Teaching in 2020-2021
MSc Central Banking and Financial Regulation
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IB9Z0L: Advanced Monetary Policy
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IB9M4L: International Economics & Unconventional Monetary Policy
Postgraduate Research Finance and Econometrics
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IB9BL0: Advanced Topics in Finance
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IB9GG0: Econometric II
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IB9GH0: Econometrics I
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IB9GK0: Macroeconomics
Publications
Journal Articles
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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
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Antolin-Diaz, J., Petrella, I. and Rubio-Ramirez, J. (2020) "Structural scenario analysis with SVARs", Journal of Monetary Economics
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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
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Garratt, A. and Petrella, I. (2020) "Commodity prices and inflation risk", Journal of Applied Econometrics
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Lubello, F., Petrella, I. and Santoro, E. (2019) "Bank assets, liquidity and credit cycles", Journal of Economic Dynamics and Control, 105, 265-282
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Petrella, I., Rossi, R. and Santoro, E. (2019) "Monetary policy with sectoral trade-offs", The Scandinavian Journal of Economics, 121, 1, 55-88
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Delle Monache, D. and Petrella, I. (2019) "Efficient matrix approach for classical inference in state space models", Economics Letters, 181, 22-27
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Distante, R., Petrella, I. and Santoro, E. (2018) "Gibrat's Law and quantile regressions : an application to firm growth", Economics Letters, 164, 5-9
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Hevia, C., Petrella, I. and Sola, M. (2018) "Risk premia and seasonality in commodity futures", Journal of Applied Econometrics
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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
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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
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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
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Juvenal, L. and Petrella, I. (2015) "Speculation in the oil market", Journal of Applied Econometrics, 30, 4, 621-649
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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
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Petrella, I., Rossi, R. and Santoro, E. (2014) "Discretion vs. timeless perspective under model-consistent stabilization objectives", Economics Letters, 122, 1, 84-88
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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
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Holly, S. and Petrella, I. (2013) "Factor demand linkages, technology shocks, and the business cycle", Review of Economics and Statistics, 94, 4, 948-963
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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
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Petrella, I. and Santoro, E. (2011) "Input–output interactions and optimal monetary policy", Journal of Economic Dynamics and Control, 35, 11, 1817-1830