Ivan Petrella : Citation Profile


Centre for Economic Policy Research (CEPR) (9% share)
Università degli Studi di Torino (45% share)
University of Warwick (1% share)
Università degli Studi di Torino (45% share)

14

H index

19

i10 index

860

Citations

RESEARCH PRODUCTION:

25

Articles

71

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 50
   Journals where Ivan Petrella has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 30 (3.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe325
   Updated: 2025-04-12    RAS profile: 2025-04-04    
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Relations with other researchers


Works with:

Delle Monache, Davide (6)

Juvenal, Luciana (5)

Antolin-Diaz, Juan (3)

Venditti, Fabrizio (3)

Rubio-Ramirez, Juan F (3)

Di Pace, Federico (3)

De Polis, Andrea (2)

Drechsel, Thomas (2)

Sola, Martin (2)

Theodoridis, Konstantinos (2)

Iseringhausen, Martin (2)

Hevia, Constantino (2)

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

Is cited by:

Koopman, Siem Jan (13)

Marcellino, Massimiliano (12)

Marchetti, Enrico (12)

Venditti, Fabrizio (12)

Iseringhausen, Martin (12)

Ciccarone, Giuseppe (12)

Pfajfar, Damjan (10)

Peersman, Gert (10)

Blasques, Francisco (9)

Pesaran, Mohammad (9)

Drechsel, Thomas (8)

Cites to:

Giannone, Domenico (54)

Reichlin, Lucrezia (50)

Pesaran, Mohammad (46)

Watson, Mark (35)

Koop, Gary (33)

Zha, Tao (28)

Smets, Frank (26)

Reinhart, Carmen (24)

Kilian, Lutz (24)

Campbell, John (23)

Wouters, Raf (22)

Main data


Where Ivan Petrella has published?


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

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers14
Discussion Papers / University of Copenhagen. Department of Economics5
MPRA Paper / University Library of Munich, Germany5
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
IMF Working Papers / International Monetary Fund3
Economy and Society / Fondazione Eni Enrico Mattei (FEEM)2
Department of Economics Working Papers / Universidad Torcuato Di Tella2
Working Paper Series / European Central Bank2
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Ivan Petrella (2025 and 2024)


YearTitle of citing document
2024Supply Shocks in the Fog: The Role of Endogenous Uncertainty. (2024). Matvieiev, Mykhailo ; Poilly, Cline ; Antonova, Anastasiia. In: AMSE Working Papers. RePEc:aim:wpaimx:2427.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Quasi 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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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2024Market perceptions, monetary policy, and credibility. (2024). Cuciniello, Vincenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1449_24.

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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

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2024Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2024Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan ; Li, Mengheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629.

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2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Global drivers of inflation: The role of supply chain disruptions and commodity price shocks. (2024). Cunado, Juncal ; de Gracia, Fernando Perez ; Diaz, Elena Maria. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002177.

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2024The effects of monetary policy on macroeconomic risk. (2024). Gambetti, Luca ; Forni, Mario ; Maffei-Faccioli, Nicolo ; Sala, Luca. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001181.

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2024The fiscal arithmetic of a slowdown in trend growth. (2024). Kulish, Mariano ; Yamout, Nadine. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001351.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x.

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2024Deep learning-assisted prediction and profiled membrane microstructure inverse design for reverse electrodialysis. (2024). Wang, LU ; Zhao, Yanan ; Zhichun, Liu ; Liu, Wei ; Long, Rui. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032602.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Asymmetric impact of energy prices on financial cycles based on interval time series modeling. (2024). Zhang, Jingjia ; Wu, Chaonan ; Yan, Zichun ; Wang, Zehan ; Laevac, Ivona. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005568.

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2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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2024China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

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2024Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation. (2024). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001414.

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2024Exchange rate in emerging markets: Shock absorber or source of shock?. (2024). Nookhwun, Nuwat ; Manopimoke, Pym ; Pattararangrong, Jettawat. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001359.

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2024Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387.

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2024Business cycles in a cocoa and gold economy: Commodity price shocks do not always matter. (2024). Ameyaw, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002502.

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2024Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293.

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2024Urban spatial structure and firm growth: Evidence from China. (2024). Zhuang, Zongwu ; Han, Feng. In: Land Use Policy. RePEc:eee:lauspo:v:145:y:2024:i:c:s026483772400231x.

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2024The chronology of Brexit and UK monetary policy. (2024). Guntner, Jochen ; Geiger, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001034.

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2024Global risk and the dollar. (2024). Schumann, Ben ; Muller, Gernot J ; Georgiadis, Georgios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Fiscal policy volatility and growth in emerging markets and developing economies. (2024). Vasishtha, Garima ; Fatas, Antonio ; Marioli, Francisco Arroyo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:758-777.

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2024Partisan conflict, trade policy uncertainty, and the energy market. (2024). Niu, Zibo ; Qin, Yun ; Zhang, Hongwei ; Yang, Cai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002435.

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2024Volatility of Rapeseed and Oil Prices Amid War in Ukraine. (2024). Chmielewski, Lukasz. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:47-66.

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2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

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2024.

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2024Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Pawowski, Micha ; Drachal, Krzysztof. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740.

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2025Assessing the Global Impact of EU Carbon Pricing: Economic and Climate Spillovers. (2025). Hasler, Elias. In: Working Papers. RePEc:inn:wpaper:2025-01.

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2024The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03212024.

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2025Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.

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2025What Determines Cartel Duration? Global Evidence Using Quantile Regression Analysis. (2025). POLEMIS, MICHAEL. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:25:y:2025:i:1:d:10.1007_s10842-025-00443-y.

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2025Was Robert Gibrat right? A test based on the graphical model methodology. (2025). Vivarelli, Marco ; Riso, Luigi ; Guerzoni, Marco. In: Small Business Economics. RePEc:kap:sbusec:v:64:y:2025:i:2:d:10.1007_s11187-024-00915-1.

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2024Les determinants de la dynamique des salaires en France : approches macro et sectorielles par la courbe de Phillips. (2024). Moutaabbid, A. In: Documents de Travail de l'Insee - INSEE Working Papers. RePEc:nse:doctra:2024-20.

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2025House Price Expectations and Inflation Expectations: Evidence from Survey Data. (2025). Nunes, Ricardo ; Dhamija, Vedanta ; Tara, Roshni. In: Economics Series Working Papers. RePEc:oxf:wpaper:1069.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024???????? ?? ??????????????? ?????? ? ??????????????? ?????????? ?????????. (2020). Fokin, Nikita ; Tretyakov, Dmitriy. In: MPRA Paper. RePEc:pra:mprapa:109556.

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2024Are Cartels Forever? Global Evidence Using Quantile Regression Analysis. (2024). POLEMIS, MICHAEL. In: MPRA Paper. RePEc:pra:mprapa:120534.

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2025What are asset price bubbles? A survey on definitions of financial bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: MPRA Paper. RePEc:pra:mprapa:123676.

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2024Holding the economy by the tail: analysis of short- and long-run macroeconomic risks. (2024). Libich, Jan ; Franta, Michal. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02514-7.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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2024The macroeconomy as a random forest. (2024). Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421.

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2024Sudden stop: Supply and demand shocks in the German natural gas market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Gntner, Jochen. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1282-1300.

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2024Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783.

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Works by Ivan Petrella:


YearTitleTypeCited
2020Leverage and Deepening Business-Cycle Skewness In: American Economic Journal: Macroeconomics.
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article36
2017Leverage and deepening business cycle skewness.(2017) In: Working Papers.
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2017Leverage and Deepening Business Cycle Skewness.(2017) In: CEPR Discussion Papers.
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2017Leverage and Deepening. Business Cycle Skewness.(2017) In: Discussion Papers.
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2013Asymmetry Reversals and the Business Cycle In: Economy and Society.
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2013Asymmetry Reversals and the Business Cycle.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 2
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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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2022Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals In: Working Papers.
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2022Bond risk premia, priced regime shifts, and macroeconomic fundamentals.(2022) In: Department of Economics Working Papers.
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2016Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers.
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2017Adaptive models and heavy tails with an application to inflation forecasting.(2017) In: International Journal of Forecasting.
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2016Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper.
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2012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries In: Birkbeck Working Papers in Economics and Finance.
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2012Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries.(2012) In: Journal of Economic Dynamics and Control.
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2011Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries.(2011) In: Discussion Papers.
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2013Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives In: Birkbeck Working Papers in Economics and Finance.
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2013Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives.(2013) In: CEPR Discussion Papers.
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2014Discretion vs. timeless perspective under model-consistent stabilization objectives.(2014) In: Economics Letters.
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2014Adaptive Models and Heavy Tails In: Birkbeck Working Papers in Economics and Finance.
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2016Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers).
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2016Adaptive models and heavy tails.(2016) In: Bank of England working papers.
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2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
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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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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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2021Modeling and forecasting macroeconomic downside risk In: Temi di discussione (Economic working papers).
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2020Modeling and Forecasting Macroeconomic Downside Risk.(2020) In: CEPR Discussion Papers.
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2024Modeling and Forecasting Macroeconomic Downside Risk.(2024) In: Journal of Business & Economic Statistics.
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2013Aggregate fluctuations and the cross-sectional dynamics of firm growth In: Journal of the Royal Statistical Society Series A.
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2019Monetary Policy with Sectoral Trade‐Offs In: Scandinavian Journal of Economics.
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2017Monetary Policy with Sectoral Trade-offs.(2017) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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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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This paper has nother version. Agregated cites: 110
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2017Tracking the slowdown in long-run GDP growth.(2017) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 110
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2016Tracking the slowdown in long-run GDP growth.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 110
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This paper has nother version. Agregated cites: 110
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paper14
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2011Speculation in the oil market.(2011) In: Working Papers.
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