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 0 0 2 208
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 1 63 0 0 16 146
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 69 0 0 1 72
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 1 107 1 4 7 163
Bayesian Compressed Vector Autoregressions 1 1 1 38 1 1 2 91
Bayesian Compressed Vector Autoregressions 0 0 1 27 0 0 3 45
Bayesian Compressed Vector Autoregressions 0 0 0 30 0 0 1 67
Bayesian Compressed Vector Autoregressions 0 0 3 231 1 1 8 426
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 58 0 1 4 159
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 20 1 2 9 120
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 41 1 1 4 96
Cash Flow News and Stock Price Dynamics 0 0 0 10 0 0 0 22
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 5 23 2 3 13 71
Forecasting Macroeconomic Variables under Model Instability 0 0 0 97 0 0 0 102
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 0 4 242
Forecasting Stock Returns under Economic Constraints 0 0 2 54 0 0 3 90
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 2 42 1 2 24 74
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 33 0 1 22 150
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 0 0 0 523
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 0 1 490
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 624 0 0 10 1,531
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 200 0 0 1 545
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 3 143 8 13 29 516
High-frequency Cash Flow Dynamics 0 0 0 35 0 0 26 138
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 0 0 698
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 0 0 322
Learning, Structural Instability and Present Value Calculations 0 0 0 54 0 0 0 244
Learning, structural instability and present value calculations 0 0 0 142 0 0 1 502
Learning, structural instability and present value calculations 0 0 0 31 0 0 0 265
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 26 1 2 7 62
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 96 0 1 6 75
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 3 45 0 0 11 68
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 0 1 41
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 2 76 0 1 22 108
Optimal Portfolio Choice under Decision-Based Model Combinations 0 1 1 32 0 1 1 87
Optimal Portfolio Choice under Decision-Based Model Combinations 0 1 2 22 0 1 3 58
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 2 2 79
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 32 0 0 0 58
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 1 2 39 0 2 5 75
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 0 269
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 0 1 80
Total Working Papers 1 4 34 3,535 17 39 250 9,402

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 1 16 1 2 9 93
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 4 13 1 1 7 44
Bayesian compressed vector autoregressions 0 0 4 34 1 1 14 102
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 8 19 2 6 21 57
Cash Flow News and Stock Price Dynamics 0 0 1 16 3 4 14 123
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 12 0 0 2 46
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 4 320 1 2 20 903
Forecasting stock returns under economic constraints 3 3 10 75 4 5 23 217
Forecasting stock returns: A predictor-constrained approach 0 0 0 6 0 0 7 38
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 53 0 6 21 269
Learning, Structural Instability, and Present Value Calculations 0 0 0 51 0 0 0 276
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 1 1 4 0 1 1 43
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 0 0 0 3 15
Predictability of stock returns and asset allocation under structural breaks 0 1 12 170 1 3 18 496
Total Journal Articles 3 6 47 789 14 31 160 2,722

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Statistics updated 2023-03-10