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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

SCHOLARLY PAPERS

37

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Top 17,174

in Total Papers Downloads

7,115

TOTAL CITATIONS
Rank 3,226

SSRN RANKINGS

Top 3,226

in Total Papers Citations

247

Scholarly Papers (37)

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.

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
Downloads 5 (1,646,315)
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3.
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

Abstract:

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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

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

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.
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

Abstract:

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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
Downloads 3 (1,657,086)
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business cycles, credit constraints, Deleveraging, Skewness

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

Abstract:

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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.
Downloads 2 (296,486)
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.
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

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.
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

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.
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

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

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