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 1 2 145 8 10 22 126
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 1 1 43 1 3 9 68
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 2 60 0 3 15 123
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 1 6 66 0 2 25 52
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 4 98 0 2 12 134
Bayesian Compressed Vector Autoregressions 0 1 5 225 1 3 18 403
Bayesian Compressed Vector Autoregressions 0 0 0 37 0 2 9 80
Bayesian Compressed Vector Autoregressions 0 0 1 23 1 3 15 31
Bayesian Compressed Vector Autoregressions 1 1 2 28 1 3 11 55
Bond Return Predictability: Economic Value and Links to the Macroeconomy 1 1 3 13 5 6 18 49
Bond Return Predictability: Economic Value and Links to the Macroeconomy 1 1 3 56 5 6 20 134
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 3 38 3 5 17 64
Forecasting Macroeconomic Variables under Model Instability 0 0 4 94 0 1 13 88
Forecasting Stock Returns under Economic Constraints 0 0 0 115 2 2 10 220
Forecasting Stock Returns under Economic Constraints 0 0 0 52 3 3 7 75
Forecasting Stock Returns: A Predictor-Constrained Approach 1 1 4 36 4 4 11 33
Forecasting Stock Returns: A Predictor-Constrained Approach 0 1 2 31 2 6 23 72
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 165 0 0 4 478
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 198 1 2 5 527
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 0 5 512
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 3 618 3 6 25 1,459
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 1 133 1 3 11 436
High-frequency Cash Flow Dynamics 0 1 5 23 1 4 19 64
Learning, Structural Instability and Present Value Calculations 0 0 0 61 1 3 8 316
Learning, Structural Instability and Present Value Calculations 0 0 0 54 0 0 5 237
Learning, Structural Instability and Present Value Calculations 0 0 1 136 1 2 11 688
Learning, structural instability and present value calculations 0 0 1 31 0 2 6 259
Learning, structural instability and present value calculations 1 1 1 142 3 3 7 491
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 3 14 69 2 8 26 58
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 17 3 6 14 38
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 30 3 5 12 67
Optimal portfolio choice under decision-based model combinations 0 0 2 30 4 5 9 67
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 1 37 1 1 11 65
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 32 0 5 16 49
Return Predictability under Equilibrium Constraints on the Equity Premium 1 1 1 28 4 6 8 144
The Forecasing time series subject to multiple structure breaks 0 0 0 0 1 3 4 260
To Predict the Equity Market, Consult Economic Theory 0 0 1 65 1 2 7 66
Total Working Papers 6 16 73 3,196 66 130 468 8,088


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 1 2 4 10 2 3 14 65
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 1 2 2 0 2 6 6
Bayesian compressed vector autoregressions 1 1 10 10 5 8 34 34
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 5 0 0 7 30
Forecasting Time Series Subject to Multiple Structural Breaks 1 1 7 297 4 8 34 823
Forecasting stock returns under economic constraints 0 1 3 48 3 4 15 149
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 49 0 4 9 210
Learning, Structural Instability, and Present Value Calculations 0 0 3 50 0 0 6 268
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 0 4 4 9 22
Predictability of stock returns and asset allocation under structural breaks 0 1 6 135 0 2 14 403
Total Journal Articles 3 7 37 606 18 35 148 2,010


Statistics updated 2020-02-04