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 0 146 1 3 4 216
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 1 2 3 81
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 3 6 7 154
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 4 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 4 6 9 176
Bayesian Compressed Vector Autoregressions 0 0 0 232 2 5 7 435
Bayesian Compressed Vector Autoregressions 0 0 0 31 1 5 6 75
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 5 7 99
Bayesian Compressed Vector Autoregressions 0 1 2 30 0 2 4 50
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 59 1 1 3 168
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 23 2 5 10 139
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 3 9 12 115
Cash Flow News and Stock Price Dynamics 0 0 1 12 2 6 7 35
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 1 5 1 4 9 21
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 24 4 4 8 86
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 1 2 4 108
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 3 5 97
Forecasting Stock Returns under Economic Constraints 0 1 1 116 1 4 8 253
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 2 4 7 86
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 1 37 2 4 8 171
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 1 170 3 6 8 533
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 3 9 14 507
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 1 3 4 553
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 627 0 2 8 1,565
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 3 7 11 561
High-frequency Cash Flow Dynamics 0 0 1 37 4 6 11 155
Learning, Structural Instability and Present Value Calculations 0 0 0 55 4 7 7 252
Learning, Structural Instability and Present Value Calculations 0 0 0 61 1 3 5 329
Learning, Structural Instability and Present Value Calculations 0 0 0 138 1 7 13 714
Learning, structural instability and present value calculations 0 0 0 31 1 3 4 270
Learning, structural instability and present value calculations 0 0 1 146 2 5 8 527
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 1 48 4 9 9 85
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 98 1 4 8 86
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 1 4 10 52
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 2 31 1 4 9 82
Macroeconomic Forecasting with Large Language Models 1 4 16 56 18 29 79 138
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 1 1 81 2 4 6 121
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 3 5 7 96
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 2 3 62
Optimal portfolio choice under decision-based model combinations 0 0 0 30 2 4 4 86
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 2 3 4 70
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 5 8 11 91
Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 0 2 2 19 0 5 6 45
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 1 4 5 156
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 1 6 275
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 3 3 5 87
Total Working Papers 2 12 35 3,667 98 231 397 10,143

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 13 22 24 129
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 1 1 16 7 18 20 69
Bayesian compressed vector autoregressions 0 0 0 36 2 6 11 125
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 41 2 3 10 112
Cash Flow News and Stock Price Dynamics 0 0 0 19 2 3 5 159
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 2 6 6 0 3 13 13
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model 0 1 1 1 1 2 7 9
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 13 1 7 20 69
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 2 328 3 5 11 936
Forecasting stock returns under economic constraints 0 0 1 88 6 8 19 266
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 0 3 8 57
Granger causality, exogeneity, cointegration, and economic policy analysis 0 1 1 56 2 6 8 304
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 2 7 8 288
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 3 4 6 53
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 1 5 9 37
Payout suspensions during the Covid-19 pandemic 0 0 1 1 1 1 3 6
Predictability of stock returns and asset allocation under structural breaks 0 0 1 178 4 5 13 528
Total Journal Articles 0 6 16 870 50 108 195 3,160

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Statistics updated 2026-01-09