | Monetary Policy, Sectoral Comovement and the Credit Channel. (2021). Gortz, Christoph ; Dipace, Federico ; di Pace, Federico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9142. Full description at Econpapers || Download paper | |
2021 | Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165. Full description at Econpapers || Download paper | |
2021 | Connectedness 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2021 | Holding 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. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2021 | Expecting 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Energy Transition Metals. (2021). Stuermer, Martin ; Pescatori, Andrea ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1976. Full description at Econpapers || Download paper | |
2020 | Monetary Policy Transmission with Downward Interest Rate Rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-6. Full description at Econpapers || Download paper | |
2021 | The 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 | |
2020 | Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; DiNino, Virginia ; Alvarez, Irma Alonso. In: Working Paper Series. RePEc:ecb:ecbwps:20202368. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Who’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. Full description at Econpapers || Download paper | |
2020 | Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453. Full description at Econpapers || Download paper | |
2020 | Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472. Full description at Econpapers || Download paper | |
2021 | Measuring price selection in microdata: it’s not there. (2021). Schoenle, Raphael ; Karadi, Peter ; Wursten, Jesse. In: Working Paper Series. RePEc:ecb:ecbwps:20212566. Full description at Econpapers || Download paper | |
2021 | Monetary policy, agent heterogeneity and inequality: insights from a three-agent New Keynesian model. (2021). Eskelinen, Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20212590. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper | |
2021 | Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628. Full description at Econpapers || Download paper | |
2020 | Can 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. Full description at Econpapers || Download paper | |
2020 | Taxonomy 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Long-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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | Technology, 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Bayesian 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2022 | Belief-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. Full description at Econpapers || Download paper | |
2021 | Technology 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. Full description at Econpapers || Download paper | |
2021 | Quantile 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. Full description at Econpapers || Download paper | |
2021 | Large-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. Full description at Econpapers || Download paper | |
2021 | Missing 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. Full description at Econpapers || Download paper | |
2021 | Costly 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. Full description at Econpapers || Download paper | |
2021 | Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380. Full description at Econpapers || Download paper | |
2021 | When 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. Full description at Econpapers || Download paper | |
2021 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Effects 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2020 | Leverage and Deepening Business-Cycle Skewness In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 18 |
2017 | Leverage and deepening business cycle skewness.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2017 | Leverage and Deepening Business Cycle Skewness.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2019 | Leverage and Deepening Business Cycle Skewness.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Asymmetry Reversals and the Business Cycle In: Economy and Society. [Full Text][Citation analysis] | paper | 2 |
2013 | Asymmetry Reversals and the Business Cycle.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | Size, Age and the Growth of Firms: New Evidence from Quantile Regressions In: Economy and Society. [Full Text][Citation analysis] | paper | 4 |
2014 | Size, Age and the Growth of Firms: New Evidence from Quantile Regressions.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 11 |
2017 | Adaptive models and heavy tails with an application to inflation forecasting.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2016 | Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2016 | Adaptive Models and Heavy Tails with an Application to Inflation Forecasting.(2016) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2012 | Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 15 |
2012 | Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries.(2012) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2011 | Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2013 | Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2013 | Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Discretion vs. timeless perspective under model-consistent stabilization objectives.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2014 | Adaptive Models and Heavy Tails In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 11 |
2016 | Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2016 | Adaptive models and heavy tails.(2016) In: Bank of England working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2014 | Adaptive Models and Heavy Tails.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2014 | Adaptive Models and Heavy Tails.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2015 | Common 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] | paper | 11 |
2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | chapter | |
2018 | Chained financial frictions and credit cycles In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
2019 | Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2019 | Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Modeling and forecasting macroeconomic downside risk In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 23 |
2020 | Modeling and Forecasting Macroeconomic Downside Risk.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2020 | Modelling and Forecasting Macroeconomic Downside Risk.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2013 | Aggregate fluctuations and the cross-sectional dynamics of firm growth In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 14 |
2019 | Monetary Policy with Sectoral Trade?Offs In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 15 |
2017 | Monetary 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 | |
2017 | Monetary Policy with Sectoral Trade-offs.(2017) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2016 | Tracking the slowdown in long-run GDP growth In: Bank of England working papers. [Full Text][Citation analysis] | paper | 82 |
2016 | Tracking the Slowdown in Long-Run GDP Growth.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2017 | Tracking the slowdown in long-run GDP growth.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2016 | Tracking 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 | |
2017 | Tracking the Slowdown in Long-Run GDP Growth.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
2016 | Risk premia and seasonality in commodity futures In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Risk Premia and Seasonality in Commodity Futures.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2016 | Risk Premia and Seasonality in Commodity Futures.(2016) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Risk premia and seasonality in commodity futures.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2018 | Risk Premia and Seasonality in Commodity Futures.(2018) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2021 | Terms-of-trade shocks are not all alike In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Terms-of-Trade Shocks are Not all Alike.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Terms-of-Trade Shocks are Not all Alike.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
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 | |
2010 | Factor Demand Linkages, Technology Shocks and the Business Cycle In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 35 |
2009 | Factor 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 | |
2012 | Factor 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 | |
2021 | Aggregate Skewness and the Business Cycle In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Loss Aversion and the Asymmetric Transmission of Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 65 |
2014 | Loss 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 | |
2012 | Loss 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 | |
2014 | Following the Trend: Tracking GDP when Long-Run Growth is Uncertain In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Structural Scenario Analysis with SVARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2021 | Structural scenario analysis with SVARs.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2020 | Structural Scenario Analysis with SVARs.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2018 | Inflation Dynamics and Price Flexibility in the UK In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Bank Assets, Liquidity and Credit Cycles In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Bank assets, liquidity and credit cycles.(2019) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2019 | Bank Assets, Liquidity and Credit Cycles.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2014 | Speculation in the Oil Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 176 |
2012 | Speculation in the oil market.(2012) In: Economic Synopses. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | article | |
2011 | Speculation in the oil market.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
2015 | Speculation in the Oil Market.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | article | |
2011 | Input–output interactions and optimal monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
2018 | Gibrat’s law and quantile regressions: An application to firm growth In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
2017 | Gibrats Law and Quantile Regressions: an Application to Firm Growth.(2017) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2019 | Efficient matrix approach for classical inference in state space models In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2019 | Efficient Matrix Approach for Classical Inference in State Space Models.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2017 | Structural Scenario Analysis and Stress Testing with Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Dividend Momentum and Stock Return Predictability: A Bayesian Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Dividend Momentum and Stock Return Predictability: A Bayesian Approach.(2021) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | When oil prices jump, is speculation to blame? In: The Regional Economist. [Full Text][Citation analysis] | article | 1 |
2009 | Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2010 | Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | Monetary Policy with Sectoral Linkages and Durable Goods In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Reference-dependent Preferences and the Transmission of Monetary Policy In: Discussion Paper. [Full Text][Citation analysis] | paper | 4 |
2010 | Reference-Dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | Reference-dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2022 | Commodity prices and inflation risk In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Commodity Prices and Inflation Risk.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Not all Terms of Trade Shocks are Alike In: EMF Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Time-varying Price Flexibility and Inflation Dynamics In: EMF Research Papers. [Full Text][Citation analysis] | paper | 11 |
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