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 78
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 1 1 213
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 0 1 148
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 1 76
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 0 0 2 168
Bayesian Compressed Vector Autoregressions 0 0 1 232 1 1 2 429
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 70
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 1 1 93
Bayesian Compressed Vector Autoregressions 0 0 1 28 0 0 1 46
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 23 0 1 2 130
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 44 0 1 6 106
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 1 59 0 1 4 166
Cash Flow News and Stock Price Dynamics 0 0 1 12 0 0 3 29
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 1 24 1 1 8 82
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 0 0 3 106
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 2 3 248
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 0 2 93
Forecasting Stock Returns: A Predictor-Constrained Approach 1 1 1 37 1 3 5 166
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 0 0 1 80
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 626 1 1 15 1,560
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 1 3 496
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 201 0 0 2 550
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 0 1 1 526
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 1 2 5 554
High-frequency Cash Flow Dynamics 0 1 1 37 2 3 4 148
Learning, Structural Instability and Present Value Calculations 0 0 0 55 0 0 0 245
Learning, Structural Instability and Present Value Calculations 0 0 0 61 1 1 3 326
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 0 4 704
Learning, structural instability and present value calculations 0 0 0 31 0 0 1 266
Learning, structural instability and present value calculations 0 0 1 145 0 1 3 521
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 0 0 4 81
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 30 1 2 4 76
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 2 3 4 46
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 47 0 0 0 76
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 2 80 0 0 2 115
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 0 0 2 91
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 0 0 59
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 0 82
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 1 1 1 81
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 1 1 1 67
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 0 0 151
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 0 4 273
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 1 2 83
Total Working Papers 1 3 18 3,578 13 30 112 9,704

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 0 2 105
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 0 15 0 0 1 50
Bayesian compressed vector autoregressions 0 0 0 36 0 2 3 116
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 4 41 1 4 15 107
Cash Flow News and Stock Price Dynamics 0 0 0 19 0 0 12 155
Forecasting Macroeconomic Variables Under Model Instability 0 1 1 13 5 10 14 62
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 2 327 0 2 8 928
Forecasting stock returns under economic constraints 0 1 2 88 3 7 15 257
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 0 1 4 53
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 55 0 1 5 297
Learning, Structural Instability, and Present Value Calculations 0 0 1 52 0 0 2 280
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 0 1 48
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 0 0 7 30
Predictability of stock returns and asset allocation under structural breaks 0 0 1 178 0 1 5 517
Total Journal Articles 0 4 12 859 9 28 94 3,005

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Statistics updated 2025-07-04