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Ivan Petrella

Personal Details

First Name:Ivan
Middle Name:
Last Name:Petrella
Suffix:
RePEc Short-ID:ppe325
https://sites.google.com/a/ivanpetrella.com/www/
Terminal Degree:2010 Faculty of Economics; University of Cambridge (from RePEc Genealogy)

Affiliation

(90%) Economic Modelling and Forecasting Group
Warwick Business School
University of Warwick

Coventry, United Kingdom
http://www2.warwick.ac.uk/fac/soc/wbs/subjects/emf/

: +44 (0)24 7652 4109
+44 (0)24 7652 4109
University of Warwick, Coventry, CV4 7Al
RePEc:edi:emwaruk (more details at EDIRC)

(10%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/

: +44 (0)20 7183 8801
+44 (0)20 7183 8820
3rd Floor, 77 Bastwick Street, London EC1V 3PZ
RePEc:edi:cebruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Hevia, Constantino & Petrella, Ivan & Sola, Martin, 2018. "Risk Premia and Seasonality in Commodity Futures," EMF Research Papers 18, Economic Modelling and Forecasting Group.
  2. de la Porte Simonsen, Lasse & Petrella, Ivan & Santoro, Emiliano, 2018. "Inflation Dynamics and Price Flexibility in the UK," CEPR Discussion Papers 13027, C.E.P.R. Discussion Papers.
  3. Antolin-Diaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan Francisco, 2018. "Structural Scenario Analysis with SVARs," CEPR Discussion Papers 12579, C.E.P.R. Discussion Papers.
  4. Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2017. "Gibrat's Law and Quantile Regressions: an Application to Firm Growth," EMF Research Papers 16, Economic Modelling and Forecasting Group.
  5. 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 Univeristy of Manchester.
  6. Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2017. "Structural Scenario Analysis and Stress Testing with Vector Autoregressions," Working Papers 2017-13, FEDEA.
  7. Jensen, Henrik & Petrella, Ivan & Ravn, S�ren Hove & Santoro, Emiliano, 2017. "Leverage and Deepening Business Cycle Skewness," CEPR Discussion Papers 12239, C.E.P.R. Discussion Papers.
  8. Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
  9. 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.
  10. 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.
  11. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
  12. 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.
  13. 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.
  14. Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2014. "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers 10272, C.E.P.R. Discussion Papers.
  15. 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.
  16. Roberta Distante & Ivan Petrella & Emiliano Santoro, 2013. "Asymmetry Reversals and the Business Cycle," Working Papers 2013.54, Fondazione Eni Enrico Mattei.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO, 2011. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Working Papers Department of Economics ces11.06, KU Leuven, Faculty of Economics and Business, Department of Economics.
  23. Luciana Juvenal & Ivan Petrella, 2011. "Speculation in the oil market," Working Papers 2011-027, Federal Reserve Bank of St. Louis.
  24. Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO, 2010. "Reference-dependent preferences and the transmission of monetary policy," Working Papers Department of Economics ces10.28, KU Leuven, Faculty of Economics and Business, Department of Economics.
  25. Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
  26. 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.
  27. 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.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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

  1. 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 Publishing Ltd.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 42 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.
  1. NEP-MAC: Macroeconomics (33) 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 2017-03-19 2017-03-26 2017-03-26 2017-09-03 2017-10-08 2018-01-29 2018-02-05 2018-05-21 2018-07-16. Author is listed
  2. 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 2017-03-26. Author is listed
  3. NEP-BEC: Business Economics (9) 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. Author is listed
  4. NEP-CBA: Central Banking (8) 2009-06-10 2010-03-28 2010-12-23 2012-01-18 2012-04-03 2012-12-06 2014-12-29 2016-05-08. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (6) 2008-09-05 2009-06-10 2010-03-28 2012-12-06 2014-12-29 2017-10-08. Author is listed
  6. NEP-ETS: Econometric Time Series (5) 2016-11-13 2016-12-11 2016-12-18 2017-03-19 2018-02-05. Author is listed
  7. NEP-FOR: Forecasting (5) 2014-07-21 2014-07-28 2016-03-23 2016-12-11 2016-12-18. Author is listed
  8. NEP-ECM: Econometrics (4) 2014-07-21 2016-11-13 2016-12-18 2018-02-05
  9. NEP-GRO: Economic Growth (4) 2015-01-09 2016-02-04 2018-01-29 2018-05-21
  10. NEP-UPT: Utility Models & Prospect Theory (4) 2010-12-23 2012-12-06 2014-12-29 2018-03-19
  11. NEP-EFF: Efficiency & Productivity (3) 2016-02-04 2018-01-01 2018-01-29
  12. NEP-ORE: Operations Research (3) 2014-07-21 2014-07-28 2016-11-13
  13. NEP-ENE: Energy Economics (2) 2011-11-01 2014-06-02
  14. NEP-ENT: Entrepreneurship (2) 2014-08-09 2018-01-01
  15. NEP-FDG: Financial Development & Growth (2) 2015-01-09 2016-02-04
  16. NEP-TID: Technology & Industrial Dynamics (2) 2008-09-05 2018-01-01
  17. NEP-AGR: Agricultural Economics (1) 2016-04-04
  18. NEP-BAN: Banking (1) 2017-10-08
  19. NEP-CSE: Economics of Strategic Management (1) 2014-08-09
  20. NEP-EEC: European Economics (1) 2016-05-08
  21. NEP-EUR: Microeconomic European Issues (1) 2018-07-16
  22. NEP-HIS: Business, Economic & Financial History (1) 2018-05-21
  23. NEP-MIC: Microeconomics (1) 2011-05-14
  24. NEP-PKE: Post Keynesian Economics (1) 2016-05-08
  25. NEP-SBM: Small Business Management (1) 2014-08-09

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