Ivan Petrella

University of Warwick

Gibbet Hill Rd.

Coventry, West Midlands CV4 8UW

United Kingdom

Centre for Economic Policy Research (CEPR)

London

United Kingdom

  • University of Warwick

  • Centre for Economic Policy Research (CEPR)

SCHOLARLY PAPERS

24

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18

CROSSREF CITATIONS

239

Scholarly Papers (24)

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1.

Leverage and Deepening Business Cycle Skewness

Downloads 259 (121,566)
Citation 50

Leverage and Deepening Business Cycle Skewness

Number of pages: 63 Posted: 28 Aug 2017
Henrik Jensen, Ivan Petrella, Søren Hove Ravn and Emiliano Santoro
University of Copenhagen - Department of Economics, University of Warwick, University of Copenhagen and University of Copenhagen - Department of Economics
Downloads 208 (150,606)
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
Henrik Jensen, Ivan Petrella, Søren Hove Ravn and Emiliano Santoro
University of Copenhagen - Department of Economics, University of Warwick, University of Copenhagen and University of Copenhagen - Department of Economics
Downloads 51 (403,119)
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
Henrik Jensen, Ivan Petrella, Søren Hove Ravn and Emiliano Santoro
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

2.

Risk Premia and Seasonality in Commodity Futures

Downloads 179 (173,214)

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 177 (174,918)

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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
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Commodity Futures, Nelson and Siegel, Risk premium, Seasonality, Theory of storage.

3.

Factor Demand Linkages, Technology Shocks and the Business Cycle

Downloads 147 (204,902)
Citation 3

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 74 (332,378)

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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 73 (334,908)
Citation 3

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

4.

Aggregate Fluctuations and the Cross-Sectional Dynamics of Firm Growth

Downloads 119 (241,658)

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 91 (292,573)

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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 28 (505,555)

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Business Cycle, Corporate Growth, Asymmetric Exponential Power Distribution

5.

Speculation in the Oil Market

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Citation 33

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 5
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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 83 (307,491)
Citation 2

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Firm Growth, Size, Age, Conditional Quantile

7.

Adaptive Models and Heavy Tails

Downloads 64 (355,638)
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 (473,840)
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 30 (494,375)
Citation 7

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

8.

Loss Aversion and the Asymmetric Transmission of Monetary Policy

Downloads 58 (373,535)
Citation 17

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, Damjan Pfajfar and Emiliano Santoro
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 58 (378,971)
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, Damjan Pfajfar and Emiliano Santoro
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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Citation 1
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asymmetry, business cycle, monetary policy, prospect theory

9.

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

Downloads 53 (389,707)

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 28 (505,555)

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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 25 (523,648)

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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
Edoardo Gaffeo, Ivan Petrella, Damjan Pfajfar and Emiliano Santoro
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 48 (406,758)
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 39 (441,304)
Citation 2

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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 28 (491,711)
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
Edoardo Gaffeo, Ivan Petrella, Damjan Pfajfar and Emiliano Santoro
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 19 (543,606)
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 17 (555,762)
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 15 (567,851)

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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
Juan Antolin-Diaz, Ivan Petrella and Juan Rubio Ramírez
Fulcrum Asset Management, University of Warwick and Emory University
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Bayesian methods, Conditional forecasts, probability distribution, SVARs

17.

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 and Fabrizio Venditti
Bank of Italy, University of Warwick and European Central Bank (ECB)
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Equity premium, present-value models, score-driven models, State space models, time-varying parameters

18.

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, Emiliano Santoro and Lasse de la Porte Simonsen
University of Warwick, University of Copenhagen - Department of Economics and University of London - Birkbeck College
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inflation, price flexibility, Ss models

19.

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 and Fabrizio Venditti
Bank of Italy, University of Warwick and Bank of Italy
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Business cycle, financial stress., score-driven models, State space models, time-varying parameters

20.

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

21.

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

22.

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

23.

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

24.

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