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 0 0 18 96
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 1 17 230
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 2 3 16 164
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 1 108 0 2 27 196
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 2 18 88
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 2 13 106
Bayesian Compressed Vector Autoregressions 0 0 1 233 0 1 15 444
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 23 3 6 24 155
Bond Return Predictability: Economic Value and Links to the Macroeconomy 1 1 1 60 2 2 15 181
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 0 3 20 126
Cash Flow News and Stock Price Dynamics 0 0 1 13 2 3 17 46
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 1 11 26
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 24 0 0 12 94
Double Descent and Benign Overfitting in Macroeconomic Forecasting 1 15 15 15 1 12 12 12
Financial Statements and Macroeconomic Dynamics 0 0 0 0 0 0 0 0
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 0 0 8 114
Forecasting Stock Returns under Economic Constraints 0 0 1 116 2 2 10 258
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 0 7 101
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 2 3 17 98
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 37 0 0 12 179
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 2 28 524
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 170 0 3 26 552
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 0 0 14 564
Forecasting Time Series Subject to Multiple Structural Breaks 1 1 1 628 3 13 41 1,603
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 0 2 23 577
High-frequency Cash Flow Dynamics 0 1 1 38 1 4 16 165
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 0 14 718
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 1 16 342
Learning, Structural Instability and Present Value Calculations 0 0 0 55 0 0 15 260
Learning, structural instability and present value calculations 0 0 0 31 0 0 15 281
Learning, structural instability and present value calculations 0 0 0 146 0 3 17 539
MACROCAST: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting 17 17 17 17 1 1 1 1
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 1 24 100
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 32 0 2 25 101
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 0 1 11 93
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 1 12 59
Macroeconomic Forecasting with Large Language Models 0 2 15 64 3 30 119 218
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 1 81 1 1 17 133
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 0 6 65
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 0 1 13 104
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 13 95
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 0 1 11 78
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 2 41 0 3 24 105
Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 0 0 3 20 0 0 11 51
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 2 16 167
The Forecasing time series subject to multiple structure breaks 0 0 0 0 1 1 7 281
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 0 17 100
Total Working Papers 20 37 66 3,717 25 116 850 10,721

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 0 1 32 138
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 0 0 42 92
Bayesian compressed vector autoregressions 0 0 0 36 1 2 20 137
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 1 42 3 6 17 125
Cash Flow News and Stock Price Dynamics 0 1 2 21 0 1 12 168
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 2 3 23 24
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model 0 0 1 1 0 2 13 18
Forecasting Macroeconomic Variables Under Model Instability 0 0 0 13 2 2 20 82
Forecasting Time Series Subject to Multiple Structural Breaks 0 3 4 331 0 8 22 952
Forecasting stock returns under economic constraints 0 0 0 88 0 1 17 274
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 1 3 10 64
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 0 1 11 308
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 0 2 14 294
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 1 2 20 69
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 0 0 16 46
Payout suspensions during the Covid-19 pandemic 0 0 0 1 0 1 12 17
Predictability of stock returns and asset allocation under structural breaks 1 1 1 179 3 6 22 543
Total Journal Articles 1 6 17 877 13 41 323 3,351

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Statistics updated 2026-08-07