Ivan Petrella

University of Warwick

Gibbet Hill Rd.

Coventry, West Midlands CV4 8UW

United Kingdom

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

23

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CITATIONS
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119

Scholarly Papers (23)

1.
Downloads 244 (124,442)
Citation 49

Leverage and Deepening Business Cycle Skewness

Number of pages: 63 Posted: 28 Aug 2017
University of Copenhagen - Department of Economics, University of Warwick, University of Copenhagen and University of Copenhagen - Department of Economics
Downloads 201 (149,900)
Citation 24

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Credit constraints, business cycles, skewness, deleveraging

Leverage and Deepening Business Cycle Skewness

Banco de Espana Working Paper No. 1732
Number of pages: 70 Posted: 28 Sep 2017
University of Copenhagen - Department of Economics, University of Warwick, University of Copenhagen and University of Copenhagen - Department of Economics
Downloads 43 (418,676)
Citation 26

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Credit Constraints, Business Cycles, Skewness, Deleveraging

Leverage and Deepening Business Cycle Skewness

CEPR Discussion Paper No. DP12239
Number of pages: 91 Posted: 29 Aug 2017 Last Revised: 01 Apr 2019
University of Copenhagen - Department of Economics, University of Warwick, University of Copenhagen and University of Copenhagen - Department of Economics
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business cycles, credit constraints, Deleveraging, Skewness

Risk Premia and Seasonality in Commodity Futures

Bank of England Working Paper No. 591
Number of pages: 68 Posted: 06 May 2016
Constantino Hevia, Ivan Petrella and Martín Sola
Universidad Torcuato Di Tella - Departamento de Economia, University of Warwick and Universidad Torcuato Di Tella
Downloads 170 (174,826)

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Commodity futures, Nelson and Siegel, seasonality, risk premium, theory of storage

Risk Premia and Seasonality in Commodity Futures

CEPR Discussion Paper No. DP11169
Number of pages: 68 Posted: 18 Apr 2016 Last Revised: 12 Mar 2018
Constantino Hevia, Ivan Petrella and Martin Sola
Universidad Torcuato Di Tella - Departamento de Economia, University of Warwick and Universidad Torcuato Di Tella
Downloads 2 (665,901)
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Commodity Futures, Nelson and Siegel, Risk premium, Seasonality, Theory of storage.

Factor Demand Linkages, Technology Shocks and the Business Cycle

Center for Economic Studies, KU Leuven - Discussion Paper No. 10.26
Number of pages: 43 Posted: 11 Oct 2010
Sean Holly and Ivan Petrella
University of Cambridge - Department of Applied Economics and University of Warwick
Downloads 72 (325,755)

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Technology Shocks, Multisectors, Business Cycle, Long-run Restrictions, Cross Sectional Dependence.

Factor Demand Linkages, Technology Shocks and the Business Cycle

Number of pages: 43 Posted: 04 Nov 2010
Sean Holly and Ivan Petrella
University of Cambridge - Department of Applied Economics and University of Warwick
Downloads 71 (328,399)
Citation 1

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Technology Shocks, Multisectors, Business Cycle, Long-run Restrictions, Cross Sectional Dependence

Aggregate Fluctuations and the Cross-Sectional Dynamics of Firm Growth

Number of pages: 34 Posted: 19 Apr 2011
Sean Holly, Ivan Petrella and Emiliano Santoro
University of Cambridge - Department of Applied Economics, University of Warwick and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 90 (284,260)

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Business Cycle, Corporate Growth, Asymmetric Exponential Power Distribution

Aggregate Fluctuations and the Cross-Sectional Dynamics of Firm Growth

Number of pages: 34 Posted: 13 May 2011
Sean Holly, Ivan Petrella and Emiliano Santoro
University of Cambridge - Department of Applied Economics, University of Warwick and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 27 (493,207)

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Business Cycle, Corporate Growth, Asymmetric Exponential Power Distribution

5.
Downloads 0 (243,490)
Citation 29

Speculation in the Oil Market

CEPR Discussion Paper No. DP9808
Number of pages: 37 Posted: 02 Jun 2014
Luciana Juvenal and Ivan Petrella
Federal Reserve Bank of Saint Louis and University of Warwick
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Citation 2
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DFM, oil prices, speculation

6.

Size, Age and the Growth of Firms: New Evidence from Quantile Regressions

FEEM Working Paper No. 69.2014
Number of pages: 15 Posted: 22 Jul 2014
Roberta Distante, Ivan Petrella and Emiliano Santoro
Fondazione Eni Enrico Mattei (FEEM), University of Warwick and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 82 (298,872)
Citation 2

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Firm Growth, Size, Age, Conditional Quantile

7.
Downloads 63 (346,009)
Citation 17

Adaptive Models and Heavy Tails

Bank of England Working Paper No. 577
Number of pages: 63 Posted: 09 Jan 2016
Ivan Petrella and Davide Delle Monache
University of Warwick and Bank of Italy
Downloads 34 (457,084)
Citation 10

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Adaptive algorithms, student-t, inflation, score driven models, time-varying parameters

Adaptive Models and Heavy Tails

Bank of Italy Temi di Discussione (Working Paper) No. 1052
Number of pages: 62 Posted: 12 May 2016
Davide Delle Monache and Ivan Petrella
Bank of Italy and University of Warwick
Downloads 29 (482,079)
Citation 7

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adaptive algorithms, inflation, score driven models, student-t, time-varying parameters

Loss Aversion and the Asymmetric Transmission of Monetary Policy

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-21
Number of pages: 40 Posted: 16 Nov 2012
University of Trento - Department of Economics and Management, University of Warwick, Board of Governors of the Federal Reserve System and University of Copenhagen - Department of Economics
Downloads 57 (368,945)
Citation 1

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Asymmetry, Monetary Policy, Business Cycle, Prospect Theory

Loss Aversion and the Asymmetric Transmission of Monetary Policy

CEPR Discussion Paper No. DP10105
Number of pages: 55 Posted: 25 Sep 2014
University of Trento - Department of Economics and Management, University of Warwick, Board of Governors of the Federal Reserve System and Catholic University of the Sacred Heart of Milan - Department of Economics
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asymmetry, business cycle, monetary policy, prospect theory

Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries

Number of pages: 44 Posted: 14 Jan 2012
Ivan Petrella and Emiliano Santoro
University of Warwick and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 26 (499,083)

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New Keynesian Phillips Curve, aggregation, sectoral data, intermediate goods

Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 11-32
Number of pages: 43 Posted: 27 Jan 2012
Ivan Petrella and Emiliano Santoro
University of Warwick and University of Copenhagen - Department of Economics
Downloads 22 (523,826)

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New Keynesian Phillips Curve, Aggregation, Sectoral Data, Intermediate Goods

10.

Reference-Dependent Preferences and the Transmission of Monetary Policy

Center for Economic Studies, KU Leuven - Discussion Paper No. 10.28 , CentER Discussion Paper Series No. 2010-111, European Banking Center Discussion Paper No. 2010-28
Number of pages: 34 Posted: 14 Oct 2010 Last Revised: 15 Apr 2011
Universita degli Studi - Department of Economics, University of Warwick, Board of Governors of the Federal Reserve System and University of Copenhagen - Department of Economics
Downloads 47 (396,214)
Citation 1

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Reference-dependent Preferences, Asymmetry, Monetary policy

11.

Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages

EPRU Working Paper Series No. 2009-04
Number of pages: 46 Posted: 11 Oct 2010
Ivan Petrella and Emiliano Santoro
University of Warwick and University of Copenhagen - Department of Economics
Downloads 36 (438,077)
Citation 3

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Input-Output Interactions, Durable Goods, Optimal Monetary Pol- icy

12.

Asymmetry Reversals and the Business Cycle

FEEM Working Paper No. 54.2013
Number of pages: 29 Posted: 21 Jun 2013
Roberta Distante, Ivan Petrella and Emiliano Santoro
Fondazione Eni Enrico Mattei (FEEM), University of Warwick and University of Copenhagen - Department of Economics
Downloads 26 (484,824)
Citation 1

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Corporate Growth, Conditional Quantiles, Business Cycles, Asymmetry Reversals

13.

Reference-Dependent Preferences and the Transmission of Monetary Policy

Number of pages: 34 Posted: 11 Nov 2010
Università degli Studi di Udine - Department of Economics, University of Warwick, Board of Governors of the Federal Reserve System and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 18 (530,411)
Citation 1

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Reference-dependent Preferences, Asymmetry, Monetary policy

14.

Discretion vs. Timeless Perspective Policy-Making: The Role of Input-Output Interactions

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-20
Number of pages: 17 Posted: 16 Nov 2012
Ivan Petrella, Raffaele Rossi and Emiliano Santoro
University of Warwick, Lancaster University and University of Copenhagen - Department of Economics
Downloads 16 (541,988)
Citation 1

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Input-Output Economy, Monetary Policy, Discretion, Timeless Perspective

15.

Monetary Policy with Sectoral Linkages and Durable Goods

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-19
Number of pages: 56 Posted: 16 Nov 2012
Ivan Petrella, Raffaele Rossi and Emiliano Santoro
University of Warwick, Lancaster University and University of Copenhagen - Department of Economics
Downloads 14 (553,952)

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Durable Goods, Input-Output Interactions, Monetary Policy, Interest Rate Rules

16.

Structural Scenario Analysis with Svars

CEPR Discussion Paper No. DP12579
Number of pages: 72 Posted: 16 Jan 2018 Last Revised: 10 Jun 2019
Fulcrum Asset Management, University of Warwick and Emory University
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Bayesian methods, Conditional forecasts, probability distribution, SVARs

17.

Inflation Dynamics and Price Flexibility in the UK

CEPR Discussion Paper No. DP13027
Number of pages: 53 Posted: 03 Jul 2018 Last Revised: 09 Jul 2018
University of Warwick, University of Copenhagen - Department of Economics and University of London - Birkbeck College
Downloads 1 (648,213)
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inflation, price flexibility, Ss models.

18.

Adaptive State Space Models with Applications to the Business Cycle and Financial Stress

CEPR Discussion Paper No. DP11599
Number of pages: 56 Posted: 07 Nov 2016
Bank of Italy, University of Warwick and Bank of Italy
Downloads 1 (648,213)
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Business cycle, financial stress., score-driven models, State space models, time-varying parameters

19.

Bank Assets, Liquidity and Credit Cycles

CEPR Discussion Paper No. DP13831
Number of pages: 43 Posted: 30 Jul 2019
Federico Lubello, Ivan Petrella and Emiliano Santoro
Banque Centrale du Luxembourg, University of Warwick and University of Copenhagen - Department of Economics
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Bank Collateral, Banking, capital misallocation, liquidity, macroprudential policy

20.

Monetary Policy with Sectoral Trade‐Offs

The Scandinavian Journal of Economics, Vol. 121, Issue 1, pp. 55-88, 2019
Number of pages: 34 Posted: 28 Jan 2019
Ivan Petrella, Raffaele Rossi and Emiliano Santoro
University of Warwick, Lancaster University and University of Copenhagen - Department of Economics
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Input–output interactions, interest‐rate rules, sectoral heterogeneity

21.

Tracking the Slowdown in Long-Run GDP Growth

Posted: 12 Apr 2016 Last Revised: 18 Apr 2016
Ivan Petrella, Juan Antolin-Diaz and Thomas Drechsel
University of Warwick, Fulcrum Asset Management and London School of Economics & Political Science (LSE)

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Long-run growth, business cycles, productivity, dynamic factor models, real-time data

22.

Following the Trend: Tracking GDP When Long-Run Growth is Uncertain

CEPR Discussion Paper No. DP10272
Number of pages: 78 Posted: 02 Dec 2014
Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella
Fulcrum Asset Management, London School of Economics & Political Science (LSE) and University of Warwick
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Bayesian methods, dynamic factor models, long-run growth, mixed frequencies, real-time forecasting

23.

Discretion vs. Timeless Perspective Under Model-Consistent Stabilization Objectives

CEPR Discussion Paper No. DP9731
Number of pages: 16 Posted: 14 Nov 2013
Ivan Petrella, Raffaele Rossi and Emiliano Santoro
University of Warwick, Lancaster University and Catholic University of the Sacred Heart of Milan - Department of Economics
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Discretion, Loss of Social Welfare, Monetary Policy, Timeless Perspective