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Price dividend ratio and long-run stock returns : a score-driven state space model

Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065

Persistent link: https://www.econbiz.de/10012653225

Adaptive models and heavy tails with an application to inflation forecasting

Delle Monache, Davide; Petrella, Ivan - In: International journal of forecasting 33 (2017) 2, pp. 482-501

Persistent link: https://www.econbiz.de/10011922921

Efficient matrix approach for classical inference in state space models

Delle Monache, Davide; Petrella, Ivan - In: Economics letters 181 (2019), pp. 22-27

Persistent link: https://www.econbiz.de/10012121833

Modeling and forecasting macroeconomic downside risk

Delle Monache, Davide; De Polis, Andrea; Petrella, Ivan - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1010-1025

Persistent link: https://www.econbiz.de/10015053528

Inflation dynamics and real marginal costs : new evidence from US manufacturing industries

Petrella, Ivan; Santoro, Emiliano - In: Journal of economic dynamics & control 36 (2012) 5, pp. 779-794

Persistent link: https://www.econbiz.de/10009554302

Speculation in the oil market

Juvenal, Luciana; Petrella, Ivan - In: Journal of applied econometrics 30 (2015) 4, pp. 621-649

Persistent link: https://www.econbiz.de/10011332856

Factor demand linkages, technology shocks, and the business cycle

Holly, Sean; Petrella, Ivan - In: The review of economics and statistics 94 (2012) 4, pp. 948-963

Persistent link: https://www.econbiz.de/10009668454

Is there financial integration in the equity markets of the European Union?

Higson, Chris; Holly, Sean; Petrella, Ivan - In: Economics & finance research 1 (2013) 1, pp. 31-41

Both casual observation and empirical research suggest that developed equity markets around the world, including the major European markets, are now highly integrated. Financial integration is a key goal of the European Union (EU) and was one motive for the adoption of the euro. In this article,...

Persistent link: https://www.econbiz.de/10010469485

Discretion vs. timeless perspective under model-consistent stabilization objectives

Petrella, Ivan; Rossi, Raffaele; Santoro, Emiliano - In: Economics letters 122 (2014) 1, pp. 84-88

Persistent link: https://www.econbiz.de/10010393941

Loss aversion and the asymmetric transmission of monetary policy

Santoro, Emiliano; Petrella, Ivan; Pfajfar, Damjan; … - In: Journal of monetary economics 68 (2014), pp. 19-36

Persistent link: https://www.econbiz.de/10011290223