Ivan Petrella
Names
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Ivan |
| last: |
Petrella |
Identifer
Contact
Affiliations
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Centre for Economic Policy Research (CEPR) (weight: 9%)
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Università degli Studi di Torino
/ Collegio Carlo Alberto (weight: 45%)
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University of Warwick
/ Warwick Business School
/ Economic Modelling and Forecasting Group (weight: 1%)
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Università degli Studi di Torino
/ Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche (weight: 45%)
Research profile
author of:
- Leverage and Deepening Business-Cycle Skewness (RePEc:aea:aejmac:v:12:y:2020:i:1:p:245-81)
by Henrik Jensen & Ivan Petrella & Søren Hove Ravn & Emiliano Santoro - Asymmetry Reversals and the Business Cycle (RePEc:ags:feemso:151531)
by Distante, Roberta & Petrella, Ivan & Santoro, Emiliano - Size, Age and the Growth of Firms: New Evidence from Quantile Regressions (RePEc:ags:feemso:179223)
by Distante, Roberta & Petrella, Ivan & Santoro, Emiliano - Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals (RePEc:aoz:wpaper:200)
by Constantino Hevia & Ivan Petrella & Martin Sola - Adaptive models and heavy tails with an application to inflation forecasting (RePEc:bbk:bbkcam:1603)
by Davide Delle Monache & Ivan Petrella - Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries (RePEc:bbk:bbkefp:1202)
by Ivan Petrella & Emiliano Santoro - Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives (RePEc:bbk:bbkefp:1306)
by Ivan Petrella & Raffaele Rossi & Emiliano Santoro - Adaptive Models and Heavy Tails (RePEc:bbk:bbkefp:1409)
by Davide Delle Monache & Ivan Petrella - Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation (RePEc:bbk:bbkefp:1515)
by Delle Monache & Ivan Petrella & Fabrizio Venditti - Chained financial frictions and credit cycles (RePEc:bcl:bclwop:bclwp116)
by Federico Lubello & Ivan Petrella & Emiliano Santoro - Leverage and deepening business cycle skewness (RePEc:bde:wpaper:1732)
by Henrik Jensen & Ivan Petrella & Søren Hove Ravn & Emiliano Santoro - Adaptive models and heavy tails (RePEc:bdi:wptemi:td_1052_16)
by Davide Delle Monache & Ivan Petrella - Price dividend ratio and long-run stock returns: a score driven state space model (RePEc:bdi:wptemi:td_1296_20)
by Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio - Modeling and forecasting macroeconomic downside risk (RePEc:bdi:wptemi:td_1324_21)
by Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan - Aggregate fluctuations and the cross-sectional dynamics of firm growth (RePEc:bla:jorssa:v:176:y:2013:i:2:p:459-479)
by Sean Holly & Ivan Petrella & Emiliano Santoro - Monetary Policy with Sectoral Trade‐Offs (RePEc:bla:scandj:v:121:y:2019:i:1:p:55-88)
by Ivan Petrella & Raffaele Rossi & Emiliano Santoro - Adaptive models and heavy tails (RePEc:boe:boeewp:0577)
by Petrella, Ivan & Delle Monache, Davide - Tracking the slowdown in long-run GDP growth (RePEc:boe:boeewp:0587)
by Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan - Risk premia and seasonality in commodity futures (RePEc:boe:boeewp:0591)
by Hevia, Constantino & Petrella, Ivan & Sola, Martin - Terms-of-trade shocks are not all alike (RePEc:boe:boeewp:0901)
by Di Pace, Federico & Juvenal, Luciana & Petrella, Ivan - Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations (RePEc:cam:camdae:0827)
by Holly, S. & Petrella, I. - Factor Demand Linkages, Technology Shocks and the Business Cycle (RePEc:cam:camdae:1001)
by Holly, S. & Petrella, I. - Aggregate Skewness and the Business Cycle (RePEc:cdf:wpaper:2021/30)
by Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos - Tracking the Slowdown in Long-Run GDP Growth (RePEc:cfm:wpaper:1604)
by Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella - Loss Aversion and the Asymmetric Transmission of Monetary Policy (RePEc:cpr:ceprdp:10105)
by Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano & Gaffeo, Edoardo - Following the Trend: Tracking GDP when Long-Run Growth is Uncertain (RePEc:cpr:ceprdp:10272)
by Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan - Risk Premia and Seasonality in Commodity Futures (RePEc:cpr:ceprdp:11169)
by Petrella, Ivan & Sola, Martin & Hevia, Constantino - Adaptive state space models with applications to the business cycle and financial stress (RePEc:cpr:ceprdp:11599)
by Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide - Leverage and Deepening Business Cycle Skewness (RePEc:cpr:ceprdp:12239)
by Petrella, Ivan & Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano - Structural Scenario Analysis with SVARs (RePEc:cpr:ceprdp:12579)
by Petrella, Ivan & Antolin-Diaz, Juan & Rubio-RamÃrez, Juan Francisco - Time-varying Price Flexibility and Inflation Dynamics (RePEc:cpr:ceprdp:13027)
by Petrella, Ivan & Santoro, Emiliano & Simonsen, Lasse de la Porte - Bank Assets, Liquidity and Credit Cycles (RePEc:cpr:ceprdp:13831)
by Petrella, Ivan & Lubello, Federico & Santoro, Emiliano - Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model (RePEc:cpr:ceprdp:14107)
by Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio - Terms-of-Trade Shocks are Not all Alike (RePEc:cpr:ceprdp:14594)
by Petrella, Ivan & Di Pace, Federico & Juvenal, Luciana - Modeling and Forecasting Macroeconomic Downside Risk (RePEc:cpr:ceprdp:15109)
by Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan - Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data (RePEc:cpr:ceprdp:15926)
by Petrella, Ivan & Antolin-Diaz, Juan & Drechsel, Thomas - Dividend Momentum and Stock Return Predictability: A Bayesian Approach (RePEc:cpr:ceprdp:16613)
by Rubio-RamÃrez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan - Aggregate Skewness and the Business Cycle (RePEc:cpr:ceprdp:17162)
by Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos - Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails (RePEc:cpr:ceprdp:17800)
by Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan - Asset Market Participation, Redistribution, and Asset Pricing (RePEc:cpr:ceprdp:17984)
by Gaudio, Francesco Saverio & Petrella, Ivan & Santoro, Emiliano - Unveiling the Dance of Commodity Prices and the Global Financial Cycle (RePEc:cpr:ceprdp:18437)
by Juvenal, Luciana & Petrella, Ivan - Taming Momentum Crashes (RePEc:cpr:ceprdp:19030)
by Bianchi, Daniele & De Polis, Andrea & Petrella, Ivan - Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives (RePEc:cpr:ceprdp:9731)
by Petrella, Ivan & Rossi, Raffaele & Santoro, Emiliano - Speculation in the Oil Market (RePEc:cpr:ceprdp:9808)
by Petrella, Ivan & Juvenal, Luciana - Price dividend ratio and long-run stock returns: a score driven state space model (RePEc:ecb:ecbwps:20202369)
by Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan - Bank assets, liquidity and credit cycles (RePEc:eee:dyncon:v:105:y:2019:i:c:p:265-282)
by Lubello, Federico & Petrella, Ivan & Santoro, Emiliano - Input–output interactions and optimal monetary policy (RePEc:eee:dyncon:v:35:y:2011:i:11:p:1817-1830)
by Petrella, Ivan & Santoro, Emiliano - Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries (RePEc:eee:dyncon:v:36:y:2012:i:5:p:779-794)
by Petrella, Ivan & Santoro, Emiliano - Discretion vs. timeless perspective under model-consistent stabilization objectives (RePEc:eee:ecolet:v:122:y:2014:i:1:p:84-88)
by Petrella, Ivan & Rossi, Raffaele & Santoro, Emiliano - Gibrat’s law and quantile regressions: An application to firm growth (RePEc:eee:ecolet:v:164:y:2018:i:c:p:5-9)
by Distante, Roberta & Petrella, Ivan & Santoro, Emiliano - Efficient matrix approach for classical inference in state space models (RePEc:eee:ecolet:v:181:y:2019:i:c:p:22-27)
by Delle Monache, Davide & Petrella, Ivan - Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails (RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500)
by Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan - Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts (RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184)
by Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi - Reprint of “Unveiling the dance of commodity prices and the global financial cycle” (RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000680)
by Juvenal, Luciana & Petrella, Ivan - Unveiling the dance of commodity prices and the global financial cycle (RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000370)
by Juvenal, Luciana & Petrella, Ivan - Adaptive models and heavy tails with an application to inflation forecasting (RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501)
by Delle Monache, Davide & Petrella, Ivan - Structural scenario analysis with SVARs (RePEc:eee:moneco:v:117:y:2021:i:c:p:798-815)
by Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F. - Loss aversion and the asymmetric transmission of monetary policy (RePEc:eee:moneco:v:68:y:2014:i:c:p:19-36)
by Santoro, Emiliano & Petrella, Ivan & Pfajfar, Damjan & Gaffeo, Edoardo - Tracking the slowdown in long-run GDP growth (RePEc:ehl:lserod:81869)
by Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan - Tracking the slowdown in long-run GDP growth (RePEc:ehl:lserod:86243)
by Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan - Unknown item RePEc:eme:aeco11:s0731-905320150000035013 (chapter)
- Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation (RePEc:eme:aecozz:s0731-905320150000035013)
by Davide Delle Monache & Ivan Petrella & Fabrizio Venditti - Factor demand linkages, technology shocks and the business cycle (RePEc:ete:ceswps:ces10.26)
by Sean HOLLY & Ivan PETRELLA - Reference-dependent preferences and the transmission of monetary policy (RePEc:ete:ceswps:ces10.28)
by Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO - Aggregate fluctuations and the cross-sectional dynamics of firm growth (RePEc:ete:ceswps:ces11.06)
by Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO - Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries (RePEc:ete:ceswps:ces11.38)
by Ivan PETRELLA & Emiliano SANTORO - Structural Scenario Analysis and Stress Testing with Vector Autoregressions (RePEc:fda:fdaddt:2017-13)
by Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez - Dividend Momentum and Stock Return Predictability: A Bayesian Approach (RePEc:fda:fdaddt:2021-14)
by Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez - Asymmetry Reversals and the Business Cycle (RePEc:fem:femwpa:2013.54)
by Roberta Distante & Ivan Petrella & Emiliano Santoro - Size, Age and the Growth of Firms: New Evidence from Quantile Regressions (RePEc:fem:femwpa:2014.69)
by Roberta Distante & Ivan Petrella & Emiliano Santoro - Dividend Momentum and Stock Return Predictability: A Bayesian Approach (RePEc:fip:fedawp:93480)
by Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez - Speculation in the oil market (RePEc:fip:fedles:y:2012:n:8)
by Luciana Juvenal & Ivan Petrella - When oil prices jump, is speculation to blame? (RePEc:fip:fedlre:y:2012:i:apr:x:2)
by Brett W. Fawley & Luciana Juvenal & Ivan Petrella - Speculation in the oil market (RePEc:fip:fedlwp:2011-027)
by Luciana Juvenal & Ivan Petrella - Terms-of-Trade Shocks are Not all Alike (RePEc:imf:imfwpa:2020/280)
by Luciana Juvenal - The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks? (RePEc:imf:imfwpa:2024/077)
by Mr. Christian Bogmans & Mr. Andrea Pescatori & Ivan Petrella & Ervin Prifti & Martin Stuermer - Unveiling the Dance of Commodity Prices and the Global Financial Cycle (RePEc:imf:imfwpa:2024/082)
by Luciana Juvenal & Ivan Petrella - Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages (RePEc:kud:epruwp:09-04)
by Ivan Petrella & Emiliano Santoro - Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries (RePEc:kud:kuiedp:1132)
by Ivan Petrella & Emiliano Santoro - Monetary Policy with Sectoral Linkages and Durable Goods (RePEc:kud:kuiedp:1219)
by Ivan Petrella & Raffaele Rossi & Emiliano Santoro - Discretion vs. Timeless Perspective Policy-Making: the Role of Input-Output Interactions (RePEc:kud:kuiedp:1220)
by Ivan Petrella & Raffaele Rossi & Emiliano Santoro - Loss Aversion and the Asymmetric Transmission of Monetary Policy (RePEc:kud:kuiedp:1221)
by Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro - Vickrey Meets Alonso: Commute Scheduling and Congestion in a Monocentric City (RePEc:kud:kuiedp:1717)
by Mogens Fosgerau & Jinwon Kim & Abhishek Ranjan - Monetary Policy with Sectoral Trade-offs (RePEc:man:cgbcrp:233)
by Ivan Petrella & Raffaele Rossi & Emiliano Santoro - Unveiling the Dance of Commodity Prices and the Global Financial Cycle (RePEc:nbr:nberch:15044)
by Luciana Juvenal & Ivan Petrella - Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts (RePEc:nsr:niesrd:541)
by Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi - Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts (RePEc:pra:mprapa:114325)
by Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi - Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts (RePEc:pra:mprapa:115559)
by Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi - Factor Demand Linkages, Technology Shocks and the Business Cycle (RePEc:pra:mprapa:18120)
by Holly, Sean & Petrella, Ivan - Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages (RePEc:pra:mprapa:21321)
by Petrella, Ivan & Santoro, Emiliano - Adaptive models and heavy tails with an application to inflation forecasting (RePEc:pra:mprapa:75424)
by Delle Monache, Davide & Petrella, Ivan - Adaptive Models and Heavy Tails (RePEc:qmw:qmwecw:720)
by Davide Delle Monache & Ivan Petrella - Unknown item RePEc:qmw:qmwecw:wp720 (paper)
- Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations (RePEc:san:cdmacp:0809)
by Sean Holly & Ivan Petrella - Aggregate skewness and the business cycle (RePEc:stm:wpaper:53)
by Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis - Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model (RePEc:taf:jnlbes:v:39:y:2021:i:4:p:1054-1065)
by Davide Delle Monache & Ivan Petrella & Fabrizio Venditti - Modeling and Forecasting Macroeconomic Downside Risk (RePEc:taf:jnlbes:v:42:y:2024:i:3:p:1010-1025)
by Davide Delle Monache & Andrea De Polis & Ivan Petrella - Reference-dependent Preferences and the Transmission of Monetary Policy (RePEc:tiu:tiucen:2d1a9a11-fccf-42ef-8779-3ec2ee7cace8)
by Gaffeo, E. & Petrella, I. & Pfajfar, D. & Santoro, E. - Reference-Dependent Preferences and the Transmission of Monetary Policy (RePEc:tiu:tiutis:23d33e54-e5c4-4ac3-b6c9-0df4cc1838d2)
by Gaffeo, E. & Petrella, I. & Pfajfar, D. & Santoro, E. - Reference-dependent Preferences and the Transmission of Monetary Policy (RePEc:tiu:tiutis:2d1a9a11-fccf-42ef-8779-3ec2ee7cace8)
by Gaffeo, E. & Petrella, I. & Pfajfar, D. & Santoro, E. - Factor Demand Linkages, Technology Shocks, and the Business Cycle (RePEc:tpr:restat:v:94:y:2012:i:4:p:948-963)
by Sean Holly & Ivan Petrella - Tracking the Slowdown in Long-Run GDP Growth (RePEc:tpr:restat:v:99:y:2017:i:2:p:343-356)
by Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella - Risk Premia and Seasonality in Commodity Futures (RePEc:udt:wpecon:2016_01)
by Constantino Hevia & Ivan Petrella & Martin Sola - Bond risk premia, priced regime shifts, and macroeconomic fundamentals (RePEc:udt:wpecon:2022_03)
by Constantino Hevia & Martín Sola & Ivan Petrella - Speculation in the Oil Market (RePEc:wly:japmet:v:30:y:2015:i:4:p:621-649)
by Luciana Juvenal & Ivan Petrella - Risk premia and seasonality in commodity futures (RePEc:wly:japmet:v:33:y:2018:i:6:p:853-873)
by Constantino Hevia & Ivan Petrella & Martin Sola - Commodity prices and inflation risk (RePEc:wly:japmet:v:37:y:2022:i:2:p:392-414)
by Anthony Garratt & Ivan Petrella - The Taming of the Skew : Asymmetric Inflation Risk and Monetary Policy (RePEc:wrk:warwec:1530)
by De Polis, Andrea & Melosi, Leonardo & Petrella, Ivan - Unknown item RePEc:wrk:wrkemf:13 (paper)
- Unknown item RePEc:wrk:wrkemf:14 (paper)
- Unknown item RePEc:wrk:wrkemf:16 (paper)
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- Unknown item RePEc:wrk:wrkemf:19 (paper)
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- Unknown item RePEc:wrk:wrkemf:25 (paper)
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- Unknown item RePEc:wrk:wrkemf:34 (paper)