Access Statistics for Davide Pettenuzzo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 8 10 11 89
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 5 7 9 221
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 3 7 9 157
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 3 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 7 12 16 183
Bayesian Compressed Vector Autoregressions 0 0 0 31 2 6 8 77
Bayesian Compressed Vector Autoregressions 0 0 0 38 3 5 10 102
Bayesian Compressed Vector Autoregressions 0 0 2 30 1 1 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 232 4 8 11 439
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 59 5 6 8 173
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 3 7 15 118
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 23 7 9 17 146
Cash Flow News and Stock Price Dynamics 0 0 1 12 3 6 10 38
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 2 3 9 23
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 24 2 6 10 88
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 3 5 7 111
Forecasting Stock Returns under Economic Constraints 0 0 0 54 2 3 6 99
Forecasting Stock Returns under Economic Constraints 0 1 1 116 2 5 10 255
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 4 8 10 90
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 1 37 5 8 13 176
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 4 6 8 557
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 627 9 9 16 1,574
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 9 14 23 516
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 1 170 4 9 12 537
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 9 15 20 570
High-frequency Cash Flow Dynamics 0 0 1 37 4 9 14 159
Learning, Structural Instability and Present Value Calculations 0 0 0 61 6 7 11 335
Learning, Structural Instability and Present Value Calculations 0 0 0 55 6 13 13 258
Learning, Structural Instability and Present Value Calculations 0 0 0 138 1 4 14 715
Learning, structural instability and present value calculations 0 0 1 146 5 8 13 532
Learning, structural instability and present value calculations 0 0 0 31 4 7 8 274
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 5 10 14 90
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 4 7 14 56
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 1 4 6 87
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 2 31 5 6 14 87
Macroeconomic Forecasting with Large Language Models 0 4 15 56 9 34 84 147
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 1 81 4 6 10 125
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 3 7 10 99
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 2 4 5 64
Optimal portfolio choice under decision-based model combinations 0 0 0 30 4 6 8 90
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 2 4 6 72
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 2 9 13 93
Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 0 0 2 19 0 2 6 45
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 6 7 11 162
The Forecasing time series subject to multiple structure breaks 0 0 0 0 3 3 8 278
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 8 11 13 95
Total Working Papers 0 7 32 3,667 190 346 572 10,333

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MIDAS approach to modeling first and second moment dynamics 0 0 0 19 5 26 29 134
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 15 28 35 84
Bayesian compressed vector autoregressions 0 0 0 36 2 5 13 127
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 41 4 6 14 116
Cash Flow News and Stock Price Dynamics 0 0 0 19 3 6 8 162
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 4 4 17 17
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model 0 0 1 1 5 6 11 14
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 13 3 9 21 72
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 328 3 7 14 939
Forecasting stock returns under economic constraints 0 0 1 88 2 10 18 268
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 3 4 9 60
Granger causality, exogeneity, cointegration, and economic policy analysis 0 1 1 56 0 6 8 304
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 3 7 11 291
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 4 8 9 57
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 0 1 8 37
Payout suspensions during the Covid-19 pandemic 0 0 1 1 6 7 9 12
Predictability of stock returns and asset allocation under structural breaks 0 0 1 178 2 7 15 530
Total Journal Articles 0 1 16 870 64 147 249 3,224

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Statistics updated 2026-02-12