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 2 144 0 0 10 107
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 1 42 0 1 8 61
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 2 58 1 3 11 113
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 4 62 1 3 26 36
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 5 96 0 1 8 125
Bayesian Compressed Vector Autoregressions 0 1 3 23 0 1 12 20
Bayesian Compressed Vector Autoregressions 0 1 2 27 0 1 7 48
Bayesian Compressed Vector Autoregressions 0 0 1 37 0 0 6 75
Bayesian Compressed Vector Autoregressions 1 2 6 223 2 6 32 396
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 3 37 0 2 11 53
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 6 55 0 6 21 125
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 10 0 1 7 36
Forecasting Macroeconomic Variables under Model Instability 0 0 5 93 0 1 12 80
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 1 14 213
Forecasting Stock Returns under Economic Constraints 0 0 0 52 2 2 5 70
Forecasting Stock Returns: A Predictor-Constrained Approach 0 1 2 30 1 7 22 62
Forecasting Stock Returns: A Predictor-Constrained Approach 0 1 3 33 0 1 13 25
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 1 4 509
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 165 0 1 7 476
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 198 0 0 7 523
Forecasting Time Series Subject to Multiple Structural Breaks 1 2 4 617 1 5 17 1,440
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 132 1 1 3 427
High-frequency Cash Flow Dynamics 0 1 7 20 1 4 25 52
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 1 6 310
Learning, Structural Instability and Present Value Calculations 0 1 1 136 0 4 8 682
Learning, Structural Instability and Present Value Calculations 0 0 0 54 0 1 4 234
Learning, structural instability and present value calculations 0 0 0 141 0 2 6 487
Learning, structural instability and present value calculations 0 0 0 30 1 2 5 255
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 3 62 62 0 4 41 41
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 1 17 0 0 4 26
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 30 1 2 4 57
Optimal portfolio choice under decision-based model combinations 0 1 2 30 0 1 8 60
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 36 1 2 11 58
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 1 32 0 0 9 35
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 27 0 1 1 137
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 1 3 257
To Predict the Equity Market, Consult Economic Theory 0 1 1 65 0 2 6 61
Total Working Papers 2 17 125 3,157 13 72 404 7,772


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 1 7 1 2 8 55
Bayesian compressed vector autoregressions 1 5 5 5 1 15 15 15
Forecasting Macroeconomic Variables Under Model Instability 0 0 3 5 0 1 14 29
Forecasting Time Series Subject to Multiple Structural Breaks 3 3 7 294 5 9 36 805
Forecasting stock returns under economic constraints 0 1 3 46 0 2 11 138
Granger causality, exogeneity, cointegration, and economic policy analysis 1 1 2 49 1 2 6 203
Learning, Structural Instability, and Present Value Calculations 1 1 1 48 1 3 6 265
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 0 0 2 8 16
Predictability of stock returns and asset allocation under structural breaks 0 2 7 133 2 4 23 397
Total Journal Articles 7 14 29 587 11 40 127 1,923


Statistics updated 2019-07-03