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 18 96
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 1 2 18 231
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 1 3 17 165
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 1 108 0 1 26 196
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 4 51
Bayesian Compressed Vector Autoregressions 0 0 1 233 1 1 15 445
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 1 13 106
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 2 18 88
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 1 2 21 127
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 23 4 8 26 159
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 1 1 60 1 3 15 182
Cash Flow News and Stock Price Dynamics 0 0 1 13 2 4 19 48
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 2 10 27
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 24 0 0 12 94
Double Descent and Benign Overfitting in Macroeconomic Forecasting 1 8 16 16 2 7 14 14
Financial Statements and Macroeconomic Dynamics 0 0 0 0 1 1 1 1
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 2 2 10 116
Forecasting Stock Returns under Economic Constraints 0 0 0 54 2 2 9 103
Forecasting Stock Returns under Economic Constraints 1 1 2 117 2 4 11 260
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 37 1 1 13 180
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 3 5 19 101
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 170 0 2 25 552
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 1 1 15 565
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 1 1 27 525
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 1 628 2 7 42 1,605
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 2 2 25 579
High-frequency Cash Flow Dynamics 0 0 1 38 0 1 16 165
Learning, Structural Instability and Present Value Calculations 0 0 0 61 1 1 17 343
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 0 13 718
Learning, Structural Instability and Present Value Calculations 0 0 0 55 0 0 15 260
Learning, structural instability and present value calculations 0 0 0 31 0 0 14 281
Learning, structural instability and present value calculations 0 0 0 146 0 2 17 539
MACROCAST: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting 6 23 23 23 6 7 7 7
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 32 1 3 25 102
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 0 24 100
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 1 2 12 94
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 1 12 59
Macroeconomic Forecasting with Large Language Models 0 2 14 64 4 17 119 222
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 1 81 0 1 16 133
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 1 1 14 105
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 0 5 65
Optimal portfolio choice under decision-based model combinations 0 0 0 30 1 1 14 96
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 0 0 11 78
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 2 41 0 2 23 105
Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 0 0 3 20 0 0 11 51
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 2 16 167
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 1 7 281
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 0 17 100
Total Working Papers 8 36 73 3,725 46 106 872 10,767

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 1 20 1 1 33 139
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 1 1 42 93
Bayesian compressed vector autoregressions 0 0 0 36 0 1 19 137
Bond Return Predictability: Economic Value and Links to the Macroeconomy 1 1 2 43 2 6 18 127
Cash Flow News and Stock Price Dynamics 1 2 3 22 1 2 13 169
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 0 2 22 24
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model 0 0 1 1 0 1 11 18
Forecasting Macroeconomic Variables Under Model Instability 0 0 0 13 2 4 22 84
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 4 331 1 4 22 953
Forecasting stock returns under economic constraints 0 0 0 88 3 3 19 277
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 1 2 11 65
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 0 0 10 308
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 1 1 15 295
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 2 3 22 71
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 0 0 14 46
Payout suspensions during the Covid-19 pandemic 0 0 0 1 0 1 12 17
Predictability of stock returns and asset allocation under structural breaks 1 2 2 180 2 7 22 545
Total Journal Articles 4 7 21 881 17 39 327 3,368

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Statistics updated 2026-09-10