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 1 2 77
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 1 2 212
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 0 1 147
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 2 75
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 0 0 2 166
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 0 92
Bayesian Compressed Vector Autoregressions 0 0 0 27 0 0 0 45
Bayesian Compressed Vector Autoregressions 0 0 1 31 0 0 2 69
Bayesian Compressed Vector Autoregressions 0 0 0 231 0 0 1 427
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 58 0 1 3 162
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 2 43 0 0 4 100
Bond Return Predictability: Economic Value and Links to the Macroeconomy 1 1 2 22 2 2 8 128
Cash Flow News and Stock Price Dynamics 0 0 1 11 1 1 3 26
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 23 0 0 1 73
Forecasting Macroeconomic Variables under Model Instability 0 0 0 97 0 0 0 102
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 0 0 91
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 0 3 245
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 1 43 1 2 5 79
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 3 36 0 2 8 161
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 625 0 2 9 1,543
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 0 0 1 525
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 200 0 1 2 548
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 0 3 493
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 1 144 0 0 19 548
High-frequency Cash Flow Dynamics 0 0 1 36 0 0 6 144
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 0 0 1 323
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 0 2 700
Learning, structural instability and present value calculations 0 0 1 144 2 5 11 514
Learning, structural instability and present value calculations 0 0 0 31 0 0 0 265
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 1 27 1 2 6 70
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 96 0 0 2 77
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 0 1 42
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 1 46 1 2 4 75
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 1 77 2 2 4 112
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 0 1 59
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 0 0 2 89
Optimal portfolio choice under decision-based model combinations 0 0 0 30 1 2 3 82
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 0 1 4 79
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 1 33 0 1 6 65
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 0 1 151
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 0 0 269
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 0 1 81
Total Working Papers 2 3 18 3,556 11 28 136 9,576


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 3 19 2 3 10 103
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 1 2 15 0 1 4 49
Bayesian compressed vector autoregressions 0 0 2 36 0 0 9 112
Bond Return Predictability: Economic Value and Links to the Macroeconomy 1 4 14 36 4 7 27 90
Cash Flow News and Stock Price Dynamics 0 0 2 19 1 1 13 142
Forecasting Macroeconomic Variables Under Model Instability 0 0 0 12 0 0 2 48
Forecasting Time Series Subject to Multiple Structural Breaks 1 1 2 324 2 2 11 919
Forecasting stock returns under economic constraints 1 1 6 84 3 6 16 239
Forecasting stock returns: A predictor-constrained approach 0 1 2 9 2 4 7 47
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 54 2 2 14 292
Learning, Structural Instability, and Present Value Calculations 0 0 0 51 0 0 1 278
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 1 5 0 1 4 47
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 1 1 0 1 6 22
Predictability of stock returns and asset allocation under structural breaks 0 0 4 174 1 1 10 508
Total Journal Articles 4 9 40 839 17 29 134 2,896


Statistics updated 2024-05-04