Ivan Petrella
Personal Details
First Name: | Ivan |
Middle Name: | |
Last Name: | Petrella |
Suffix: | |
RePEc Short-ID: | ppe325 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/ivanpetrella/ | |
Terminal Degree: | 2010 Faculty of Economics; University of Cambridge (from RePEc Genealogy) |
Affiliation
(9%) Centre for Economic Policy Research (CEPR)
London, United Kingdomhttp://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)
(45%) Collegio Carlo Alberto
Università degli Studi di Torino
Torino, Italyhttps://www.carloalberto.org/
RePEc:edi:fccaait (more details at EDIRC)
(1%) Economic Modelling and Forecasting Group
Warwick Business School
University of Warwick
Coventry, United Kingdomhttp://www2.warwick.ac.uk/fac/soc/wbs/subjects/emf/
RePEc:edi:emwaruk (more details at EDIRC)
(45%) Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche
Università degli Studi di Torino
Torino, Italyhttp://www.esomas.unito.it/
RePEc:edi:dstorit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Bianchi, Daniele & De Polis, Andrea & Petrella, Ivan, 2024. "Taming Momentum Crashes," CEPR Discussion Papers 19030, C.E.P.R. Discussion Papers.
- De Polis, Andrea & Melosi, Leonardo & Petrella, Ivan, 2024. "The Taming of the Skew : Asymmetric Inflation Risk and Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1530, University of Warwick, Department of Economics.
- Mr. Christian Bogmans & Mr. Andrea Pescatori & Ivan Petrella & Ervin Prifti & Martin Stuermer, 2024. "The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks?," IMF Working Papers 2024/077, International Monetary Fund.
- Juvenal, Luciana & Petrella, Ivan, 2023.
"Unveiling the Dance of Commodity Prices and the Global Financial Cycle,"
CEPR Discussion Papers
18437, C.E.P.R. Discussion Papers.
- Luciana Juvenal & Ivan Petrella, 2023. "Unveiling the Dance of Commodity Prices and the Global Financial Cycle," NBER Chapters, in: NBER International Seminar on Macroeconomics 2023, National Bureau of Economic Research, Inc.
- Juvenal, Luciana & Petrella, Ivan, 2024. "Unveiling the dance of commodity prices and the global financial cycle," Journal of International Economics, Elsevier, vol. 150(C).
- Luciana Juvenal & Ivan Petrella, 2024. "Unveiling the Dance of Commodity Prices and the Global Financial Cycle," IMF Working Papers 2024/082, International Monetary Fund.
- Gaudio, Francesco Saverio & Petrella, Ivan & Santoro, Emiliano, 2023. "Asset Market Participation, Redistribution, and Asset Pricing," CEPR Discussion Papers 17984, C.E.P.R. Discussion Papers.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2023.
"Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails,"
CEPR Discussion Papers
17800, C.E.P.R. Discussion Papers.
- Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2024. "Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails," Journal of Econometrics, Elsevier, vol. 238(2).
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022.
"Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts,"
MPRA Paper
115559, University Library of Munich, Germany.
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2023. "Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts," Energy Economics, Elsevier, vol. 121(C).
- Constantino Hevia & Ivan Petrella & Martin Sola, 2022.
"Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals,"
Working Papers
200, Red Nacional de Investigadores en Economía (RedNIE).
- Constantino Hevia & Martín Sola & Ivan Petrella, 2022. "Bond risk premia, priced regime shifts, and macroeconomic fundamentals," Department of Economics Working Papers 2022_03, Universidad Torcuato Di Tella.
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022.
"Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
541, National Institute of Economic and Social Research.
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022. "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," MPRA Paper 114325, University Library of Munich, Germany.
- Di Pace, Federico & Juvenal, Luciana & Petrella, Ivan, 2021.
"Terms-of-trade shocks are not all alike,"
Bank of England working papers
901, Bank of England.
- Petrella, Ivan & Di Pace, Federico & Juvenal, Luciana, 2020. "Terms-of-Trade Shocks are Not all Alike," CEPR Discussion Papers 14594, C.E.P.R. Discussion Papers.
- Luciana Juvenal, 2020. "Terms-of-Trade Shocks are Not all Alike," IMF Working Papers 2020/280, International Monetary Fund.
- Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021.
"Aggregate Skewness and the Business Cycle,"
Cardiff Economics Working Papers
E2021/30, Cardiff University, Cardiff Business School, Economics Section.
- Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis, 2022. "Aggregate skewness and the business cycle," Working Papers 53, European Stability Mechanism.
- Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2022. "Aggregate Skewness and the Business Cycle," CEPR Discussion Papers 17162, C.E.P.R. Discussion Papers.
- Petrella, Ivan & Antolin-Diaz, Juan & Drechsel, Thomas, 2021. "Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data," CEPR Discussion Papers 15926, C.E.P.R. Discussion Papers.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021.
"Modeling and forecasting macroeconomic downside risk,"
Temi di discussione (Economic working papers)
1324, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024. "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022. "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers 15109, C.E.P.R. Discussion Papers.
- Rubio-RamÃrez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan, 2021.
"Dividend Momentum and Stock Return Predictability: A Bayesian Approach,"
CEPR Discussion Papers
16613, C.E.P.R. Discussion Papers.
- Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper 2021-25, Federal Reserve Bank of Atlanta.
- Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers 2021-14, FEDEA.
- Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020.
"Price dividend ratio and long-run stock returns: a score driven state space model,"
Temi di discussione (Economic working papers)
1296, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
- Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
- Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
- Petrella, Ivan & Lubello, Federico & Santoro, Emiliano, 2019.
"Bank Assets, Liquidity and Credit Cycles,"
CEPR Discussion Papers
13831, C.E.P.R. Discussion Papers.
- Lubello, Federico & Petrella, Ivan & Santoro, Emiliano, 2019. "Bank assets, liquidity and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 265-282.
- Petrella, Ivan & Santoro, Emiliano & Simonsen, Lasse de la Porte, 2018. "Time-varying Price Flexibility and Inflation Dynamics," CEPR Discussion Papers 13027, C.E.P.R. Discussion Papers.
- Federico Lubello & Ivan Petrella & Emiliano Santoro, 2018. "Chained financial frictions and credit cycles," BCL working papers 116, Central Bank of Luxembourg.
- Petrella, Ivan & Antolin-Diaz, Juan & Rubio-RamÃrez, Juan Francisco, 2018.
"Structural Scenario Analysis with SVARs,"
CEPR Discussion Papers
12579, C.E.P.R. Discussion Papers.
- Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021. "Structural scenario analysis with SVARs," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 798-815.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2017.
"Monetary Policy with Sectoral Trade-offs,"
Centre for Growth and Business Cycle Research Discussion Paper Series
233, Economics, The University of Manchester.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2019. "Monetary Policy with Sectoral Trade‐Offs," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(1), pages 55-88, January.
- Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2017. "Structural Scenario Analysis and Stress Testing with Vector Autoregressions," Working Papers 2017-13, FEDEA.
- Henrik Jensen & Ivan Petrella & Søren Hove Ravn & Emiliano Santoro, 2017.
"Leverage and deepening business cycle skewness,"
Working Papers
1732, Banco de España.
- Henrik Jensen & Ivan Petrella & Søren Hove Ravn & Emiliano Santoro, 2020. "Leverage and Deepening Business-Cycle Skewness," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 245-281, January.
- Petrella, Ivan & Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2017. "Leverage and Deepening Business Cycle Skewness," CEPR Discussion Papers 12239, C.E.P.R. Discussion Papers.
- Mogens Fosgerau & Jinwon Kim & Abhishek Ranjan, 2017. "Vickrey Meets Alonso: Commute Scheduling and Congestion in a Monocentric City," Discussion Papers 17-25, University of Copenhagen. Department of Economics.
- Davide Delle Monache & Ivan Petrella, 2016.
"Adaptive models and heavy tails with an application to inflation forecasting,"
BCAM Working Papers
1603, Birkbeck Centre for Applied Macroeconomics.
- Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
- Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016.
"Tracking the slowdown in long-run GDP growth,"
Bank of England working papers
587, Bank of England.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2017. "Tracking the Slowdown in Long-Run GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 343-356, May.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2017. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 81869, London School of Economics and Political Science, LSE Library.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 86243, London School of Economics and Political Science, LSE Library.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2014. "Tracking the Slowdown in Long-Run GDP Growth," Discussion Papers 1604, Centre for Macroeconomics (CFM), revised Jan 2016.
- Hevia, Constantino & Petrella, Ivan & Sola, Martin, 2016.
"Risk premia and seasonality in commodity futures,"
Bank of England working papers
591, Bank of England.
- Constantino Hevia & Ivan Petrella & Martin Sola, 2018. "Risk premia and seasonality in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 853-873, September.
- Petrella, Ivan & Sola, Martin & Hevia, Constantino, 2016. "Risk Premia and Seasonality in Commodity Futures," CEPR Discussion Papers 11169, C.E.P.R. Discussion Papers.
- Constantino Hevia & Ivan Petrella & Martin Sola, 2016. "Risk Premia and Seasonality in Commodity Futures," Department of Economics Working Papers 2016_01, Universidad Torcuato Di Tella.
- Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
- Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015.
"Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation,"
Birkbeck Working Papers in Economics and Finance
1515, Birkbeck, Department of Economics, Mathematics & Statistics.
- Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016. "Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 539-565, Emerald Group Publishing Limited.
- Davide Delle Monache & Ivan Petrella, 2014.
"Adaptive Models and Heavy Tails,"
Birkbeck Working Papers in Economics and Finance
1409, Birkbeck, Department of Economics, Mathematics & Statistics.
- Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2014.
"Size, Age and the Growth of Firms: New Evidence from Quantile Regressions,"
Economy and Society
179223, Fondazione Eni Enrico Mattei (FEEM).
- Roberta Distante & Ivan Petrella & Emiliano Santoro, 2014. "Size, Age and the Growth of Firms: New Evidence from Quantile Regressions," Working Papers 2014.69, Fondazione Eni Enrico Mattei.
- Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014. "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers 10272, C.E.P.R. Discussion Papers.
- Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano & Gaffeo, Edoardo, 2014.
"Loss Aversion and the Asymmetric Transmission of Monetary Policy,"
CEPR Discussion Papers
10105, C.E.P.R. Discussion Papers.
- Santoro, Emiliano & Petrella, Ivan & Pfajfar, Damjan & Gaffeo, Edoardo, 2014. "Loss aversion and the asymmetric transmission of monetary policy," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 19-36.
- Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
- Petrella, Ivan & Juvenal, Luciana, 2014.
"Speculation in the Oil Market,"
CEPR Discussion Papers
9808, C.E.P.R. Discussion Papers.
- Luciana Juvenal & Ivan Petrella, 2012. "Speculation in the oil market," Economic Synopses, Federal Reserve Bank of St. Louis.
- Luciana Juvenal & Ivan Petrella, 2015. "Speculation in the Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 621-649, June.
- Luciana Juvenal & Ivan Petrella, 2011. "Speculation in the oil market," Working Papers 2011-027, Federal Reserve Bank of St. Louis.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2013.
"Asymmetry Reversals and the Business Cycle,"
Economy and Society
151531, Fondazione Eni Enrico Mattei (FEEM).
- Roberta Distante & Ivan Petrella & Emiliano Santoro, 2013. "Asymmetry Reversals and the Business Cycle," Working Papers 2013.54, Fondazione Eni Enrico Mattei.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2013.
"Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives,"
Birkbeck Working Papers in Economics and Finance
1306, Birkbeck, Department of Economics, Mathematics & Statistics.
- Petrella, Ivan & Rossi, Raffaele & Santoro, Emiliano, 2014. "Discretion vs. timeless perspective under model-consistent stabilization objectives," Economics Letters, Elsevier, vol. 122(1), pages 84-88.
- Petrella, Ivan & Rossi, Raffaele & Santoro, Emiliano, 2013. "Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives," CEPR Discussion Papers 9731, C.E.P.R. Discussion Papers.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2012. "Monetary Policy with Sectoral Linkages and Durable Goods," Discussion Papers 12-19, University of Copenhagen. Department of Economics.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2012. "Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions," Discussion Papers 12-20, University of Copenhagen. Department of Economics.
- Ivan Petrella & Emiliano Santoro, 2012.
"Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries,"
Birkbeck Working Papers in Economics and Finance
1202, Birkbeck, Department of Economics, Mathematics & Statistics.
- Petrella, Ivan & Santoro, Emiliano, 2012. "Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries," Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 779-794.
- Ivan PETRELLA & Emiliano SANTORO, 2011. "Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries," Working Papers of Department of Economics, Leuven ces11.38, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Ivan Petrella & Emiliano Santoro, 2011. "Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries," Discussion Papers 11-32, University of Copenhagen. Department of Economics.
- Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO, 2011.
"Aggregate fluctuations and the cross-sectional dynamics of firm growth,"
Working Papers of Department of Economics, Leuven
ces11.06, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Sean Holly & Ivan Petrella & Emiliano Santoro, 2013. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 459-479, February.
- Gaffeo, E. & Petrella, I. & Pfajfar, D. & Santoro, E., 2010. "Reference-dependent Preferences and the Transmission of Monetary Policy," Other publications TiSEM 2d1a9a11-fccf-42ef-8779-3, Tilburg University, School of Economics and Management.
- Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO, 2010.
"Reference-dependent preferences and the transmission of monetary policy,"
Working Papers of Department of Economics, Leuven
ces10.28, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Gaffeo, E. & Petrella, I. & Pfajfar, D. & Santoro, E., 2010. "Reference-dependent Preferences and the Transmission of Monetary Policy," Discussion Paper 2010-111, Tilburg University, Center for Economic Research.
- Gaffeo, E. & Petrella, I. & Pfajfar, D. & Santoro, E., 2010. "Reference-Dependent Preferences and the Transmission of Monetary Policy," Other publications TiSEM 23d33e54-e5c4-4ac3-b6c9-0, Tilburg University, School of Economics and Management.
- Holly, S. & Petrella, I., 2010.
"Factor Demand Linkages, Technology Shocks and the Business Cycle,"
Cambridge Working Papers in Economics
1001, Faculty of Economics, University of Cambridge.
- Sean Holly & Ivan Petrella, 2012. "Factor Demand Linkages, Technology Shocks, and the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 948-963, November.
- Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Working Papers of Department of Economics, Leuven ces10.26, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Holly, S. & Petrella, I., 2008.
"Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations,"
Cambridge Working Papers in Economics
0827, Faculty of Economics, University of Cambridge.
- Sean Holly & Ivan Petrella, 2008. "Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations," CDMA Conference Paper Series 0809, Centre for Dynamic Macroeconomic Analysis.
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repec:wrk:wrkemf:25 is not listed on IDEAS - Ivan Petrella & Emiliano Santoro, "undated".
"Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages,"
EPRU Working Paper Series
2009-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised May 2009.
- Petrella, Ivan & Santoro, Emiliano, 2010. "Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages," MPRA Paper 21321, University Library of Munich, Germany.
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Articles
- Juvenal, Luciana & Petrella, Ivan, 2024.
"Unveiling the dance of commodity prices and the global financial cycle,"
Journal of International Economics, Elsevier, vol. 150(C).
- Luciana Juvenal & Ivan Petrella, 2023. "Unveiling the Dance of Commodity Prices and the Global Financial Cycle," NBER Chapters, in: NBER International Seminar on Macroeconomics 2023, National Bureau of Economic Research, Inc.
- Luciana Juvenal & Ivan Petrella, 2024. "Unveiling the Dance of Commodity Prices and the Global Financial Cycle," IMF Working Papers 2024/082, International Monetary Fund.
- Juvenal, Luciana & Petrella, Ivan, 2023. "Unveiling the Dance of Commodity Prices and the Global Financial Cycle," CEPR Discussion Papers 18437, C.E.P.R. Discussion Papers.
- Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024.
"Modeling and Forecasting Macroeconomic Downside Risk,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022. "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers 15109, C.E.P.R. Discussion Papers.
- Juvenal, Luciana & Petrella, Ivan, 2024. "Reprint of “Unveiling the dance of commodity prices and the global financial cycle”," Journal of International Economics, Elsevier, vol. 149(C).
- Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2024.
"Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails,"
Journal of Econometrics, Elsevier, vol. 238(2).
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2023. "Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails," CEPR Discussion Papers 17800, C.E.P.R. Discussion Papers.
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2023.
"Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts,"
Energy Economics, Elsevier, vol. 121(C).
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022. "Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts," MPRA Paper 115559, University Library of Munich, Germany.
- Anthony Garratt & Ivan Petrella, 2022. "Commodity prices and inflation risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 392-414, March.
- Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021.
"Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
- Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
- Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
- Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
- Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021.
"Structural scenario analysis with SVARs,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 798-815.
- Petrella, Ivan & Antolin-Diaz, Juan & Rubio-RamÃrez, Juan Francisco, 2018. "Structural Scenario Analysis with SVARs," CEPR Discussion Papers 12579, C.E.P.R. Discussion Papers.
- Henrik Jensen & Ivan Petrella & Søren Hove Ravn & Emiliano Santoro, 2020.
"Leverage and Deepening Business-Cycle Skewness,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 245-281, January.
- Henrik Jensen & Ivan Petrella & Søren Hove Ravn & Emiliano Santoro, 2017. "Leverage and deepening business cycle skewness," Working Papers 1732, Banco de España.
- Petrella, Ivan & Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2017. "Leverage and Deepening Business Cycle Skewness," CEPR Discussion Papers 12239, C.E.P.R. Discussion Papers.
- Mogens Fosgerau & Jinwon Kim & Abhishek Ranjan, 2017. "Vickrey Meets Alonso: Commute Scheduling and Congestion in a Monocentric City," Discussion Papers 17-25, University of Copenhagen. Department of Economics.
- Delle Monache, Davide & Petrella, Ivan, 2019. "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, vol. 181(C), pages 22-27.
- Lubello, Federico & Petrella, Ivan & Santoro, Emiliano, 2019.
"Bank assets, liquidity and credit cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 265-282.
- Petrella, Ivan & Lubello, Federico & Santoro, Emiliano, 2019. "Bank Assets, Liquidity and Credit Cycles," CEPR Discussion Papers 13831, C.E.P.R. Discussion Papers.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2019.
"Monetary Policy with Sectoral Trade‐Offs,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(1), pages 55-88, January.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2017. "Monetary Policy with Sectoral Trade-offs," Centre for Growth and Business Cycle Research Discussion Paper Series 233, Economics, The University of Manchester.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2018. "Gibrat’s law and quantile regressions: An application to firm growth," Economics Letters, Elsevier, vol. 164(C), pages 5-9.
- Constantino Hevia & Ivan Petrella & Martin Sola, 2018.
"Risk premia and seasonality in commodity futures,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 853-873, September.
- Hevia, Constantino & Petrella, Ivan & Sola, Martin, 2016. "Risk premia and seasonality in commodity futures," Bank of England working papers 591, Bank of England.
- Petrella, Ivan & Sola, Martin & Hevia, Constantino, 2016. "Risk Premia and Seasonality in Commodity Futures," CEPR Discussion Papers 11169, C.E.P.R. Discussion Papers.
- Constantino Hevia & Ivan Petrella & Martin Sola, 2016. "Risk Premia and Seasonality in Commodity Futures," Department of Economics Working Papers 2016_01, Universidad Torcuato Di Tella.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2017.
"Tracking the Slowdown in Long-Run GDP Growth,"
The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 343-356, May.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2017. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 81869, London School of Economics and Political Science, LSE Library.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 86243, London School of Economics and Political Science, LSE Library.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2014. "Tracking the Slowdown in Long-Run GDP Growth," Discussion Papers 1604, Centre for Macroeconomics (CFM), revised Jan 2016.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," Bank of England working papers 587, Bank of England.
- Delle Monache, Davide & Petrella, Ivan, 2017.
"Adaptive models and heavy tails with an application to inflation forecasting,"
International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
- Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
- Petrella, Ivan & Rossi, Raffaele & Santoro, Emiliano, 2014.
"Discretion vs. timeless perspective under model-consistent stabilization objectives,"
Economics Letters, Elsevier, vol. 122(1), pages 84-88.
- Petrella, Ivan & Rossi, Raffaele & Santoro, Emiliano, 2013. "Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives," CEPR Discussion Papers 9731, C.E.P.R. Discussion Papers.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2013. "Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives," Birkbeck Working Papers in Economics and Finance 1306, Birkbeck, Department of Economics, Mathematics & Statistics.
- Santoro, Emiliano & Petrella, Ivan & Pfajfar, Damjan & Gaffeo, Edoardo, 2014.
"Loss aversion and the asymmetric transmission of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 68(C), pages 19-36.
- Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
- Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano & Gaffeo, Edoardo, 2014. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," CEPR Discussion Papers 10105, C.E.P.R. Discussion Papers.
- Sean Holly & Ivan Petrella & Emiliano Santoro, 2013.
"Aggregate fluctuations and the cross-sectional dynamics of firm growth,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 459-479, February.
- Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO, 2011. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Working Papers of Department of Economics, Leuven ces11.06, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Sean Holly & Ivan Petrella, 2012.
"Factor Demand Linkages, Technology Shocks, and the Business Cycle,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 948-963, November.
- Holly, S. & Petrella, I., 2010. "Factor Demand Linkages, Technology Shocks and the Business Cycle," Cambridge Working Papers in Economics 1001, Faculty of Economics, University of Cambridge.
- Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Working Papers of Department of Economics, Leuven ces10.26, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Luciana Juvenal & Ivan Petrella, 2012.
"Speculation in the oil market,"
Economic Synopses, Federal Reserve Bank of St. Louis.
- Luciana Juvenal & Ivan Petrella, 2015. "Speculation in the Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 621-649, June.
- Luciana Juvenal & Ivan Petrella, 2011. "Speculation in the oil market," Working Papers 2011-027, Federal Reserve Bank of St. Louis.
- Petrella, Ivan & Juvenal, Luciana, 2014. "Speculation in the Oil Market," CEPR Discussion Papers 9808, C.E.P.R. Discussion Papers.
- Brett W. Fawley & Luciana Juvenal & Ivan Petrella, 2012. "When oil prices jump, is speculation to blame?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr.
- Petrella, Ivan & Santoro, Emiliano, 2012.
"Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 779-794.
- Ivan PETRELLA & Emiliano SANTORO, 2011. "Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries," Working Papers of Department of Economics, Leuven ces11.38, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Ivan Petrella & Emiliano Santoro, 2011. "Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries," Discussion Papers 11-32, University of Copenhagen. Department of Economics.
- Ivan Petrella & Emiliano Santoro, 2012. "Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries," Birkbeck Working Papers in Economics and Finance 1202, Birkbeck, Department of Economics, Mathematics & Statistics.
- Petrella, Ivan & Santoro, Emiliano, 2011. "Input–output interactions and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1817-1830.
Chapters
- Luciana Juvenal & Ivan Petrella, 2023.
"Unveiling the Dance of Commodity Prices and the Global Financial Cycle,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2023,
National Bureau of Economic Research, Inc.
- Juvenal, Luciana & Petrella, Ivan, 2024. "Unveiling the dance of commodity prices and the global financial cycle," Journal of International Economics, Elsevier, vol. 150(C).
- Luciana Juvenal & Ivan Petrella, 2024. "Unveiling the Dance of Commodity Prices and the Global Financial Cycle," IMF Working Papers 2024/082, International Monetary Fund.
- Juvenal, Luciana & Petrella, Ivan, 2023. "Unveiling the Dance of Commodity Prices and the Global Financial Cycle," CEPR Discussion Papers 18437, C.E.P.R. Discussion Papers.
- Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016.
"Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 539-565,
Emerald Group Publishing Limited.
- Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015. "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance 1515, Birkbeck, Department of Economics, Mathematics & Statistics.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 59 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (43) 2008-09-05 2009-06-10 2009-10-31 2010-02-05 2010-03-28 2010-12-23 2012-01-18 2012-04-03 2012-12-06 2012-12-06 2012-12-06 2013-07-15 2013-10-25 2014-06-02 2014-07-21 2014-07-28 2014-12-29 2015-01-09 2016-02-04 2016-03-23 2016-05-08 2016-11-13 2016-12-11 2016-12-18 2017-03-26 2017-09-03 2017-09-03 2017-10-08 2018-01-29 2018-02-05 2018-03-05 2018-05-21 2018-07-16 2019-09-02 2020-06-29 2020-08-17 2020-11-23 2021-03-29 2021-05-10 2021-05-31 2021-12-20 2022-01-03 2022-01-17. Author is listed
- NEP-BEC: Business Economics (11) 2008-09-05 2009-10-31 2010-02-05 2010-12-23 2011-05-14 2011-11-01 2013-07-15 2014-08-09 2017-09-03 2022-01-17 2022-08-22. Author is listed
- NEP-CBA: Central Banking (10) 2009-06-10 2010-03-28 2010-12-23 2012-01-18 2012-04-03 2012-12-06 2014-12-29 2016-05-08 2019-09-02 2024-05-13. Author is listed
- NEP-MON: Monetary Economics (10) 2009-06-10 2010-03-28 2010-12-23 2012-12-06 2012-12-06 2012-12-06 2014-12-29 2016-05-08 2017-03-26 2024-05-13. Author is listed
- NEP-DGE: Dynamic General Equilibrium (9) 2008-09-05 2009-06-10 2010-03-28 2012-12-06 2014-12-29 2017-09-03 2017-10-08 2018-03-05 2019-09-02. Author is listed
- NEP-FOR: Forecasting (9) 2014-07-21 2014-07-28 2016-03-23 2016-12-11 2016-12-18 2021-03-29 2021-05-31 2021-11-08 2022-01-03. Author is listed
- NEP-ENE: Energy Economics (6) 2011-11-01 2014-06-02 2022-10-03 2022-10-24 2023-01-09 2024-05-13. Author is listed
- NEP-FDG: Financial Development and Growth (6) 2015-01-09 2016-02-04 2018-03-05 2021-03-29 2022-08-22 2024-05-13. Author is listed
- NEP-BAN: Banking (5) 2017-09-03 2017-10-08 2018-03-05 2019-09-02 2024-05-13. Author is listed
- NEP-CWA: Central and Western Asia (5) 2021-01-25 2021-05-31 2021-11-08 2022-01-03 2022-01-17. Author is listed
- NEP-ECM: Econometrics (5) 2014-07-21 2016-11-13 2016-12-18 2018-02-05 2021-11-08. Author is listed
- NEP-ETS: Econometric Time Series (5) 2016-11-13 2016-12-11 2016-12-18 2018-02-05 2020-02-24. Author is listed
- NEP-ORE: Operations Research (5) 2014-07-21 2014-07-28 2016-11-13 2020-11-23 2022-01-03. Author is listed
- NEP-GRO: Economic Growth (4) 2015-01-09 2016-02-04 2018-01-29 2018-05-21
- NEP-INT: International Trade (3) 2020-06-29 2021-01-25 2021-12-20
- NEP-RMG: Risk Management (3) 2021-03-29 2021-05-31 2022-08-22
- NEP-UPT: Utility Models and Prospect Theory (3) 2010-12-23 2012-12-06 2014-12-29
- NEP-AGR: Agricultural Economics (2) 2016-04-04 2024-05-13
- NEP-EFF: Efficiency and Productivity (2) 2016-02-04 2018-01-29
- NEP-FMK: Financial Markets (2) 2021-11-08 2023-01-02
- NEP-OPM: Open Economy Macroeconomics (2) 2021-01-25 2024-05-13
- NEP-CFN: Corporate Finance (1) 2020-11-23
- NEP-CSE: Economics of Strategic Management (1) 2014-08-09
- NEP-EEC: European Economics (1) 2016-05-08
- NEP-ENT: Entrepreneurship (1) 2014-08-09
- NEP-EUR: Microeconomic European Issues (1) 2018-07-16
- NEP-HIS: Business, Economic and Financial History (1) 2018-05-21
- NEP-IFN: International Finance (1) 2024-05-13
- NEP-MIC: Microeconomics (1) 2011-05-14
- NEP-PKE: Post Keynesian Economics (1) 2016-05-08
- NEP-SBM: Small Business Management (1) 2014-08-09
- NEP-TID: Technology and Industrial Dynamics (1) 2008-09-05
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