Ivan Petrella : Citation Profile


Centre for Economic Policy Research (CEPR) (10% share)
Università degli Studi di Torino (45% share)
Università degli Studi di Torino (45% share)

15

H index

20

i10 index

910

Citations

RESEARCH PRODUCTION:

27

Articles

73

Papers

2

Chapters

RESEARCH ACTIVITY:

   33 years (1992 - 2025). See details.
   Cites by year: 27
   Journals where Ivan Petrella has often published
   Relations with other researchers
   Recent citing documents: 140.    Total self citations: 30 (3.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe325
   Updated: 2025-12-27    RAS profile: 2025-12-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Delle Monache, Davide (6)

Juvenal, Luciana (6)

Di Pace, Federico (4)

Antolin-Diaz, Juan (3)

Venditti, Fabrizio (3)

Rubio-Ramirez, Juan F (3)

Iseringhausen, Martin (2)

Hevia, Constantino (2)

Drechsel, Thomas (2)

Theodoridis, Konstantinos (2)

Sola, Martin (2)

De Polis, Andrea (2)

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

Is cited by:

Venditti, Fabrizio (14)

Marcellino, Massimiliano (13)

Koopman, Siem Jan (13)

Iseringhausen, Martin (12)

Pfajfar, Damjan (10)

Peersman, Gert (10)

Luciani, Matteo (9)

Blasques, Francisco (9)

Pesaran, Mohammad (9)

Cantelmo, Alessandro (9)

Di Pace, Federico (8)

Cites to:

Giannone, Domenico (52)

Reichlin, Lucrezia (50)

Pesaran, Mohammad (43)

Watson, Mark (35)

Koop, Gary (31)

Reinhart, Carmen (24)

Kilian, Lutz (23)

Zha, Tao (22)

Korobilis, Dimitris (22)

Gertler, Mark (21)

Sargent, Thomas (20)

Main data


Where Ivan Petrella has published?


Journals with more than one article published# docs
Journal of Applied Econometrics3
Journal of Economic Dynamics and Control3
Economics Letters3
The Review of Economics and Statistics2
Journal of Business & Economic Statistics2
Journal of International Economics2
Journal of Monetary Economics2
American Economic Journal: Macroeconomics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers14
MPRA Paper / University Library of Munich, Germany5
Discussion Papers / University of Copenhagen. Department of Economics5
Bank of England working papers / Bank of England4
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
IMF Working Papers / International Monetary Fund3
Department of Economics Working Papers / Universidad Torcuato Di Tella2
Working Papers / Fondazione Eni Enrico Mattei2
Economy and Society / Fondazione Eni Enrico Mattei (FEEM)2
Working Paper Series / European Central Bank2

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.

Full description at Econpapers || Download paper

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 ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

Full description at Econpapers || Download paper

2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

Full description at Econpapers || Download paper

2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2024Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579.

Full description at Econpapers || Download paper

2024A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao. In: Papers. RePEc:arx:papers:2409.13531.

Full description at Econpapers || Download paper

2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

Full description at Econpapers || Download paper

2025Asymptotic 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

2025Self-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

2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

Full description at Econpapers || Download paper

2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

Full description at Econpapers || Download paper

2025Tracking the economy at high frequency. (2025). Jarr, Juan ; Garc, Freddy. In: Papers. RePEc:arx:papers:2507.07450.

Full description at Econpapers || Download paper

2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

Full description at Econpapers || Download paper

2024US monetary policy spillovers to the euro area. (2024). Degasperi, Riccardo ; Venditti, Fabrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_891_24.

Full description at Econpapers || Download paper

2024Market 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

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

Full description at Econpapers || Download paper

2024Endogenous Production Networks and Non-Linear Monetary Transmission. (2024). Ghassibe, Mishel. In: Working Papers. RePEc:bge:wpaper:1449.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations. (2024). Cross, Jamie ; Bjørnland, Hilde ; Olsen, Helene ; Aastveit, Knut Are ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0132.

Full description at Econpapers || Download paper

2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

Full description at Econpapers || Download paper

2024Time-varying Investment Dynamics in the USA. (2024). Mendieta-Muñoz, Ivan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:18:n:1035.

Full description at Econpapers || Download paper

2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

Full description at Econpapers || Download paper

2025ETF (Mis)pricing. (2025). Kraus, W ; Kirilenko, A ; Xiao, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2537.

Full description at Econpapers || Download paper

2025ETF (Mis)pricing. (2025). Kirilenko, A ; Kraus, W ; Xiao, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2515.

Full description at Econpapers || Download paper

2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters. (2024). Peersman, Gert ; Castelnuovo, Efrem ; Mori, Lorenzo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11140.

Full description at Econpapers || Download paper

2024Expectations and Speculation in the Natural Gas Markets. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11341.

Full description at Econpapers || Download paper

2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

Full description at Econpapers || Download paper

2024The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty. (2024). Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2072.

Full description at Econpapers || Download paper

2025Report on monetary policy tools, strategy and communication. (2025). Suda, Jacek ; Skotida, Ifigeneia ; Notarpietro, Alessandro ; Meyler, Aidan ; Mazelis, Falk ; Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lieberknecht, Philipp ; Krustev, Georgi ; Kamps, Christophe ; Heikkinen, Joni ; Grimaud, Alex ; Gnocato, Nicolò ; Ferrero, Giuseppe ; Ehrmann, Michael ; Coenen, Günter ; Burlon, Lorenzo ; Buss, Ginters ; Bussiere, Matthieu ; Benatti, Nicola ; Bernardini, Marco ; Basten, Christoph ; Argiri, Eleni ; Altavilla, Carlo ; Offermans, Christian ; Hagenhoff, Tim ; Italianer, Jip ; Bussire, Matthieu ; Wacks, Johannes ; Rannenberg, Ansgar ; Kilponen, Juha ; Jose, Gallegos Dago ; Bonfim, Diana ; Strauss, Tal ; Tischer, Johannes ; Lnnemann, Patrick ; Ferrando, Annalisa ; Aguilar, Pablo ; Grasso, Adriana ; Hempell, Hannah S ; Paloviita, Maritta ; Greco, Antonio ; de Souza, Toms Carrera ; Gomes, Sandra ; Westermann, Thomas ; Reichenbachas, Tomas ; Kienzler, Daniel ; Jrgensen, Kasper ; Bobeica, Elena ; de Jonghe, Olivier Georg ; Tosato, Andrea Giorgio ; Hernndez, Catalina Martnez ; Vitorino, Rita Fernandes ; Vladu, Andreea Liliana ; Goy, Gavin ; Hammermann, Felix ; Fonseca, Lus ; Papadopoulou, Niki ; Gori, Sofia ; Brand, Claus ; da Costa, Jos Cardoso ; Holm-Hadulla, Fdric ; Wintr, Ladislav ; Rttger, Joost ; Kerssenfischer, Mark ; Jalasjoki, Pirkka ; Baumann, Ursel ; Ungarelli, Flavia ; Covarrubias, Matias ; van der Ghote, Alejandro ; Marx, Magali ; Elfsbacka-Schmller, Michaela ; Saporito, Elisa ; Ilieva, Boryana ; Haavio, Markus ; Irastorza, Katti ; Papoutsi, Melina ; Goodhead, Robert ; Bitter, Lea ; Carboni, Giacomo ; Zimic, Sreko ; Scheer, Alexander ; Kedan, Danielle ; Bates, Colm ; de Almeida, Ins Fernandes ; Vrhelyi, Georges ; Martnez-Martin, Jaime ; Dupraz, Stphane ; Guilhem, Arthur Saint ; Kostka, Thomas ; Gross, Johannes ; Chahad, Mohammed ; Patriek, Matic ; Gonzles, Beatriz ; Auer, Simone ; Cantelmo, Alessandro ; Zutis, Klavs ; Scheithauer, Jan ; Kase, Hanno ; Bartocci, Anna ; Grazzini, Caterina Forti ; Thaler, Dominik ; Luikmel, Peeter ; Velasco, Sofia ; Momtsia, Angeliki ; Diaz, Rubn Dominguez ; Rigato, Rodolfo Dinis ; Lisack, Nomie ; Ciccarelli, Matteo ; Cinquin, Julian-Baptiste ; Penalver, Adrian ; Hoerova, Marie ; Akkaya, Yildiz ; Budnik, Katarzyna ; Zlobins, Andrejs ; Schrder, Maximilian ; Karadi, Peter ; Barkhausen, David ; Glckler, Gabriel ; Stevens, Arnoud ; Lemke, Wolfgang ; Ventula-Veghazy, Alexia ; Deskar-Krbi, Milan ; McGregor, Thomas ; Bottero, Margherita ; Lhuissier, Stphane ; Penciu, Alexandru ; Helmus, Casper ; Adalid, Ramn ; Broeders, Dirk ; Gallegos, Jos-Elas ; Dupin, Elise ; Schumacher, Julian ; Kaminskas, Rokas ; Bakowska, Katarzyna ; Speck, Christian ; Lechtaler, Wolfgang ; Nakov, Anton ; de Santis, Roberto A ; Nguyen, Benot ; Bletzinger, Tilman ; Istrefi, Klodiana ; Vetlov, Igor ; Pintari, Martin ; Kortelainen, Mika ; Barrau, Galo Nuo ; Boucinha, Miguel ; Casalis, Andr ; Hennigan, Cian ; Schupp, Fabian ; Consolo, Agostino ; Gilbert, Niels ; Avgousti, Aris ; Carrier, Alexandre ; Schwaab, Bernd ; Nikolov, Kalin ; Gti, Laura ; Gerke, Rafael ; Volk, Matjaz ; Pool, Sebastiaan ; Kornprobst, Antoine ; Motto, Roberto ; Bonomolo, Paolo ; Imbierowicz, Bjrn ; Ebener, Luca ; Linzert, Tobias ; Kapadia, Sujit ; Pareja, Ana Arencibia ; di Casola, Paola ; Scalone, Valerio ; Kwapil, Claudia ; Obstbaum, Meri ; Gareis, Johannes ; Ristiniemi, Annukka ; Tristani, Oreste ; von Landesberger, Julian ; Priftis, Romanos ; Kockerols, Thore ; Vlassopoulos, Thomas ; Bninghausen, Benjamin ; Sammarini, Anita ; Strukat, Martin ; Lund-Thomsen, Frederik ; Christoffel, Kai ; Angelini, Elena ; Dobrew, Michael ; Lang, Jan Hannes ; Kunzmann, Vanessa ; Odendahl, Florens ; Georgarakos, Dimitris ; Ruhkamp, Stefan ; Niessner, Birgit ; von Thadden, Leopold ; Quint, Dominic ; Klaver, Inge ; Boeckx, Jef ; Pilla, Edoardo ; Szablewksa, Marta ; Malacrino, Davide ; Allayioti, Anastasia ; Ferrari, Alessandro ; Kocharkov, Georgi. In: Occasional Paper Series. RePEc:ecb:ecbops:2025372.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Geopolitical risk shocks: when the size matters. (2024). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20242972.

Full description at Econpapers || Download paper

2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

Full description at Econpapers || Download paper

2025Decomposing US economic fluctuations: a trend-cycle approach. (2025). Fosso, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20253138.

Full description at Econpapers || Download paper

2025Reputation for Confidence. (2025). Gáti, Laura ; Handlan, Amy ; Gti, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20253141.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

Full description at Econpapers || Download paper

2025Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. (2025). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan ; Pettenuzzo, Davide. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000272.

Full description at Econpapers || Download paper

2025What drives German trend output growth? A sectoral view. (2025). Lehmann, Robert ; Zarges, Lara. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s0165188925000454.

Full description at Econpapers || Download paper

2025Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.

Full description at Econpapers || Download paper

2025Resilience of energy market under geopolitical risks: What’s the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724.

Full description at Econpapers || Download paper

2024Nonlinear 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Household inflation heterogeneity and the relative price elasticity channel of monetary policy. (2025). Neyer, Ulrike ; Stempel, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003377.

Full description at Econpapers || Download paper

2025A multi-factor GDP nowcast model for India. (2025). Ranjan, Abhishek ; Kaustubh, Kaustubh. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000483.

Full description at Econpapers || Download paper

2024Dividend Taxation and Financial Business Cycles. (2024). Zilberman, Roy ; Ghilardi, Matteo. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001927.

Full description at Econpapers || Download paper

2024State-dependent local projections. (2024). Kilian, Lutz ; Herrera, Ana María ; Gonalves, Slvia ; Pesavento, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000484.

Full description at Econpapers || Download paper

2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Labour 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

2025Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003049.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Natural gas prices, inflation expectations, and the pass-through to euro area inflation. (2025). Zoerner, Thomas ; Boeck, Maximilian ; Zrner, Thomas O. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007709.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Monetary policy and oil volatility smirk. (2025). Zhen, Fang ; Zhao, Junzhu ; Tian, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521925003874.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Effect of terms of trade on the Latin American Labor market. (2024). Carrillo-Maldonado, Paul ; Cruz, Zoe ; Jacho, Domenica. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000751.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

Full description at Econpapers || Download paper

2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

Full description at Econpapers || Download paper

2025Fan charts 2.0: Flexible forecast distributions with expert judgement. (2025). Sokol, Andrej. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1148-1164.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

Full description at Econpapers || Download paper

2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

Full description at Econpapers || Download paper

2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

Full description at Econpapers || Download paper

2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Natural gas and the macroeconomy: Not all energy shocks are alike. (2025). Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000200.

Full description at Econpapers || Download paper

2025Decomposing the monetary policy multiplier. (2025). Venditti, Fabrizio ; Alessandri, Piergiorgio ; Jord, Scar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000546.

Full description at Econpapers || Download paper

2025Financial risk management innovation in global commodity futures markets: A macroeconomic attention perspective. (2025). Wang, Tianyang ; Guo, Qiang ; Ma, Feng ; Lu, Xinjie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001374.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Excess capacity and hysteresis in EU Countries. A structural approach. (2024). Bassi, Federico. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:116-134.

Full description at Econpapers || Download paper

2025Recycling through technology diffusion for circular economy in Europe: A decomposed assessment. (2025). Sohag, Kazi ; Islam, Md. Monirul ; Alam, Md Mahmudul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s0040162525000836.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Working Paper Series. RePEc:fip:fedfwp:101776.

Full description at Econpapers || Download paper

2024Monetary Tightening, Inflation Drivers and Financial Stress. (2023). Shapiro, Adam ; Manea, Cristina ; Boissay, Frédéric ; Collard, Fabrice. In: Working Paper Series. RePEc:fip:fedfwp:97503.

Full description at Econpapers || Download paper

2024Common and Idiosyncratic Inflation. (2020). Luciani, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-24.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-73.

Full description at Econpapers || Download paper

2024Crude Oil Price Movements and Institutional Traders. (2024). Harris, Jeffrey ; Brunetti, Celso ; Buyukahin, Bahattin. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:6-97:d:1349099.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Works by Ivan Petrella:


YearTitleTypeCited
2020Leverage and Deepening Business-Cycle Skewness In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article38
2017Leverage and deepening business cycle skewness.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2017Leverage and Deepening Business Cycle Skewness.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2017Leverage and Deepening. Business Cycle Skewness.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2025Terms-of-Trade Shocks Are Not All Alike In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article15
2021Terms-of-trade shocks are not all alike.(2021) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2020Terms-of-Trade Shocks are Not all Alike.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2020Terms-of-Trade Shocks are Not all Alike.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2013Asymmetry Reversals and the Business Cycle In: Economy and Society.
[Full Text][Citation analysis]
paper2
2013Asymmetry Reversals and the Business Cycle.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
1992Size, Age and the Growth of Firms: New Evidence from Quantile Regressions In: Economy and Society.
[Full Text][Citation analysis]
paper4
2014Size, Age and the Growth of Firms: New Evidence from Quantile Regressions.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2022Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals In: Working Papers.
[Full Text][Citation analysis]
paper0
2022Bond 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
2016Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers.
[Full Text][Citation analysis]
paper22
2017Adaptive 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: 22
article
2016Adaptive 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: 22
paper
2012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper16
2012Inflation 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
2011Inflation 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
2013Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper0
2013Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014Discretion 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
2014Adaptive Models and Heavy Tails In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper11
2016Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2016Adaptive models and heavy tails.(2016) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper12
2016Common 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
2018Chained financial frictions and credit cycles In: BCL working papers.
[Full Text][Citation analysis]
paper0
2020Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper7
2019Price 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: 7
paper
2020Price 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: 7
paper
2021Price 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: 7
article
2021Modeling and forecasting macroeconomic downside risk In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper45
2020Modeling and Forecasting Macroeconomic Downside Risk.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2024Modeling and Forecasting Macroeconomic Downside Risk.(2024) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
article
2013Aggregate fluctuations and the cross-sectional dynamics of firm growth In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article16
2019Monetary Policy with Sectoral Trade‐Offs In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]
article19
2017Monetary Policy with Sectoral Trade-offs.(2017) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2016Tracking the slowdown in long-run GDP growth In: Bank of England working papers.
[Full Text][Citation analysis]
paper118
2016Tracking the Slowdown in Long-Run GDP Growth.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118
paper
2017Tracking 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: 118
paper
2016Tracking 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: 118
paper
2017Tracking 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: 118
article
2016Risk premia and seasonality in commodity futures In: Bank of England working papers.
[Full Text][Citation analysis]
paper11
2016Risk Premia and Seasonality in Commodity Futures.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2016Risk Premia and Seasonality in Commodity Futures.(2016) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2018Risk premia and seasonality in commodity futures.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2008Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper7
2008 Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations.(2008) In: CDMA Conference Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2010Factor Demand Linkages, Technology Shocks and the Business Cycle In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper45
2009Factor Demand Linkages, Technology Shocks and the Business Cycle.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2012Factor Demand Linkages, Technology Shocks, and the Business Cycle.(2012) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
article
2025Consumer Durables and Monetary Policy According to HANK In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper0
2021Aggregate Skewness and the Business Cycle In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper4
2022Aggregate skewness and the business cycle.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2014Loss Aversion and the Asymmetric Transmission of Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper88
2014Loss 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: 88
article
2012Loss Aversion and the Asymmetric Transmission of Monetary Policy.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88
paper
2014Following the Trend: Tracking GDP when Long-Run Growth is Uncertain In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper10
2018Structural Scenario Analysis with SVARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper64
2021Structural scenario analysis with SVARs.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64
article
2018Inflation Dynamics and Price Flexibility in the UK In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2019Bank Assets, Liquidity and Credit Cycles In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2019Bank assets, liquidity and credit cycles.(2019) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2021Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper30
2014Speculation in the Oil Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper225
2012Speculation in the oil market.(2012) In: Economic Synopses.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 225
article
2011Speculation in the oil market.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 225
paper
2015Speculation in the Oil Market.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 225
article
2025The taming of the skew: asymmetric inflation risk and monetary policy In: Working Paper Series.
[Full Text][Citation analysis]
paper2
2024The 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: 2
paper
2011Input–output interactions and optimal monetary policy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article17
2018Gibrat’s law and quantile regressions: An application to firm growth In: Economics Letters.
[Full Text][Citation analysis]
article24
2019Efficient matrix approach for classical inference in state space models In: Economics Letters.
[Full Text][Citation analysis]
article6
2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2025Inflation and price flexibility In: European Economic Review.
[Full Text][Citation analysis]
article0
2025Inflation and Price Flexibility.(2025) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts In: Energy Economics.
[Full Text][Citation analysis]
article1
2022Asymmetry 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
2024Reprint of “Unveiling the dance of commodity prices and the global financial cycle” In: Journal of International Economics.
[Full Text][Citation analysis]
article4
2024Unveiling the dance of commodity prices and the global financial cycle In: Journal of International Economics.
[Full Text][Citation analysis]
article6
2024Unveiling 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
2023Unveiling 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
2017Structural Scenario Analysis and Stress Testing with Vector Autoregressions In: Working Papers.
[Full Text][Citation analysis]
paper1
2021Dividend Momentum and Stock Return Predictability: A Bayesian Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2021Dividend 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
2012When oil prices jump, is speculation to blame? In: The Regional Economist.
[Full Text][Citation analysis]
article1
2024The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? In: IMF Working Papers.
[Full Text][Citation analysis]
paper1
2009Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages In: EPRU Working Paper Series.
[Full Text][Citation analysis]
paper1
2010Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012Monetary Policy with Sectoral Linkages and Durable Goods In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2012Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions In: Discussion Papers.
[Full Text][Citation analysis]
paper1
2022Asymmetry 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]
paper0
2022Asymmetry 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
2014Adaptive Models and Heavy Tails In: Working Papers.
[Full Text][Citation analysis]
paper5
2010Reference-dependent Preferences and the Transmission of Monetary Policy In: Discussion Paper.
[Full Text][Citation analysis]
paper4
2010Reference-Dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2010Reference-dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2022Commodity prices and inflation risk In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team