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 1 42 2 3 11 64
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 2 144 1 6 15 113
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 1 2 2 60 3 5 12 118
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 1 2 4 64 6 10 30 46
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 2 7 98 1 6 11 131
Bayesian Compressed Vector Autoregressions 0 0 1 37 1 3 9 78
Bayesian Compressed Vector Autoregressions 0 0 1 27 1 4 9 52
Bayesian Compressed Vector Autoregressions 0 1 5 224 0 3 25 399
Bayesian Compressed Vector Autoregressions 0 0 3 23 2 7 17 27
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 3 37 2 6 17 59
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 5 55 0 3 20 128
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 2 11 1 4 11 40
Forecasting Macroeconomic Variables under Model Instability 0 1 4 94 0 3 11 83
Forecasting Stock Returns under Economic Constraints 0 0 0 115 1 3 11 216
Forecasting Stock Returns under Economic Constraints 0 0 0 52 0 2 6 72
Forecasting Stock Returns: A Predictor-Constrained Approach 0 1 4 34 0 2 11 27
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 1 30 2 3 21 65
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 165 0 1 6 477
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 1 5 510
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 198 0 1 7 524
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 4 618 3 8 22 1,448
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 1 1 133 1 3 6 430
High-frequency Cash Flow Dynamics 0 1 6 21 2 5 23 57
Learning, Structural Instability and Present Value Calculations 0 0 1 136 1 2 10 684
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 0 6 310
Learning, Structural Instability and Present Value Calculations 0 0 0 54 1 2 6 236
Learning, structural instability and present value calculations 1 1 1 31 2 2 7 257
Learning, structural instability and present value calculations 0 0 0 141 0 1 6 488
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 1 2 64 64 2 5 46 46
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 17 2 2 5 28
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 30 1 5 9 62
Optimal portfolio choice under decision-based model combinations 0 0 2 30 0 2 6 62
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 36 0 3 10 61
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 32 4 6 10 41
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 27 0 0 1 137
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 0 3 257
To Predict the Equity Market, Consult Economic Theory 0 0 1 65 1 3 8 64
Total Working Papers 4 16 125 3,173 43 125 449 7,897


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 7 2 4 10 59
Bayesian compressed vector autoregressions 2 3 8 8 3 6 21 21
Forecasting Macroeconomic Variables Under Model Instability 0 0 2 5 1 1 11 30
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 6 295 3 4 32 809
Forecasting stock returns under economic constraints 0 1 3 47 4 7 13 145
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 49 1 1 6 204
Learning, Structural Instability, and Present Value Calculations 1 2 3 50 1 2 7 267
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 0 1 2 8 18
Predictability of stock returns and asset allocation under structural breaks 0 0 7 133 2 3 18 400
Total Journal Articles 3 7 31 594 18 30 126 1,953


Statistics updated 2019-10-05