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 0 146 0 0 1 212
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 2 78
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 1 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 1 1 2 168
Bayesian Compressed Vector Autoregressions 0 0 1 232 0 0 1 428
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 0 92
Bayesian Compressed Vector Autoregressions 0 1 1 28 0 1 1 46
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 0 69
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 58 0 1 3 165
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 2 23 0 0 3 129
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 44 2 2 5 105
Cash Flow News and Stock Price Dynamics 0 0 0 11 0 0 3 28
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 1 24 0 0 5 78
Forecasting Macroeconomic Variables under Model Instability 0 0 1 98 1 1 3 105
Forecasting Stock Returns under Economic Constraints 0 0 0 115 1 1 1 246
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 1 2 93
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 36 0 2 3 163
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 0 1 3 80
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 2 2 2 495
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 201 1 1 3 550
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 0 0 0 525
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 625 0 2 15 1,558
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 1 1 3 551
High-frequency Cash Flow Dynamics 0 0 0 36 0 1 1 145
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 2 325
Learning, Structural Instability and Present Value Calculations 0 0 0 138 3 3 4 704
Learning, structural instability and present value calculations 0 0 0 31 0 1 1 266
Learning, structural instability and present value calculations 0 1 1 145 0 1 9 519
Machine Learning Econometrics: Bayesian algorithms and methods 0 2 2 98 0 4 4 81
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 29 0 0 4 73
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 0 0 42
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 47 0 0 2 76
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 3 80 0 0 5 115
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 2 2 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 2 82
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 0 0 1 66
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 0 0 1 80
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 1 2 2 271
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 0 1 82
Total Working Papers 0 4 18 3,572 16 33 104 9,661

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 19 0 1 5 105
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 15 0 0 1 49
Bayesian compressed vector autoregressions 0 0 0 36 0 0 2 114
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 7 40 1 2 19 103
Cash Flow News and Stock Price Dynamics 0 0 0 19 1 3 14 155
Forecasting Macroeconomic Variables Under Model Instability 0 0 0 12 1 4 4 52
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 3 326 0 0 8 925
Forecasting stock returns under economic constraints 0 1 4 87 0 4 16 250
Forecasting stock returns: A predictor-constrained approach 0 0 1 10 0 2 7 51
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 55 0 0 6 296
Learning, Structural Instability, and Present Value Calculations 0 0 1 52 0 1 2 280
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 1 1 48
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 1 3 9 30
Predictability of stock returns and asset allocation under structural breaks 1 1 4 178 1 2 9 516
Total Journal Articles 1 2 23 855 5 23 103 2,974

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Statistics updated 2025-03-03