14
H index
19
i10 index
860
Citations
Centre for Economic Policy Research (CEPR) (9% share) | 14 H index 19 i10 index 860 Citations RESEARCH PRODUCTION: 25 Articles 71 Papers 2 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 Applied Econometrics | 3 |
Economics Letters | 3 |
Journal of Economic Dynamics and Control | 3 |
Journal of Monetary Economics | 2 |
Journal of International Economics | 2 |
Journal of Business & Economic Statistics | 2 |
The Review of Economics and Statistics | 2 |
Year | Title of citing document |
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2024 | Supply Shocks in the Fog: The Role of Endogenous Uncertainty. (2024). Matvieiev, Mykhailo ; Poilly, Cline ; Antonova, Anastasiia. In: AMSE Working Papers. RePEc:aim:wpaimx:2427. Full description at Econpapers || Download paper |
2024 | Time-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. Full description at Econpapers || Download paper |
2024 | 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 |
2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper |
2024 | Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555. Full description at Econpapers || Download paper |
2025 | Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065. Full description at Econpapers || Download paper |
2024 | Market perceptions, monetary policy, and credibility. (2024). Cuciniello, Vincenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1449_24. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Sequencing 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper |
2024 | Business 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. Full description at Econpapers || Download paper |
2024 | Global 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Extreme 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Proof-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. Full description at Econpapers || Download paper |
2024 | Economic 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. Full description at Econpapers || Download paper |
2024 | Deep 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Asymmetric 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | China’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. Full description at Econpapers || Download paper |
2024 | Energy 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. Full description at Econpapers || Download paper |
2024 | Exchange 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. Full description at Econpapers || Download paper |
2024 | Jobless 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. Full description at Econpapers || Download paper |
2024 | Business 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | Urban 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Global 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. Full description at Econpapers || Download paper |
2024 | Cross-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. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | Fiscal 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. Full description at Econpapers || Download paper |
2024 | Partisan 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. Full description at Econpapers || Download paper |
2024 | Volatility 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. Full description at Econpapers || Download paper |
2024 | Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2025 | Assessing the Global Impact of EU Carbon Pricing: Economic and Climate Spillovers. (2025). Hasler, Elias. In: Working Papers. RePEc:inn:wpaper:2025-01. Full description at Econpapers || Download paper |
2024 | The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03212024. Full description at Econpapers || Download paper |
2025 | Inflation 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. Full description at Econpapers || Download paper |
2025 | What 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. Full description at Econpapers || Download paper |
2025 | Was 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. Full description at Econpapers || Download paper |
2024 | Les 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. Full description at Econpapers || Download paper |
2025 | House 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. Full description at Econpapers || Download paper |
2024 | Foreign 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. Full description at Econpapers || Download paper |
2024 | ???????? ?? ??????????????? ?????? ? ??????????????? ?????????? ?????????. (2020). Fokin, Nikita ; Tretyakov, Dmitriy. In: MPRA Paper. RePEc:pra:mprapa:109556. Full description at Econpapers || Download paper |
2024 | Are Cartels Forever? Global Evidence Using Quantile Regression Analysis. (2024). POLEMIS, MICHAEL. In: MPRA Paper. RePEc:pra:mprapa:120534. Full description at Econpapers || Download paper |
2025 | What are asset price bubbles? A survey on definitions of financial bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: MPRA Paper. RePEc:pra:mprapa:123676. Full description at Econpapers || Download paper |
2024 | Holding 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. Full description at Econpapers || Download paper |
2025 | A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68. Full description at Econpapers || Download paper |
2024 | Nonlinearities 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Sudden 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. Full description at Econpapers || Download paper |
2024 | Risky 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Leverage and Deepening Business-Cycle Skewness In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 36 |
2017 | Leverage and deepening business cycle skewness.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2017 | Leverage and Deepening Business Cycle Skewness.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2017 | Leverage and Deepening. Business Cycle Skewness.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | 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 nother 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 nother version. Agregated cites: 4 | paper | |
2022 | Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Bond risk premia, priced regime shifts, and macroeconomic fundamentals.(2022) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 21 |
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 nother version. Agregated cites: 21 | article | |
2016 | Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | 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 | 16 |
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 nother version. Agregated cites: 16 | 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 nother version. Agregated cites: 16 | 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 11 | paper | |
2014 | Adaptive Models and Heavy Tails.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother 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 | 12 |
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 nother version. Agregated cites: 12 | 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 | 4 |
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 nother version. Agregated cites: 4 | 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 nother version. Agregated cites: 4 | 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 nother version. Agregated cites: 4 | article | |
2021 | Modeling and forecasting macroeconomic downside risk In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 42 |
2020 | Modeling and Forecasting Macroeconomic Downside Risk.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2024 | Modeling and Forecasting Macroeconomic Downside Risk.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
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 | 15 |
2019 | Monetary Policy with Sectoral Trade‐Offs In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 18 |
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 nother version. Agregated cites: 18 | paper | |
2016 | Tracking the slowdown in long-run GDP growth In: Bank of England working papers. [Full Text][Citation analysis] | paper | 110 |
2016 | Tracking the Slowdown in Long-Run GDP Growth.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | 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 nother version. Agregated cites: 110 | 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 nother version. Agregated cites: 110 | 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 nother version. Agregated cites: 110 | article | |
2016 | Risk premia and seasonality in commodity futures In: Bank of England working papers. [Full Text][Citation analysis] | paper | 10 |
2016 | Risk Premia and Seasonality in Commodity Futures.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Risk Premia and Seasonality in Commodity Futures.(2016) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2018 | Risk premia and seasonality in commodity futures.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2021 | Terms-of-trade shocks are not all alike In: Bank of England working papers. [Full Text][Citation analysis] | paper | 14 |
2020 | Terms-of-Trade Shocks are Not all Alike.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2020 | Terms-of-Trade Shocks are Not all Alike.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 nother 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 | 44 |
2009 | Factor Demand Linkages, Technology Shocks and the Business Cycle.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | 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 nother version. Agregated cites: 44 | article | |
2021 | Aggregate Skewness and the Business Cycle In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Aggregate skewness and the business cycle.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2014 | Loss Aversion and the Asymmetric Transmission of Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 85 |
2014 | Loss aversion and the asymmetric transmission of monetary policy.(2014) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | article | |
2012 | Loss Aversion and the Asymmetric Transmission of Monetary Policy.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | 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 | 10 |
2018 | Structural Scenario Analysis with SVARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
2021 | Structural scenario analysis with SVARs.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
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 nother version. Agregated cites: 1 | article | |
2021 | Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2014 | Speculation in the Oil Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 217 |
2012 | Speculation in the oil market.(2012) In: Economic Synopses. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | article | |
2011 | Speculation in the oil market.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | paper | |
2015 | Speculation in the Oil Market.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | article | |
2025 | The taming of the skew: asymmetric inflation risk and monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | The Taming of the Skew : Asymmetric Inflation Risk and Monetary Policy.(2024) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Input–output interactions and optimal monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
2018 | Gibrat’s law and quantile regressions: An application to firm growth In: Economics Letters. [Full Text][Citation analysis] | article | 23 |
2019 | Efficient matrix approach for classical inference in state space models In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2023 | Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2022 | Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2024 | Reprint of “Unveiling the dance of commodity prices and the global financial cycle” In: Journal of International Economics. [Full Text][Citation analysis] | article | 2 |
2024 | Unveiling the dance of commodity prices and the global financial cycle In: Journal of International Economics. [Full Text][Citation analysis] | article | 6 |
2024 | Unveiling the Dance of Commodity Prices and the Global Financial Cycle.(2024) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2023 | Unveiling the Dance of Commodity Prices and the Global Financial Cycle.(2023) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 6 | chapter | |
2017 | Structural Scenario Analysis and Stress Testing with Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 nother version. Agregated cites: 0 | paper | |
2012 | When oil prices jump, is speculation to blame? In: The Regional Economist. [Full Text][Citation analysis] | article | 1 |
2024 | The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 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 nother 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 |
2022 | Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Adaptive Models and Heavy Tails In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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 In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 3 |
2010 | Reference-dependent Preferences and the Transmission of Monetary Policy In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 3 |
2022 | Commodity prices and inflation risk In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
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