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 4 17 230
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 1 18 96
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 4 14 162
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 1 7 28 196
Bayesian Compressed Vector Autoregressions 0 1 1 233 0 5 15 444
Bayesian Compressed Vector Autoregressions 0 0 0 31 2 5 18 88
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 3 13 106
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 1 5 20 126
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 59 0 2 13 179
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 23 1 5 22 152
Cash Flow News and Stock Price Dynamics 0 0 1 13 0 3 15 44
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 0 1 10 25
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 24 0 4 12 94
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 0 2 8 114
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 1 8 101
Forecasting Stock Returns under Economic Constraints 0 0 1 116 0 0 8 256
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 37 0 2 13 179
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 0 2 16 96
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 627 2 17 40 1,600
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 0 5 14 564
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 7 28 524
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 170 2 11 26 552
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 0 4 23 577
High-frequency Cash Flow Dynamics 0 1 1 38 0 5 16 164
Learning, Structural Instability and Present Value Calculations 0 0 0 55 0 1 15 260
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 3 16 342
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 2 14 718
Learning, structural instability and present value calculations 0 0 1 146 2 3 18 539
Learning, structural instability and present value calculations 0 0 0 31 0 1 15 281
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 1 4 12 93
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 32 2 9 25 101
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 1 24 100
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 1 3 13 59
Macroeconomic Forecasting with Large Language Models 2 4 17 64 10 48 125 215
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 1 81 0 6 17 132
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 3 13 104
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 1 13 95
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 0 5 11 78
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 2 2 41 2 10 24 105
Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 0 0 3 20 0 3 11 51
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 2 5 16 167
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 2 7 280
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 3 17 100
Total Working Papers 2 8 36 3,683 31 218 836 10,685

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 3 33 138
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 0 2 42 92
Bayesian compressed vector autoregressions 0 0 0 36 0 6 20 136
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 1 42 1 3 15 122
Cash Flow News and Stock Price Dynamics 1 1 2 21 1 4 13 168
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 0 3 21 22
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model 0 0 1 1 1 3 15 18
Forecasting Macroeconomic Variables Under Model Instability 0 0 0 13 0 1 18 80
Forecasting Time Series Subject to Multiple Structural Breaks 1 3 4 331 3 10 24 952
Forecasting stock returns under economic constraints 0 0 0 88 0 4 17 274
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 0 3 10 63
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 0 3 11 308
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 0 3 14 294
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 3 20 68
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 0 4 16 46
Payout suspensions during the Covid-19 pandemic 0 0 0 1 1 3 12 17
Predictability of stock returns and asset allocation under structural breaks 0 0 0 178 2 5 23 540
Total Journal Articles 2 5 16 876 9 63 324 3,338

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Statistics updated 2026-07-10