Discussion paper DP12579 Structural Scenario Analysis with SVARs Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-Ramírez 9 Jan 2018 Monetary Economics and Fluctuations C32 C53 E47
Discussion paper DP12239 Leverage and Deepening Business Cycle Skewness Ivan Petrella Henrik Jensen Søren Hove Ravn Emiliano Santoro 24 Aug 2017 International Macroeconomics and Finance Monetary Economics and Fluctuations E32 E44
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
Discussion paper DP11169 Risk Premia and Seasonality in Commodity Futures Ivan Petrella Martin Sola Constantino Hevia 15 Mar 2016 Financial Economics Monetary Economics and Fluctuations C22 G12 G13
Discussion paper DP10272 Following the Trend: Tracking GDP when Long-Run Growth is Uncertain Ivan Petrella Thomas Drechsel Juan Antolin-Diaz 30 Nov 2014 International Macroeconomics C32 E01 E23 E32 O47
Discussion paper DP10105 Loss Aversion and the Asymmetric Transmission of Monetary Policy Ivan Petrella Damjan Pfajfar Emiliano Santoro 10 Aug 2014 International Macroeconomics D03 D11 E32 E42 E52
Discussion paper DP9808 Speculation in the Oil Market Ivan Petrella Luciana Juvenal 2 Feb 2014 International Macroeconomics C32 D84 Q41 Q43
Discussion paper DP9731 Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives Ivan Petrella Emiliano Santoro 10 Nov 2013 International Macroeconomics E23 E32 E52