BIROn - Birkbeck Institutional Research Online
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    Number of items: 8.

    Dynamic Factor Models

    Monache, D.D. and Petrella, Ivan and Venditti, F. (2016) Common faith or parting ways? A time varying parameters factor analysis of Euro-area inflation. In: Hillebrand, E. and Koopman, S.J. (eds.) Dynamic Factor Models. Advances in Econometrics 35 35. Emerald, pp. 539-565. ISBN 9781785603532.

    Economics Letters

    Petrella, Ivan and Rossi, R. and Santoro, E. (2014) Discretion vs. timeless perspective under model-consistent stabilization objectives. Economics Letters 122 (1), pp. 84-88. ISSN 0165-1765.

    Journal of Applied Econometrics

    Juvenal, L. and Petrella, Ivan (2014) Speculation in the oil market. Journal of Applied Econometrics 30 (4), pp. 621-649. ISSN 0883-7252.

    Journal of Economic Dynamics and Control

    Petrella, Ivan and Santoro, E. (2012) Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries. Journal of Economic Dynamics and Control 36 (5), pp. 779-794. ISSN 0165-1889.

    Petrella, Ivan and Santoro, E. (2011) Input–output interactions and optimal monetary policy. Journal of Economic Dynamics and Control 35 (11), pp. 1817-1830. ISSN 0165-1889.

    Journal of Monetary Economics

    Santoro, E. and Petrella, Ivan and Pfajfar, D. and Gaffeo, E. (2014) Loss aversion and the asymmetric transmission of monetary policy. Journal of Monetary Economics 68 , pp. 19-36. ISSN 0304-3932.

    Journal of the Royal Statistical Society Series A

    Holly, S. and Petrella, Ivan and Santoro, E. (2013) Aggregate fluctuations and the cross-sectional dynamics of firm growth. Journal of the Royal Statistical Society Series A 176 (2), pp. 459-479. ISSN 0964-1998.

    Review of Economics and Statistics

    Holly, S. and Petrella, Ivan (2012) Factor demand linkages, technology shocks, and the business cycle. Review of Economics and Statistics 94 (4), pp. 948-963. ISSN 0034-6535.

    This list was generated on Sat Jul 20 06:20:35 2024 BST.