Journal Publications
2022
Anesti, N., 骋补濒惫茫辞, A. B. and Miranda-Agrippino, S. (2022) "Uncertain Kingdom: nowcasting GDP and its revisions", Journal of Applied Econometrics, 37: 42-62.
Garratt, A. and Petrella, I. (2022) "Commodity prices and inflation risk", Journal of Applied Econometrics, forthcoming.
Garratt, A., Henkel, T. and Vahey, S. (2022). Empirically-transformed Linear Opinion Pools. International Journal of Forecasting. Forthcoming.
2021
Antolin-Diaz, J., Petrella, I. and Rubio-Ramirez, J. (2021) "Structural scenario analysis with SVARs", Journal of Monetary Economics, 117: 798-815.
Delle Monache, D., Venditti, F. and Petrella, I. (2021) "Price dividend ratio and long-run stock returns: a score driven state space model", Journal of 糖心TV and Economic Statistics, 39: 1054-1065.
Cascaldi-Garcia, D. and 骋补濒惫茫辞 ,A. B. (2021) "News and uncertainty shocks", Journal of Money Credit and Banking, 53: 779-811.
骋补濒惫茫辞, A. B., Garratt, A. and Mitchell, J. (2021) 鈥淗ow and when does judgment improve the accuracy of macroeconomic forecasts?鈥� International Journal of Forecasting, 37, 3, 1247-1260
Clements, M. P. and 骋补濒惫茫辞, A. B. (2021) "Measuring the effects of expectations shocks", Journal of Economic Dynamics and Control, 124, 104075
2020
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
2019
Garratt, A., Vahey, S. P. and Zhang, Y. (2019) "Real-time forecast combinations for the oil price", Journal of Applied Econometrics, 34, 3, 456-462
Bles, A. M. v. d., Linden, S. v. d., Freeman, A. L. J., Mitchell, J., 骋补濒惫茫辞, A. B., Zaval, L. and Spiegelhalter, D. (2019) "Communicating uncertainty about facts, numbers, and science", Royal Society Open Science , 6, 5, 181870
Carriero, A., 骋补濒惫茫辞, A. B. and Kapetanios, G. (2019) "A comprehensive evaluation of macroeconomic forecasting methods ", International Journal of Forecasting, 35, 4, 1226-1239
Lubello, F., Petrella, I. and Santoro, E. (2019) "Bank assets, liquidity and credit cycles", Journal of Economic Dynamics and Control, 105, 265-282
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
2018
骋补濒惫茫辞, A. B. and Owyang, M. T. (2018) "Financial stress regimes and the macroeconomy", Journal of Money, Credit and Banking, 50, 7, 1479-1505
Hevia, C., Petrella, I. and Sola, M. (2018) "Risk premia and seasonality in commodity futures", Journal of Applied Econometrics. 33: 853-873.
Distante, R., Petrella, I. and Santoro, E. (2018) "Gibrat's Law and quantile regressions : an application to firm growth", Economics Letters, 164, 5-9
Garratt, A., Lee, K. and Shields, K. K. (2018) "The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics", Canadian Journal of Economics, 51, 2, 391-418
2017
骋补濒惫茫辞, Ana (2017) "Data revisions and DSGE models", Journal of Econometrics, 196, 1, 2015-232
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