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Ivan Petrella

University of Turin - Collegio Carlo Alberto

Piazza Albarello , 8

Turin

Italy

Centre for Economic Policy Research (CEPR)

London

United Kingdom

University of Turin - Faculty of Economics

Facoltà di Economia

Corso Unione Sovietica 218 bis

Torino, 10134

Italy

  • University of Turin - Collegio Carlo Alberto

  • Centre for Economic Policy Research (CEPR)

  • University of Turin - Faculty of Economics

SCHOLARLY PAPERS

37

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7,115

TOTAL CITATIONS
Rank 3,226

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Top 3,226

in Total Papers Citations

247

Scholarly Papers (37)

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1.

Time-Varying Skewness and Momentum Crashes

Number of pages: 60 Posted: 09 Aug 2022 Last Revised: 27 Jan 2026
Daniele Bianchi, Andrea De Polis, Ivan Petrella and Ivan Petrella
Queen Mary University of London, University of Warwick - Warwick Business School and University of Turin - Collegio Carlo Alberto
Downloads 1,516 (31,777)
Citation 1

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Skewness, Momentum, Asset pricing, Time-Varying Parameters.

2.

Dividend Momentum and Stock Return Predictability: A Bayesian Approach

Downloads 690 (96,026)

Dividend Momentum and Stock Return Predictability: A Bayesian Approach

WBS Finance Group Research Paper
Number of pages: 99 Posted: 06 Oct 2021 Last Revised: 01 Sep 2025
Juan Antolin-Diaz, Ivan Petrella, Ivan Petrella and Juan F. Rubio-Ramírez
Massachusetts Institute of Technology (MIT), University of Turin - Collegio Carlo Alberto and Emory University
Downloads 685 (95,347)

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Dividend Momentum and Stock Return Predictability: A Bayesian Approach

CEPR Discussion Paper No. DP16613
Number of pages: 81 Posted: 09 Nov 2021
Juan Antolin-Diaz, Ivan Petrella, Ivan Petrella and Juan F. Rubio-Ramírez
Massachusetts Institute of Technology (MIT), University of Turin - Collegio Carlo Alberto and Emory University
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3.

Modeling and Forecasting Macroeconomic Downside Risk

Downloads 511 (137,292)
Citation 25

Modeling and Forecasting Macroeconomic Downside Risk

Bank of Italy Temi di Discussione (Working Paper) No. 1324
Number of pages: 100 Posted: 25 May 2021
Davide Delle Monache, Andrea De Polis, Ivan Petrella and Ivan Petrella
Bank of Italy, University of Warwick - Warwick Business School and University of Turin - Collegio Carlo Alberto
Downloads 507 (136,724)
Citation 23

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business cycle, financial conditions, downside risk, skewness, score driven models

Modeling and Forecasting Macroeconomic Downside Risk

CEPR Discussion Paper No. DP15109
Number of pages: 100 Posted: 18 Aug 2020 Last Revised: 29 Mar 2022
Andrea De Polis, Davide Delle Monache, Ivan Petrella and Ivan Petrella
University of Warwick - Warwick Business School, Bank of Italy and University of Turin - Collegio Carlo Alberto
Downloads 4 (1,646,315)
Citation 2
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Business cycle, Downside risk, financial conditions, score driven models, Skewness

4.

Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data

Downloads 511 (137,904)
Citation 19

Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data

Number of pages: 47 Posted: 12 Aug 2020
Juan Antolin-Diaz, Thomas Drechsel, Ivan Petrella and Ivan Petrella
Massachusetts Institute of Technology (MIT), London School of Economics & Political Science (LSE) and University of Turin - Collegio Carlo Alberto
Downloads 470 (150,736)
Citation 19

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Nowcasting, Dynamic Factor Models, Real-Time Data, Bayesian Methods, Fat Tails

Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data

CEPR Discussion Paper No. DP15926
Number of pages: 63 Posted: 15 Mar 2021 Last Revised: 22 Sep 2021
Juan Antolin-Diaz, Thomas Drechsel, Ivan Petrella and Ivan Petrella
Massachusetts Institute of Technology (MIT), London School of Economics & Political Science (LSE) and University of Turin - Collegio Carlo Alberto
Downloads 41 (1,196,631)
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Bayesian methods, Daily economic index, Dynamic factor models, Fat Tails, Nowcasting, real-time data

5.

Risk Premia and Seasonality in Commodity Futures

Downloads 417 (176,035)

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, Ivan Petrella and Martín Sola
Universidad Torcuato Di Tella - Departamento de Economia, University of Turin - Collegio Carlo Alberto and Universidad Torcuato Di Tella
Downloads 413 (176,040)

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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, Ivan Petrella and Martin Sola
Universidad Torcuato Di Tella - Departamento de Economia, University of Turin - Collegio Carlo Alberto and Universidad Torcuato Di Tella
Downloads 4 (1,646,315)
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Commodity Futures, Nelson and Siegel, Risk premium, Seasonality, Theory of storage.

6.

Leverage and Deepening Business Cycle Skewness

Downloads 384 (193,032)
Citation 78

Leverage and Deepening Business Cycle Skewness

Number of pages: 63 Posted: 28 Aug 2017
Henrik Jensen, Ivan Petrella, Ivan Petrella, Søren Hove Ravn and Emiliano Santoro
University of Copenhagen - Department of Economics, University of Turin - Collegio Carlo Alberto, University of Copenhagen and University of Copenhagen - Department of Economics
Downloads 260 (290,639)
Citation 25

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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
Henrik Jensen, Ivan Petrella, Ivan Petrella, Søren Hove Ravn and Emiliano Santoro
University of Copenhagen - Department of Economics, University of Turin - Collegio Carlo Alberto, University of Copenhagen and University of Copenhagen - Department of Economics
Downloads 121 (598,810)
Citation 53

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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
Henrik Jensen, Ivan Petrella, Ivan Petrella, Søren Hove Ravn and Emiliano Santoro
University of Copenhagen - Department of Economics, University of Turin - Collegio Carlo Alberto, University of Copenhagen and University of Copenhagen - Department of Economics
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business cycles, credit constraints, Deleveraging, Skewness

7.

Price Dividend Ratio and Long-Run Stock Returns: A Score Driven State Space Model

Downloads 285 (268,226)
Citation 21

Price Dividend Ratio and Long-Run Stock Returns: A Score Driven State Space Model

Bank of Italy Temi di Discussione (Working Paper) No. 1296
Number of pages: 63 Posted: 13 Oct 2020
Davide Delle Monache, Ivan Petrella, Ivan Petrella and Fabrizio Venditti
Bank of Italy, University of Turin - Collegio Carlo Alberto and European Central Bank (ECB)
Downloads 168 (446,272)
Citation 20

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state space models, time-varying parameters, score-driven models, equity premium, present-value models

Price Dividend Ratio and Long-Run Stock Returns: A Score Driven State Space Model

ECB Working Paper No. 2369
Number of pages: 83 Posted: 03 Feb 2020
Davide Delle Monache, Ivan Petrella, Ivan Petrella and Fabrizio Venditti
Bank of Italy, University of Turin - Collegio Carlo Alberto and European Central Bank (ECB)
Downloads 113 (639,071)

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equity premium, present-value models., score-driven models, state space models, time-varying parameters

Price Dividend Ratio and Long-Run Stock Returns: A Score Driven State Space Model

CEPR Discussion Paper No. DP14107
Number of pages: 69 Posted: 04 Dec 2019
Davide Delle Monache, Ivan Petrella, Ivan Petrella and Fabrizio Venditti
Bank of Italy, University of Turin - Collegio Carlo Alberto and European Central Bank (ECB)
Downloads 4 (1,646,315)
Citation 1
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Equity premium, present-value models, score-driven models, State space models, time-varying parameters

8.

Speculation in the Oil Market

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Citation 20

Speculation in the Oil Market

CEPR Discussion Paper No. DP9808
Number of pages: 37 Posted: 02 Jun 2014
Luciana Juvenal, Ivan Petrella and Ivan Petrella
Federal Reserve Bank of Saint Louis and University of Turin - Collegio Carlo Alberto
Downloads 2 (1,657,086)
Citation 20
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DFM, oil prices, speculation

9.

Terms-of-Trade Shocks are Not All Alike

Downloads 249 (307,444)
Citation 1

Terms-of-Trade Shocks are Not All Alike

IMF Working Paper No. 2020/280
Number of pages: 62 Posted: 26 Jan 2021
Federico Di Pace, Luciana Juvenal, Ivan Petrella and Ivan Petrella
Bank of England, International Monetary Fund (IMF) and University of Turin - Collegio Carlo Alberto
Downloads 134 (545,263)

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Terms-of-Trade Shocks are Not all Alike

Bank of England Working Paper No. 901
Number of pages: 30 Posted: 12 Jan 2021
Federico Di Pace, Luciana Juvenal, Ivan Petrella and Ivan Petrella
Bank of England, International Monetary Fund (IMF) and University of Turin - Collegio Carlo Alberto
Downloads 115 (625,060)
Citation 1

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Terms of trade, commodity prices, business cycles, world shocks

10.

Factor Demand Linkages, Technology Shocks and the Business Cycle

Downloads 228 (343,660)
Citation 5

Factor Demand Linkages, Technology Shocks and the Business Cycle

Number of pages: 43 Posted: 04 Nov 2010
Sean Holly, Ivan Petrella and Ivan Petrella
University of Cambridge - Department of Applied Economics and University of Turin - Collegio Carlo Alberto
Downloads 116 (629,668)
Citation 5

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

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, Ivan Petrella and Ivan Petrella
University of Cambridge - Department of Applied Economics and University of Turin - Collegio Carlo Alberto
Downloads 112 (648,902)

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

11.

Asset Market Participation, Redistribution, and Asset Pricing

WBS Finance Group Research Paper
Number of pages: 90 Posted: 05 Dec 2023
Francesco Saverio Gaudio, Ivan Petrella, Ivan Petrella and Emiliano Santoro
Sapienza University of Rome, University of Turin - Collegio Carlo Alberto and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 215 (359,492)

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Consumption, Income, Heterogeneity, Limited participation, Asset pricing.

12.

Aggregate skewness and the business cycle

Downloads 202 (393,598)
Citation 5

Aggregate skewness and the business cycle

European Stability Mechanism Working Paper No. 53
Number of pages: 48 Posted: 01 Aug 2022
Martin Iseringhausen, Ivan Petrella, Ivan Petrella and Konstantinos Theodoridis
European Stability Mechanism, University of Turin - Collegio Carlo Alberto and Cardiff University
Downloads 200 (395,764)
Citation 4

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Business cycles, downside risk, skewness

Aggregate Skewness and the Business Cycle

CEPR Discussion Paper No. DP17162
Number of pages: 46 Posted: 31 May 2022
Martin Iseringhausen, Ivan Petrella, Ivan Petrella and Konstantinos Theodoridis
European Stability Mechanism, University of Turin - Collegio Carlo Alberto and European Stability Mechanism
Downloads 2 (1,657,086)
Citation 1
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Asymmetry, Principal Component Analysis, Quantile regression, VAR

13.

Aggregate Fluctuations and the Cross-Sectional Dynamics of Firm Growth

Downloads 199 (389,821)

Aggregate Fluctuations and the Cross-Sectional Dynamics of Firm Growth

Number of pages: 34 Posted: 19 Apr 2011
Sean Holly, Ivan Petrella, Ivan Petrella and Emiliano Santoro
University of Cambridge - Department of Applied Economics, University of Turin - Collegio Carlo Alberto and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 137 (541,724)

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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, Ivan Petrella and Emiliano Santoro
University of Cambridge - Department of Applied Economics, University of Turin - Collegio Carlo Alberto and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 62 (976,517)

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Business Cycle, Corporate Growth, Asymmetric Exponential Power Distribution

14.

Structural Scenario Analysis with SVARs

Journal of Monetary Economics, Forthcoming
Number of pages: 37 Posted: 23 Sep 2020
Juan Antolin-Diaz, Ivan Petrella, Ivan Petrella and Juan F. Rubio-Ramírez
Massachusetts Institute of Technology (MIT), University of Turin - Collegio Carlo Alberto and Emory University
Downloads 182 (415,884)

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Conditional forecasts, SVARs, Bayesian methods, Forward guidance, Stress testing

15.

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, Ivan Petrella and Emiliano Santoro
University of Turin - Collegio Carlo Alberto and University of Copenhagen - Department of Economics
Downloads 158 (477,517)
Citation 2

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

16.

Adaptive Models and Heavy Tails

Downloads 140 (524,371)
Citation 18

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, Ivan Petrella and Ivan Petrella
Bank of Italy and University of Turin - Collegio Carlo Alberto
Downloads 73 (863,736)
Citation 7

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

Adaptive Models and Heavy Tails

Bank of England Working Paper No. 577
Number of pages: 63 Posted: 09 Jan 2016
Ivan Petrella, Ivan Petrella and Davide Delle Monache
University of Turin - Collegio Carlo Alberto and Bank of Italy
Downloads 67 (912,349)
Citation 11

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

17.

The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy

ECB Working Paper No. 2025/3028
Number of pages: 69 Posted: 18 Feb 2025
Andrea De Polis, Leonardo Melosi, Ivan Petrella and Ivan Petrella
University of Strathclyde, University of Warwick and University of Turin - Collegio Carlo Alberto
Downloads 138 (537,489)
Citation 3

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asymmetric risks, balance of inflation risks, flexible average inflation targetin, optimal monetary policy, risk-adjusted inflation targeting

18.

A Survey-based Measure of Asymmetric Macroeconomic Risk in the Euro Area

European Stability Mechanism Working Paper No. 68
Number of pages: 57 Posted: 14 Feb 2025
Sara Boni, Martin Iseringhausen, Ivan Petrella, Ivan Petrella and Konstantinos Theodoridis
Technische Universität München (TUM), European Stability Mechanism, University of Turin - Collegio Carlo Alberto and European Stability Mechanism
Downloads 128 (592,433)

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Economic sentiment, principal components, quantile regression

19.

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, Ivan Petrella and Emiliano Santoro
Fondazione Eni Enrico Mattei (FEEM), University of Turin - Collegio Carlo Alberto and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 125 (580,653)
Citation 2

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Firm Growth, Size, Age, Conditional Quantile

20.

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

Downloads 125 (576,708)
Citation 1

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, Ivan Petrella and Emiliano Santoro
University of Turin - Collegio Carlo Alberto and University of Copenhagen - Department of Economics
Downloads 71 (879,563)

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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

Number of pages: 44 Posted: 14 Jan 2012
Ivan Petrella, Ivan Petrella and Emiliano Santoro
University of Turin - Collegio Carlo Alberto and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 54 (1,038,620)
Citation 1

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

21.

Loss Aversion and the Asymmetric Transmission of Monetary Policy

Downloads 122 (592,433)
Citation 8

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
Edoardo Gaffeo, Ivan Petrella, Ivan Petrella, Damjan Pfajfar and Emiliano Santoro
University of Trento - Department of Economics and Management, University of Turin - Collegio Carlo Alberto, Federal Reserve Bank of Cleveland and University of Copenhagen - Department of Economics
Downloads 98 (710,325)
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
Edoardo Gaffeo, Ivan Petrella, Ivan Petrella, Damjan Pfajfar and Emiliano Santoro
University of Trento - Department of Economics and Management, University of Turin - Collegio Carlo Alberto, Federal Reserve Bank of Cleveland and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 24 (1,445,011)
Citation 7
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asymmetry, business cycle, monetary policy, prospect theory

22.

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
Edoardo Gaffeo, Ivan Petrella, Ivan Petrella, Damjan Pfajfar and Emiliano Santoro
Universita degli Studi - Department of Economics, University of Turin - Collegio Carlo Alberto, Federal Reserve Bank of Cleveland and University of Copenhagen - Department of Economics
Downloads 87 (765,566)
Citation 1

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Reference-dependent Preferences, Asymmetry, Monetary policy

23.

Asymmetry Reversals and the Business Cycle

FEEM Working Paper No. 54.2013
Number of pages: 29 Posted: 21 Jun 2013
Roberta Distante, Ivan Petrella, Ivan Petrella and Emiliano Santoro
Fondazione Eni Enrico Mattei (FEEM), University of Turin - Collegio Carlo Alberto and University of Copenhagen - Department of Economics
Downloads 79 (816,709)
Citation 1

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Corporate Growth, Conditional Quantiles, Business Cycles, Asymmetry Reversals

24.

Reference-Dependent Preferences and the Transmission of Monetary Policy

Number of pages: 34 Posted: 11 Nov 2010
Edoardo Gaffeo, Ivan Petrella, Ivan Petrella, Damjan Pfajfar and Emiliano Santoro
Università degli Studi di Udine - Department of Economics, University of Turin - Collegio Carlo Alberto, Federal Reserve Bank of Cleveland and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 60 (970,490)
Citation 1

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Reference-dependent Preferences, Asymmetry, Monetary policy

25.

Unveiling the Dance of Commodity Prices and the Global Financial Cycle

IMF Working Paper No. 2024/082
Number of pages: 61 Posted: 11 Apr 2024
Luciana Juvenal, Ivan Petrella and Ivan Petrella
International Monetary Fund (IMF) and University of Turin - Collegio Carlo Alberto
Downloads 59 (970,490)
Citation 5

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26.

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, Ivan Petrella, Raffaele Rossi and Emiliano Santoro
University of Turin - Collegio Carlo Alberto, Lancaster University and University of Copenhagen - Department of Economics
Downloads 57 (989,921)

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

27.

Structural Scenario Analysis with Svars

CEPR Discussion Paper No. DP12579
Number of pages: 74 Posted: 16 Jan 2018 Last Revised: 02 Mar 2020
Juan Antolin-Diaz, Ivan Petrella, Ivan Petrella and Juan F. Rubio-Ramírez
Fulcrum Asset Management, University of Turin - Collegio Carlo Alberto and Emory University
Downloads 56 (1,031,043)
Citation 29
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Bayesian methods, Conditional forecasts, forward guidance, Stress Testing, SVARs

28.

The Power of Prices: How Fast Do Commodity Markets Adjust to Shocks?

IMF Working Paper No. 2024/077
Number of pages: 27 Posted: 12 Dec 2024
Christian Bogmans, Andreas Pescatori, Ivan Petrella, Ivan Petrella, Ervin Prifti and Martin Stuermer
International Monetary Fund (IMF), International Monetary Fund (IMF), University of Turin - Collegio Carlo Alberto, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 55 (1,010,164)

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Commodities, international trade, price elasticities, demand, supply, energy, agriculture, minerals, metals.

29.

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, Ivan Petrella, Raffaele Rossi and Emiliano Santoro
University of Turin - Collegio Carlo Alberto, Lancaster University and University of Copenhagen - Department of Economics
Downloads 54 (1,020,567)
Citation 1

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

30.

How far ahead can the EIA forecast oil market developments?

Number of pages: 26 Posted: 17 Nov 2025
Anthony Garratt, Ivan Petrella, Ivan Petrella and Yunyi Zhang
University of Warwick, University of Turin - Collegio Carlo Alberto and Xiamen University
Downloads 37 (1,236,159)

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EIA forecasts, oil market, forecast horizon, forecast path, non-convergent forecasts.

31.

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
Davide Delle Monache, Ivan Petrella, Ivan Petrella and Fabrizio Venditti
Bank of Italy, University of Turin - Collegio Carlo Alberto and Bank of Italy
Downloads 17 (1,481,165)
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Business cycle, financial stress., score-driven models, State space models, time-varying parameters

32.

Terms-of-Trade Shocks are Not All Alike

CEPR Discussion Paper No. DP14594
Number of pages: 104 Posted: 08 May 2020 Last Revised: 22 Sep 2021
Luciana Juvenal, Ivan Petrella and Ivan Petrella
International Monetary Fund (IMF) and University of Turin - Collegio Carlo Alberto
Downloads 11 (1,534,404)
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business cycles, commodity prices, terms of trade, World Shocks

33.

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, Ivan Petrella and Ivan Petrella
Fulcrum Asset Management, London School of Economics & Political Science (LSE) and University of Turin - Collegio Carlo Alberto
Downloads 7 (1,561,096)
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Bayesian methods, dynamic factor models, long-run growth, mixed frequencies, real-time forecasting

34.

Discretion vs. Timeless Perspective Under Model-Consistent Stabilization Objectives

CEPR Discussion Paper No. DP9731
Number of pages: 16 Posted: 14 Nov 2013
Ivan Petrella, Ivan Petrella, Raffaele Rossi and Emiliano Santoro
University of Turin - Collegio Carlo Alberto, Lancaster University and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 4 (1,575,921)
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Discretion, Loss of Social Welfare, Monetary Policy, Timeless Perspective

35.

Time-Varying Price Flexibility and Inflation Dynamics

CEPR Discussion Paper No. DP13027
Number of pages: 59 Posted: 03 Jul 2018 Last Revised: 04 Oct 2019
Ivan Petrella, Ivan Petrella, Emiliano Santoro and Lasse de la Porte Simonsen
University of Turin - Collegio Carlo Alberto, University of Copenhagen - Department of Economics and University of London - Birkbeck College
Downloads 3 (1,579,934)
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inflation, price flexibility, Ss models

36.

Bank Assets, Liquidity and Credit Cycles

CEPR Discussion Paper No. DP13831
Number of pages: 43 Posted: 30 Jul 2019
Federico Lubello, Ivan Petrella, Ivan Petrella and Emiliano Santoro
Banque Centrale du Luxembourg, University of Turin - Collegio Carlo Alberto and University of Copenhagen - Department of Economics
Downloads 2 (1,584,314)
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Bank Collateral, Banking, capital misallocation, liquidity, macroprudential policy

37.

Tracking the Slowdown in Long-Run GDP Growth

Posted: 12 Apr 2016 Last Revised: 18 Apr 2016
Ivan Petrella, Ivan Petrella, Juan Antolin-Diaz and Thomas Drechsel
University of Turin - Collegio Carlo Alberto, 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