Journal Articles

• Garratt, A. and Petrella, I. (2021) "Commodity prices and inflation risk", Journal of Applied Econometrics
• Jensen, H., Petrella, I., Ravn, S. H. and Santoro, E. (2020) "Leverage and deepening business cycle skewness", American Economic Journal: Macroeconomics, 12, 1, 245-281
• Antolin-Diaz, J., Petrella, I. and Rubio-Ramirez, J. (2020) "Structural scenario analysis with SVARs", Journal of Monetary Economics
• Delle Monache, D., Venditti, F. and Petrella, I. (2020) "Price dividend ratio and long-run stock returns : a score driven state space model", Journal of Business and Economic Statistics
• Petrella, I., Rossi, R. and Santoro, E. (2019) "Monetary policy with sectoral trade-offs", The Scandinavian Journal of Economics, 121, 1, 55-88
• Delle Monache, D. and Petrella, I. (2019) "Efficient matrix approach for classical inference in state space models", Economics Letters, 181, 22-27
• Lubello, F., Petrella, I. and Santoro, E. (2019) "Bank assets, liquidity and credit cycles", Journal of Economic Dynamics and Control, 105, 265-282
• Distante, R., Petrella, I. and Santoro, E. (2018) "Gibrat's Law and quantile regressions : an application to firm growth", Economics Letters, 164, 5-9
• Hevia, C., Petrella, I. and Sola, M. (2018) "Risk premia and seasonality in commodity futures", Journal of Applied Econometrics, 33, 6, 853-873
• Delle Monache, D. and Petrella, I. (2017) "Adaptive models and heavy tails with an application to inflation forecasting", International Journal of Forecasting, 33, 2, 482-501
• Antolin-Diaz, J., Drechsel, T. and Petrella, I. (2017) "Tracking the slowdown in long-run GDP growth", Review of Economics and Statistics, 99, 2, 343-356
• Monache, D. D., Petrella, I. and Venditti, F. (2016) "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation", Advances in Econometrics, 35, 539-565
• Juvenal, L. and Petrella, I. (2015) "Speculation in the oil market", Journal of Applied Econometrics, 30, 4, 621-649
• Santoro, E., Petrella, I., Pfajfar, D. and Gaffeo, E. (2014) "Loss aversion and the asymmetric transmission of monetary policy", Journal of Monetary Economics, 68, 19-36
• Petrella, I., Rossi, R. and Santoro, E. (2014) "Discretion vs. timeless perspective under model-consistent stabilization objectives", Economics Letters, 122, 1, 84-88
• Holly, S., Petrella, I. and Santoro, E. (2013) "Aggregate fluctuations and the cross-sectional dynamics of firm growth", Journal of the Royal Statistical Society: Series A (Statistics in Society), 176, 2, 459-479
• Holly, S. and Petrella, I. (2013) "Factor demand linkages, technology shocks, and the business cycle", Review of Economics and Statistics, 94, 4, 948-963
• Petrella, I. 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, 779-794
• Petrella, I. and Santoro, E. (2011) "Input–output interactions and optimal monetary policy", Journal of Economic Dynamics and Control, 35, 11, 1817-1830