Discussion paper DP15109 Modeling and Forecasting Macroeconomic Downside Risk Davide Delle Monache Andrea De Polis Ivan Petrella 17 Feb 2022 Monetary Economics and Fluctuations E32 E44 C53
VoxEU Column COVID-19 and the stock market: Long-term valuations Ivan Petrella Fabrizio Venditti Davide Delle Monache 24 Aug 2020 COVID-19 Financial Markets
Discussion paper DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model Davide Delle Monache Ivan Petrella Fabrizio Venditti 7 Nov 2019 Financial Economics Monetary Economics and Fluctuations C32 C51 C53 E44 G12
Discussion paper DP11599 Adaptive state space models with applications to the business cycle and financial stress Ivan Petrella Fabrizio Venditti Davide Delle Monache 3 Nov 2016 Monetary Economics and Fluctuations C22 C32 C51 C53 E31