13
H index
20
i10 index
821
Citations
Centre for Economic Policy Research (CEPR) (9% share) | 13 H index 20 i10 index 821 Citations RESEARCH PRODUCTION: 24 Articles 82 Papers 2 Chapters RESEARCH ACTIVITY: 16 years (2008 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppe325 |
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 Business & Economic Statistics | 2 |
Journal of International Economics | 2 |
Journal of Monetary Economics | 2 |
The Review of Economics and Statistics | 2 |
Year | Title of citing document | |
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2023 | HOW DO MONTHLY REMITTANCES RESPOND TO NATURAL DISASTERS IN MIGRANTS HOME COUNTRIES?. (2023). Zazzaro, Alberto ; Bettin, Giulia ; Jallow, Amadou. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:179. 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 | |
2023 | Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561. 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 | |
2023 | Demand-pull and technology-push: What drives the direction of technological change? -- An empirical network-based approach. (2021). Hotte, Kerstin. In: Papers. RePEc:arx:papers:2104.04813. Full description at Econpapers || Download paper | |
2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper | |
2023 | Persistent Debt and Business Cycles in an Economy with Production Heterogeneity. (2023). Khan, Aubhik ; Lee, So Young. In: Staff Working Papers. RePEc:bca:bocawp:23-17. Full description at Econpapers || Download paper | |
2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. 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 | |
2023 | Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404. Full description at Econpapers || Download paper | |
2024 | Mortgage lending, monetary policy, and prudential measures in small euro?area economies: Evidence from Ireland and the Netherlands. (2021). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:117-143. Full description at Econpapers || Download paper | |
2023 | The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3. Full description at Econpapers || Download paper | |
2023 | Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125. Full description at Econpapers || Download paper | |
2023 | Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629. Full description at Econpapers || Download paper | |
2023 | Population Aging, Retirement, and Aggregate Productivity. (2023). Potrafke, Niklas ; Grundler, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10594. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper | |
2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833. Full description at Econpapers || Download paper | |
2023 | Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840. 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 | |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper | |
2023 | Commodity price shocks, labour market dynamics and monetary policy in small open economies. (2023). Paez-Farrell, Juan ; Naraidoo, Ruthira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300060x. Full description at Econpapers || Download paper | |
2023 | Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264. Full description at Econpapers || Download paper | |
2023 | Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x. Full description at Econpapers || Download paper | |
2023 | Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689. 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 | |
2023 | Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413. Full description at Econpapers || Download paper | |
2023 | Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34. Full description at Econpapers || Download paper | |
2023 | Stricter energy regulations and water consumption: Firm-level evidence from China. (2023). Yang, Lili ; Lu, Minwei ; Shao, Shuai ; Shi, Qingquan. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000889. Full description at Econpapers || Download paper | |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
2023 | A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers || Download paper | |
2023 | Climate change and fossil fuel prices: A GARCH-MIDAS analysis. (2023). Salisu, Afees ; Nmadu, Yaaba B ; Tumala, Mohammed M. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906. Full description at Econpapers || Download paper | |
2023 | Energy security and economic stability: The role of inflation and war. (2023). Chen, Xihui Haviour ; Alam, Ashraful ; Banna, Hasanul. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004474. Full description at Econpapers || Download paper | |
2023 | Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?. (2023). Cheffou, Abdoulkarim Idi ; Jawadi, Fredj ; Bu, Ruijun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300556x. Full description at Econpapers || Download paper | |
2023 | How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets. (2023). Uddin, Gazi ; Nobanee, Haitham ; Siddique, Md Abubakar ; Park, Donghyun ; Hossain, Md Naiem ; Hasan, Md Bokhtiar. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300693x. 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 | |
2023 | Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594. 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 | |
2023 | Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769. Full description at Econpapers || Download paper | |
2023 | Commodity price shocks, supply chain disruptions and U.S. inflation. (2023). de Gracia, Fernando Perez ; Cunado, Juncal ; Diaz, Elena Maria. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232300867x. Full description at Econpapers || Download paper | |
2023 | A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast. (2023). Qian, Zhiyong ; Wang, Tong ; Hu, Shulan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008978. Full description at Econpapers || Download paper | |
2023 | Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313. Full description at Econpapers || Download paper | |
2023 | Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390. Full description at Econpapers || Download paper | |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper | |
2023 | Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735. Full description at Econpapers || Download paper | |
2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper | |
2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers || Download paper | |
2023 | Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476. 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 | |
2023 | Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642. Full description at Econpapers || Download paper | |
2023 | Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761. Full description at Econpapers || Download paper | |
2023 | Time-varying exchange rate pass-through into terms of trade. (2023). Dainauskas, Justas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001067. Full description at Econpapers || Download paper | |
2023 | The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Zhang, Hongwei ; Shi, Fengyuan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x. Full description at Econpapers || Download paper | |
2023 | Commodity price shocks: Order within chaos?. (2023). Kabundi, Alain ; Baffes, John. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003513. 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 | |
2023 | Wealth Inequality and Endogenous Growth. (2023). Lee, Byoungchan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:132-148. Full description at Econpapers || Download paper | |
2023 | Business cycle asymmetry and input-output structure: The role of firm-to-firm networks. (2023). Young, Eric ; Silva, Alvaro ; Miranda-Pinto, Jorge. In: Journal of Monetary Economics. RePEc:eee:moneco:v:137:y:2023:i:c:p:1-20. 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 | |
2023 | Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859. Full description at Econpapers || Download paper | |
2023 | Effects of oil shocks and central bank credibility on price diffusion. (2023). de Mendonça, Helder ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:304-317. 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 | |
2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160. Full description at Econpapers || Download paper | |
2023 | Decomposing the Monetary Policy Multiplier. (2023). Venditti, Fabrizio ; Jorda, Oscar ; Alessandrini, Pietro. In: Working Paper Series. RePEc:fip:fedfwp:96263. Full description at Econpapers || Download paper | |
2023 | What Can Time-Series Regressions Tell Us About Policy Counterfactuals?. (2023). Wolf, Christian K ; McKay, Alisdair. In: Staff Report. RePEc:fip:fedmsr:95599. 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 | |
2023 | The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States. (2023). Gupta, Rangan ; Sheng, Xin ; Ji, Qiang. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:186-:d:1267655. Full description at Econpapers || Download paper | |
2023 | How export shocks corrupt: Theory and evidence. (2023). Sekeris, Petros G ; Cariolle, Joel. In: Post-Print. RePEc:hal:journl:hal-04217750. 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 | |
2023 | Was Robert Gibrat Right? A Test Based on the Graphical Model Methodology. (2023). Vivarelli, Marco ; Riso, Luigi ; Guerzoni, Marco. In: IZA Discussion Papers. RePEc:iza:izadps:dp15995. Full description at Econpapers || Download paper | |
2023 | Catastrophic Damages and the Optimal Carbon Tax Under Loss Aversion. (2023). Safarzynska, Karolina ; Czyz, Dominika. In: Environmental & Resource Economics. RePEc:kap:enreec:v:85:y:2023:i:2:d:10.1007_s10640-023-00768-4. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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 | 34 |
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2017 | Leverage and Deepening Business Cycle Skewness.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2017 | Leverage and Deepening. Business Cycle Skewness.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2019 | Leverage and Deepening Business Cycle Skewness.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | 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 |
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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 | |
2016 | Adaptive Models and Heavy Tails with an Application to Inflation Forecasting.(2016) In: EMF Research Papers. [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 | 15 |
2012 | Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries.(2012) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2011 | Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2013 | Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
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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 | 2 |
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: 2 | 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: 2 | 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: 2 | article | |
2019 | Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Modeling and forecasting macroeconomic downside risk In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 39 |
2020 | Modeling and Forecasting Macroeconomic Downside Risk.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | 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: 39 | article | |
2020 | Modelling and Forecasting Macroeconomic Downside Risk.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2013 | Aggregate fluctuations and the cross-sectional dynamics of firm growth In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 15 |
2016 | Tracking the slowdown in long-run GDP growth In: Bank of England working papers. [Full Text][Citation analysis] | paper | 106 |
2016 | Tracking the Slowdown in Long-Run GDP Growth.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | 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: 106 | 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: 106 | 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: 106 | 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 | |
2018 | Risk Premia and Seasonality in Commodity Futures.(2018) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2021 | Terms-of-trade shocks are not all alike In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
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: 12 | 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: 12 | 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 | 1 |
2022 | Aggregate skewness and the business cycle.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 | 53 |
2021 | Structural scenario analysis with SVARs.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2020 | Structural Scenario Analysis with SVARs.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2018 | Inflation Dynamics and Price Flexibility in the UK In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | Time-varying Price Flexibility and Inflation Dynamics.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
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 | |
2019 | Bank Assets, Liquidity and Credit Cycles.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2014 | Speculation in the Oil Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 209 |
2012 | Speculation in the oil market.(2012) In: Economic Synopses. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 209 | article | |
2011 | Speculation in the oil market.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 209 | paper | |
2015 | Speculation in the Oil Market.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 209 | article | |
2011 | Input–output interactions and optimal monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
2018 | Gibrat’s law and quantile regressions: An application to firm growth In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
2017 | Gibrats Law and Quantile Regressions: an Application to Firm Growth.(2017) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2019 | Efficient matrix approach for classical inference in state space models In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2019 | Efficient Matrix Approach for Classical Inference in State Space Models.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2023 | Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
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: 0 | 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 | 0 |
2024 | Unveiling the dance of commodity prices and the global financial cycle In: Journal of International Economics. [Full Text][Citation analysis] | article | 4 |
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: 4 | 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: 4 | 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 | 0 |
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 |
2017 | Monetary Policy with Sectoral Trade-offs In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 8 |
2017 | Monetary Policy with Sectoral Trade-offs.(2017) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
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.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2010 | Reference-dependent Preferences and the Transmission of Monetary Policy.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Commodity prices and inflation risk In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
2019 | Commodity Prices and Inflation Risk.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2019 | Not all Terms of Trade Shocks are Alike In: EMF Research Papers. [Full Text][Citation analysis] | paper | 1 |
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