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Details about Ivan Petrella

E-mail:
Homepage:https://sites.google.com/a/ivanpetrella.com/www/
Workplace:ESRC Macroeconomic Modelling Bureau, Department of Economics, University of Warwick, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Ivan Petrella.

Last updated 2020-10-23. Update your information in the RePEc Author Service.

Short-id: ppe325


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Working Papers

2020

  1. Modeling and Forecasting Macroeconomic Downside Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2020) Downloads
  2. Not all Terms of Trade Shocks are Alike
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2019) Downloads
  3. Price dividend ratio and long-run stock returns: a score driven state space model
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads
    EMF Research Papers, Economic Modelling and Forecasting Group (2019) Downloads
    Working Paper Series, European Central Bank (2020) Downloads
  4. Structural Scenario Analysis with SVARs
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (12)

2019

  1. Bank Assets, Liquidity and Credit Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2019) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2019)
  2. Commodity Prices and Inflation Risk
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (1)
  3. Efficient Matrix Approach for Classical Inference in State Space Models
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (1)
    See also Journal Article in Economics Letters (2019)
  4. Leverage and Deepening Business Cycle Skewness
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (7)
    Working Papers, Banco de España (2017) Downloads View citations (3)

    See also Journal Article in American Economic Journal: Macroeconomics (2020)
  5. Time-varying Price Flexibility and Inflation Dynamics
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (3)

2018

  1. Chained financial frictions and credit cycles
    BCL working papers, Central Bank of Luxembourg Downloads
  2. Inflation Dynamics and Price Flexibility in the UK
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. Risk Premia and Seasonality in Commodity Futures
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (1)
    Also in Bank of England working papers, Bank of England (2016) Downloads View citations (2)
    Department of Economics Working Papers, Universidad Torcuato Di Tella (2016) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (2)

    See also Journal Article in Journal of Applied Econometrics (2018)

2017

  1. Gibrat's Law and Quantile Regressions: an Application to Firm Growth
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (5)
    See also Journal Article in Economics Letters (2018)
  2. Monetary Policy with Sectoral Trade-offs
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (3)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2017) Downloads View citations (7)

    See also Journal Article in Scandinavian Journal of Economics (2019)
  3. Structural Scenario Analysis and Stress Testing with Vector Autoregressions
    Working Papers, FEDEA Downloads
  4. Tracking the slowdown in long-run GDP growth
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (29)
    Also in Bank of England working papers, Bank of England (2016) Downloads View citations (4)
    Discussion Papers, Centre for Macroeconomics (CFM) (2016) Downloads View citations (23)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (21)

    See also Journal Article in The Review of Economics and Statistics (2017)

2016

  1. Adaptive Models and Heavy Tails with an Application to Inflation Forecasting
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (1)
    Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2016) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (1)

    See also Journal Article in International Journal of Forecasting (2017)
  2. Adaptive models and heavy tails
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    Also in Bank of England working papers, Bank of England (2016) Downloads View citations (7)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2014) Downloads View citations (1)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2014) Downloads View citations (4)
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2014) Downloads View citations (13)
  3. Adaptive state space models with applications to the business cycle and financial stress
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)

2015

  1. Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (9)
    See also Chapter (2016)

2014

  1. Following the Trend: Tracking GDP when Long-Run Growth is Uncertain
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
  2. Loss Aversion and the Asymmetric Transmission of Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (36)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2012) Downloads View citations (15)

    See also Journal Article in Journal of Monetary Economics (2014)
  3. Size, Age and the Growth of Firms: New Evidence from Quantile Regressions
    Economy and Society, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (1)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2014) Downloads View citations (4)
  4. Speculation in the Oil Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (42)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2011) Downloads View citations (35)

    See also Journal Article in Journal of Applied Econometrics (2015)

2013

  1. Asymmetry Reversals and the Business Cycle
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (4)
    Also in Economy and Society, Fondazione Eni Enrico Mattei (FEEM) (2013) Downloads View citations (3)
  2. Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads

    See also Journal Article in Economics Letters (2014)

2012

  1. Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (1)
  2. Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (13)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2011) Downloads View citations (1)
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2011) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2012)
  3. Monetary Policy with Sectoral Linkages and Durable Goods
    Discussion Papers, University of Copenhagen. Department of Economics Downloads

2011

  1. Aggregate fluctuations and the cross-sectional dynamics of firm growth
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven Downloads View citations (3)
    See also Journal Article in Journal of the Royal Statistical Society Series A (2013)

2010

  1. Factor Demand Linkages, Technology Shocks and the Business Cycle
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (1)
    Also in Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2010) Downloads
    MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (9)

    See also Journal Article in The Review of Economics and Statistics (2012)
  2. Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (2009) Downloads
  3. Reference-Dependent Preferences and the Transmission of Monetary Policy
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (4)
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2010) Downloads View citations (3)

2008

  1. Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (7)
    Also in CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2008) Downloads

Journal Articles

2020

  1. Leverage and Deepening Business-Cycle Skewness
    American Economic Journal: Macroeconomics, 2020, 12, (1), 245-81 Downloads View citations (8)
    See also Working Paper (2019)

2019

  1. Bank assets, liquidity and credit cycles
    Journal of Economic Dynamics and Control, 2019, 105, (C), 265-282 Downloads
    See also Working Paper (2019)
  2. Efficient matrix approach for classical inference in state space models
    Economics Letters, 2019, 181, (C), 22-27 Downloads View citations (1)
    See also Working Paper (2019)
  3. Monetary Policy with Sectoral Trade‐Offs
    Scandinavian Journal of Economics, 2019, 121, (1), 55-88 Downloads View citations (2)
    See also Working Paper (2017)

2018

  1. Gibrat’s law and quantile regressions: An application to firm growth
    Economics Letters, 2018, 164, (C), 5-9 Downloads View citations (8)
    See also Working Paper (2017)
  2. Risk premia and seasonality in commodity futures
    Journal of Applied Econometrics, 2018, 33, (6), 853-873 Downloads View citations (3)
    See also Working Paper (2018)

2017

  1. Adaptive models and heavy tails with an application to inflation forecasting
    International Journal of Forecasting, 2017, 33, (2), 482-501 Downloads View citations (10)
    See also Working Paper (2016)
  2. Tracking the Slowdown in Long-Run GDP Growth
    The Review of Economics and Statistics, 2017, 99, (2), 343-356 Downloads View citations (35)
    See also Working Paper (2017)

2015

  1. Speculation in the Oil Market
    Journal of Applied Econometrics, 2015, 30, (4), 621-649 Downloads View citations (67)
    Also in Economic Synopses, 2012 (2012) Downloads View citations (2)

    See also Working Paper (2014)

2014

  1. Discretion vs. timeless perspective under model-consistent stabilization objectives
    Economics Letters, 2014, 122, (1), 84-88 Downloads View citations (2)
    See also Working Paper (2013)
  2. Loss aversion and the asymmetric transmission of monetary policy
    Journal of Monetary Economics, 2014, 68, (C), 19-36 Downloads View citations (35)
    See also Working Paper (2014)

2013

  1. Aggregate fluctuations and the cross-sectional dynamics of firm growth
    Journal of the Royal Statistical Society Series A, 2013, 176, (2), 459-479 Downloads View citations (14)
    See also Working Paper (2011)

2012

  1. Factor Demand Linkages, Technology Shocks, and the Business Cycle
    The Review of Economics and Statistics, 2012, 94, (4), 948-963 Downloads View citations (20)
    See also Working Paper (2010)
  2. Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries
    Journal of Economic Dynamics and Control, 2012, 36, (5), 779-794 Downloads View citations (11)
    See also Working Paper (2012)
  3. When oil prices jump, is speculation to blame?
    The Regional Economist, 2012, (Apr) Downloads View citations (2)

2011

  1. Input–output interactions and optimal monetary policy
    Journal of Economic Dynamics and Control, 2011, 35, (11), 1817-1830 Downloads View citations (17)

Chapters

2016

  1. Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation
    A chapter in Dynamic Factor Models, 2016, vol. 35, pp 539-565 Downloads View citations (7)
    See also Working Paper (2015)
 
Page updated 2020-10-27