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 5 14 16 94
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 4 10 13 225
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 1 7 10 158
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 1 1 1 108 1 12 16 184
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 1 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 4 10 102
Bayesian Compressed Vector Autoregressions 0 0 0 232 0 6 11 439
Bayesian Compressed Vector Autoregressions 0 0 0 31 5 8 13 82
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 1 7 14 119
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 23 1 10 18 147
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 59 3 9 11 176
Cash Flow News and Stock Price Dynamics 1 1 2 13 2 7 12 40
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 4 9 24
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 24 2 8 12 90
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 0 4 6 111
Forecasting Stock Returns under Economic Constraints 0 0 1 116 1 4 10 256
Forecasting Stock Returns under Economic Constraints 0 0 0 54 1 3 7 100
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 2 8 12 92
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 1 37 0 7 13 176
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 627 5 14 21 1,579
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 1 6 8 558
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 1 13 22 517
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 170 2 9 14 539
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 1 13 20 571
High-frequency Cash Flow Dynamics 0 0 1 37 0 8 14 159
Learning, Structural Instability and Present Value Calculations 0 0 0 61 2 9 12 337
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 2 11 715
Learning, Structural Instability and Present Value Calculations 0 0 0 55 0 10 13 258
Learning, structural instability and present value calculations 0 0 1 146 4 11 17 536
Learning, structural instability and present value calculations 0 0 0 31 6 11 14 280
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 2 31 2 8 16 89
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 7 16 21 97
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 0 2 6 87
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 5 14 56
Macroeconomic Forecasting with Large Language Models 2 3 16 58 7 34 85 154
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 1 81 1 7 11 126
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 1 7 9 100
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 1 3 6 65
Optimal portfolio choice under decision-based model combinations 0 0 0 30 2 8 10 92
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 0 4 6 72
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 1 8 14 94
Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 0 0 2 19 2 2 8 47
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 7 11 162
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 3 7 278
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 2 13 15 97
Total Working Papers 4 6 35 3,671 78 366 627 10,411

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 1 19 30 135
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 3 25 38 87
Bayesian compressed vector autoregressions 0 0 0 36 1 5 14 128
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 41 0 6 13 116
Cash Flow News and Stock Price Dynamics 1 1 1 20 1 6 8 163
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 2 6 19 19
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model 0 0 1 1 1 7 12 15
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 13 1 5 21 73
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 328 2 8 16 941
Forecasting stock returns under economic constraints 0 0 1 88 2 10 20 270
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 0 3 9 60
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 0 2 8 304
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 0 5 11 291
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 4 11 13 61
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 1 2 8 38
Payout suspensions during the Covid-19 pandemic 0 0 1 1 1 8 10 13
Predictability of stock returns and asset allocation under structural breaks 0 0 0 178 2 8 16 532
Total Journal Articles 1 1 16 871 22 136 266 3,246

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Statistics updated 2026-03-04