Speculation in the oil market L Juvenal, I Petrella Journal of Applied Econometrics, 2014 | 385 | 2014 |
Tracking the slowdown in long-run GDP growth J Antolin-Diaz, T Drechsel, I Petrella Review of Economics and Statistics 99 (2), 343-356, 2017 | 213 | 2017 |
Loss aversion and the asymmetric transmission of monetary policy E Santoro, I Petrella, D Pfajfar, E Gaffeo Journal of Monetary Economics 68, 19-36, 2014 | 110 | 2014 |
Structural scenario analysis with SVARs J Antolin-Diaz, I Petrella, JF Rubio-Ramírez Journal of Monetary Economics 117, 798-815, 2021 | 103 | 2021 |
Leverage and deepening business cycle skewness H Jensen, I Petrella, SH Ravn, E Santoro American Economic Journal: Macroeconomics 12, 245-281, 2020 | 83* | 2020 |
Factor demand linkages, technology shocks, and the business cycle S Holly, I Petrella Review of Economics and Statistics 94 (4), 948-963, 2012 | 79 | 2012 |
Modeling and forecasting macroeconomic downside risk A De Polis, D Delle Monache, I Petrella Journal of Business & Economic Statistics, 2023 | 70* | 2023 |
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails J Antolín-Díaz, T Drechsel, I Petrella Journal of Econometrics 238 (2), 105634, 2024 | 66* | 2024 |
Adaptive models and heavy tails with an application to inflation forecasting D Delle Monache, I Petrella International Journal of Forecasting, 2016 | 62* | 2016 |
Gibrat’s law and quantile regressions: An application to firm growth R Distante, I Petrella, E Santoro Economics letters 164, 5-9, 2018 | 48 | 2018 |
Terms-of-Trade Shocks are Not all Alike F Di Pace, L Juvenal, I Petrella CEPR Discussion Paper No. DP14594, 2020 | 40* | 2020 |
Input–output interactions and optimal monetary policy I Petrella, E Santoro Journal of Economic Dynamics and Control 35 (11), 1817-1830, 2011 | 36 | 2011 |
Monetary Policy with Sectoral Trade‐Offs I Petrella, R Rossi, E Santoro The Scandinavian Journal of Economics 121 (1), 55-88, 2019 | 34* | 2019 |
Aggregate fluctuations and the cross-sectional dynamics of firm growth S Holly, I Petrella, E Santoro Journal of the Royal Statistical Society Series A: Statistics in Society 176 …, 2013 | 26 | 2013 |
Time-varying price flexibility and inflation dynamics I Petrella, E Santoro, L de la Porte Simonsen Available at SSRN 3206793, 2018 | 25 | 2018 |
Inflation dynamics and real marginal costs: New evidence from US manufacturing industries I Petrella, E Santoro Journal of Economic Dynamics and Control 36 (5), 779-794, 2012 | 25 | 2012 |
Commodity prices and inflation risk A Garratt, I Petrella Journal of Applied Econometrics 37 (2), 392-414, 2022 | 18 | 2022 |
Price dividend ratio and long-run stock returns: A score-driven state space model DD Monache, I Petrella, F Venditti Journal of Business & Economic Statistics 39 (4), 1054-1065, 2021 | 18* | 2021 |
Adaptive state space models with applications to the business cycle and financial stress D Delle Monache, I Petrella, F Venditti CEPR Discussion Paper No. DP11599, 2016 | 18 | 2016 |
Risk premia and seasonality in commodity futures C Hevia, I Petrella, M Sola Journal of Applied Econometrics 33 (6), 853-873, 2018 | 17 | 2018 |