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 3 8 17 229
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 1 7 18 96
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 3 4 13 161
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 1 1 108 5 11 26 194
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Compressed Vector Autoregressions 1 1 1 233 4 4 15 443
Bayesian Compressed Vector Autoregressions 0 0 0 31 3 9 16 86
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 2 12 104
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 23 2 3 20 149
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 59 2 6 13 179
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 2 5 17 123
Cash Flow News and Stock Price Dynamics 0 1 1 13 2 5 14 43
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 2 10 25
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 24 4 6 13 94
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 2 3 8 114
Forecasting Stock Returns under Economic Constraints 0 0 0 54 1 2 8 101
Forecasting Stock Returns under Economic Constraints 0 0 1 116 0 1 9 256
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 1 5 15 95
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 1 37 2 3 15 179
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 627 7 16 31 1,590
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 5 7 14 564
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 5 6 27 522
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 170 8 12 24 549
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 2 5 23 575
High-frequency Cash Flow Dynamics 0 0 0 37 2 2 15 161
Learning, Structural Instability and Present Value Calculations 0 0 0 61 2 6 16 341
Learning, Structural Instability and Present Value Calculations 0 0 0 138 2 3 14 718
Learning, Structural Instability and Present Value Calculations 0 0 0 55 1 2 15 260
Learning, structural instability and present value calculations 0 0 0 31 1 7 15 281
Learning, structural instability and present value calculations 0 0 1 146 0 4 16 536
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 2 32 7 12 24 99
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 2 2 14 58
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 9 23 99
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 3 5 11 92
Macroeconomic Forecasting with Large Language Models 2 6 17 62 21 41 105 188
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 1 81 6 7 17 132
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 1 6 65
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 2 4 12 103
Optimal portfolio choice under decision-based model combinations 0 0 0 30 1 5 13 95
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 4 5 11 77
Option-Implied Equity Premium Predictions via Entropic TiltinG 2 2 2 41 7 9 22 102
Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 0 1 3 20 3 6 11 51
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 3 3 14 165
The Forecasing time series subject to multiple structure breaks 0 0 0 0 2 2 7 280
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 3 5 17 100
Total Working Papers 5 13 36 3,680 138 272 785 10,605

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 2 3 32 137
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 2 8 42 92
Bayesian compressed vector autoregressions 0 0 0 36 5 8 20 135
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 41 0 3 15 119
Cash Flow News and Stock Price Dynamics 0 1 1 20 3 5 12 167
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 2 4 20 21
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model 0 0 1 1 1 2 13 16
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 13 1 8 27 80
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 328 2 5 16 944
Forecasting stock returns under economic constraints 0 0 1 88 3 5 22 273
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 1 1 8 61
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 2 3 10 307
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 1 1 12 292
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 2 10 19 67
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 4 9 16 46
Payout suspensions during the Covid-19 pandemic 0 0 0 1 2 4 11 16
Predictability of stock returns and asset allocation under structural breaks 0 0 0 178 2 7 21 537
Total Journal Articles 0 1 13 871 35 86 316 3,310

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Statistics updated 2026-05-06