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 0 74
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 1 1 42 208
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 1 63 2 5 7 136
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 69 0 0 0 71
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 106 0 0 4 157
Bayesian Compressed Vector Autoregressions 0 0 0 30 0 1 3 67
Bayesian Compressed Vector Autoregressions 0 0 1 27 0 0 2 44
Bayesian Compressed Vector Autoregressions 0 0 0 37 0 0 1 89
Bayesian Compressed Vector Autoregressions 0 0 3 230 0 1 9 423
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 58 0 1 2 156
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 41 0 1 4 94
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 20 3 5 15 117
Cash Flow News and Stock Price Dynamics 0 0 0 10 0 0 1 22
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 1 1 9 23 2 3 20 68
Forecasting Macroeconomic Variables under Model Instability 0 0 1 97 0 0 6 102
Forecasting Stock Returns under Economic Constraints 1 1 2 54 1 1 4 90
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 0 7 241
Forecasting Stock Returns: A Predictor-Constrained Approach 1 2 2 42 3 7 11 59
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 33 2 7 15 137
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 1 2 490
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 624 2 2 17 1,529
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 0 0 0 523
Forecasting Time Series Subject to Multiple Structural Breaks 1 1 1 200 1 1 1 545
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 1 1 2 142 3 4 23 498
High-frequency Cash Flow Dynamics 0 0 0 35 3 8 12 121
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 0 4 322
Learning, Structural Instability and Present Value Calculations 0 0 0 54 0 0 1 244
Learning, Structural Instability and Present Value Calculations 0 0 1 138 0 0 1 698
Learning, structural instability and present value calculations 0 0 0 142 0 1 1 502
Learning, structural instability and present value calculations 0 0 0 31 0 0 0 265
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 2 26 3 3 14 58
Machine Learning Econometrics: Bayesian algorithms and methods 2 2 4 44 4 5 15 64
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 3 95 0 1 10 73
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 31 0 1 4 41
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 1 1 3 76 3 7 12 95
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 31 0 0 0 86
Optimal Portfolio Choice under Decision-Based Model Combinations 0 1 2 21 0 2 4 57
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 2 77
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 32 0 0 1 58
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 1 38 0 1 4 73
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 0 0 150
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 0 1 269
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 1 1 3 80
Total Working Papers 9 11 43 3,526 34 71 285 9,273


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 1 2 16 2 3 7 89
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 3 11 0 1 7 41
Bayesian compressed vector autoregressions 2 4 7 34 4 7 19 98
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 6 15 0 1 14 44
Cash Flow News and Stock Price Dynamics 0 0 2 16 2 4 16 116
Forecasting Macroeconomic Variables Under Model Instability 0 1 3 12 1 2 5 46
Forecasting Time Series Subject to Multiple Structural Breaks 3 3 8 320 4 6 32 900
Forecasting stock returns under economic constraints 2 2 7 70 2 6 20 206
Forecasting stock returns: A predictor-constrained approach 0 0 3 6 0 1 13 35
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 2 53 2 8 19 259
Learning, Structural Instability, and Present Value Calculations 0 0 1 51 0 0 1 276
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 2 3 0 0 3 42
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 0 0 0 4 14
Predictability of stock returns and asset allocation under structural breaks 0 5 15 168 1 7 31 491
Total Journal Articles 8 16 61 775 18 46 191 2,657


Statistics updated 2022-09-05